2027 Summer Internship Program – Systematic Execution Research, New York

About the role

A 10-week New York internship with Brevan Howard’s Systematic Execution Research team. Interns apply quantitative, statistical, machine-learning, and programming skills to trading execution across equities, futures, foreign exchange, rates, and other asset classes while working directly with senior professionals.

Responsibilities

• Evaluate trading performance and help improve execution algorithms across multiple asset classes.
• Develop methods to compare execution strategies and build performance frameworks and reports.
• Apply advanced statistical techniques to large datasets supporting systematic trading research.
• Work directly with senior professionals in a fast-paced, collaborative environment.

Training and Development

• Complete one week of training covering financial markets, trading strategies, risk management, Excel, Python, and AI tools.
• Attend key talks, participate in a mentor program, and engage with experienced financial professionals.
• Gain exposure to macro hedge fund operations, financial products, and the regulatory environment.
• Top-performing interns may be considered for the 2028 Graduate Program.

Requirements

• Be a penultimate-year undergraduate, first-year master's, or PhD student at a recognized university.
• Complete and receive the relevant degree before July 2028.
• Demonstrate strong mathematical, quantitative, problem-solving, and technical capabilities.
• Have strong skills in Excel, VBA, R, and Python programming.
• Show interest in financial markets, trading, and financial products.
• Work independently and collaboratively, with an entrepreneurial spirit and strong English communication skills.

Preferred Skills

• Experience with Linux, SQL, and KDB/Q is advantageous.