2027 Summer Internship Program – Systematic Trading, New York

About the role

This 10-week New York internship applies quantitative research, machine learning, and programming to systematic global macro trading. Interns work with front-office teams on data pipelines, models, trading signals, AI tools, back-testing, and research, receiving intensive financial-markets training and opportunities to be considered for Brevan Howard’s 2028 Graduate Program.

Responsibilities

• Build data pipelines, analytical models, and trading signals supporting Portfolio Managers’ decision-making.
• Integrate AI into analytical systems and develop tools using large language models and agent workflows.
• Contribute to analytics libraries used by Quants and Portfolio Managers for research, trading, and risk management.
• Work on trading strategies, back-testing, market models, and research supporting trade ideas.
• Collaborate directly with front-office personnel in a fast-paced systematic trading environment.

Training and Development

• Complete one week of in-depth training covering financial markets, trading, risk management, Excel, Python, and AI tools.
• Training topics include macroeconomics, foreign exchange, digital assets, interest rate derivatives, equity rates, bonds, credit, and fixed income.
• Participate in key talks, mentoring, social events, and interactions with experienced industry professionals.
• Gain insight into macro hedge-fund operations and the regulatory environment through practical work and two-way evaluation.

Program Progression

• Top-performing interns may be considered for Brevan Howard’s 2028 Graduate Program.
• Longer-term paths may include analyst, quantitative, and Portfolio Manager roles.
• Candidates may submit only one Summer Internship Program application globally.