Summer Quant Intern: AI-Driven Trading & Data Pipelines

Brevan Howard; New York, Northern (NY, KY); Hybrid; USD 38,000 - 48,000; Full time

Benefits offered by this job

Housing stipend

Internship completion bonus

Job summary

Brevan Howard invites PhD or master’s students for a 10‑week summer internship in New York. You’ll build data pipelines, develop models and trading signals, and integrate AI into analytics.

You’ll contribute to the core analytics library used by Portfolio Managers and Quants across the firm. The program starts with in‑depth training on financial markets, risk management, Excel, Python and AI tools, with mentorship, talks and exposure to front‑office teams.

Qualifications

• A Ph.D. candidate or 1st year master's student at a recognized university, completed and awarded before July 2028.
• Strong mathematical and quantitative skills, Excel, VBA and R proficiency.
• Programming experience in Python.
• Interest in financial markets, trading and financial products.
• Ability to work independently and as part of a team.
• Entrepreneurial spirit and strong English communication.

Responsibilities

• Build pipelines to extract and analyze data, develop models and trading signals.
• Integrate AI into analytical systems and create AI-powered tools with LLMs and agents.
• Contribute to the core analytics library used by quants and PMs.

Skills

Mathematics

Quantitative analysis

Python programming

Excel

VBA

R

English communication

Teamwork

Entrepreneurial spirit

Education

PhD candidate or Master’s student

Job description

Brevan Howard invites PhD or master’s students for a 10‑week summer internship in New York. You’ll build data pipelines, develop models and trading signals, and integrate AI into analytics.

You’ll contribute to the core analytics library used by Portfolio Managers and Quants across the firm. The program starts with in‑depth training on financial markets, risk management, Excel, Python and AI tools, with mentorship, talks and exposure to front‑office teams.