2027 Summer Internship Program – QIS, London
The Quantitative Investment Strategies internship supports research and analytical tools used by Brevan Howard’s quants and portfolio managers. Work includes data pipelines, signals and AI-assisted investment analysis.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Build pipelines that prepare data for trading research
- Prototype models and signals for portfolio decisions
- Contribute analytics to the shared quant library
- Explore LLM and agent-based analytical tools
What they ask for
Required
- Quantitative and mathematical reasoning
- Excel, VBA and R
- AI and machine-learning familiarity
- Interest in markets and instruments
- Independent and team-based work
- English communication
- Education
- Penultimate-year undergraduate, first-year master or doctoral student; qualification completed before July 2028.
- Experience
- Student summer internship; no professional year requirement is stated.
- Languages and tools
- Markets
- multi-asset
How to prepare
- Create a documented market-data analysis pipeline
- Build and test a small reusable pricing or risk routine
- Evaluate an LLM-assisted research tool against an explicit correctness benchmark
What to study
- Python for Quantitative Finance
- Financial Machine Learning
- Financial Instruments, Markets and Conventions
The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Brevan Howard’s site before applying: requirements, location and pay can change after we check them.
View the posting on Brevan Howard’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Brevan Howard and doesn’t handle applications.