2027 Summer Internship Program – Systematic Execution Research, New York

The Opportunity

If you enjoy applying your quantitative and ML skills to real-world problems, coding production-quality analysis and tools, and working in a fast-paced environment with immediate and tangible feedback, our Summer Internship Program is ideal for you. At Brevan Howard, we build systematic and discretionary investment processes that rely on rigorous analysis of a vast universe of data, such as asset prices, macroeconomic indicators, news, sell-side research, and trading signals. Transforming this data into actionable insights is central to how we win, and we’re looking to find the next generation of portfolio managers and quants through our internship program—people who are eager to push the frontier of research and engineering in global macro investing. Overview & Responsibilities You will work directly with senior professionals to provide immediate impact on a range of projects: Our Internship Program starts with one-week in-depth training to prepare interns for the desk. This covers a range of topics relating to Financial Markets including Macroeconomics, FX, Digital Assets, Interest Rate Derivatives, Equity Rates, Bonds, Credit and Fixed Income, Trading Strategies, Risk Management, Excel and Python, and the latest AI tools and LLMs. The Execution Research team is part of the Brevan Howard Systematic business. We employ quantitative methods to trade Equities, Futures, FX, Rates and other asset classes. During the program, working in a fast-paced environment, interns will contribute to the team that is responsible for designing, implementing & continuously evolving Execution Research. Responsibilities of the Execution Research team include evaluating the performance of our trading, improving trading algorithms, and developing methods to compare various execution strategies. Main duties of the internship may include assisting the team in applying advanced statistical techniques on large datasets and building execution performance frameworks and