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- Tasks: Develop a cutting-edge quantitative analytics library focused on credit cash and derivatives.
- Company: Join Brevan Howard, a leading global investment management firm based in London.
- Benefits: Enjoy competitive pay, a dynamic work environment, and opportunities for professional growth.
- Why this job: Be part of an innovative team shaping financial analytics with real-world impact.
- Qualifications: 5+ years in credit analytics, strong C++ skills, and a solid grasp of financial mathematics required.
- Other info: Collaborate with portfolio managers and strategists to drive impactful financial solutions.
The predicted salary is between 54000 - 84000 £ per year.
Quant Analyst – Credit
Brevan Howard London, United Kingdom Apply now Posted 20 days ago Permanent Competitive
MAIN DUTIES/RESPONSIBILITIES OF THE ROLE:
- Responsible for building out the new cross asset quantitative analytics library for Brevan Howard, with a particular focus on credit cash and derivatives modelling
- Build out the library across additional asset classes, with new products, models, trade representations, pricing, risk, and calibration methods.
- Be comfortable communicating with and developing alongside the library clients – Portfolio managers, Strategists and the wider Risk team. Assist with gathering business requirements and working with the IT teams to assist with delivery
- Review the code from other quants on the team, with a focus on the modelling.
- Hands-on development and testing
WORK EXPERIENCE/BACKGROUND:
Essential
- 5+ years credit analytics/ derivatives modelling
- 2-5 years modern C++ (20 and up), with some experience in optimising high-performance libraries
- Excellent financial mathematics, and implementation of numerical methods
- Software lifecycle management (GitHub, Jira, etc)
Desirable
- Experience in rates modelling
- 2+ years Python or C#
- Vectorisation and AAD technologies
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Quant Analyst - Credit employer: Brevan Howard
Contact Detail:
Brevan Howard Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quant Analyst - Credit
✨Tip Number 1
Familiarise yourself with the latest trends in credit analytics and derivatives modelling. This will not only help you understand the role better but also allow you to engage in meaningful conversations during interviews.
✨Tip Number 2
Brush up on your C++ skills, especially focusing on modern features and high-performance library optimisation. Being able to demonstrate your coding prowess in this area can set you apart from other candidates.
✨Tip Number 3
Network with professionals in the quantitative finance space, particularly those who work in credit analytics. Attend relevant meetups or webinars to build connections that could lead to referrals.
✨Tip Number 4
Prepare to discuss your experience with software lifecycle management tools like GitHub and Jira. Being able to articulate how you've used these tools in past projects will show your readiness for collaborative work.
We think you need these skills to ace Quant Analyst - Credit
Some tips for your application 🫡
Understand the Role: Before applying, make sure you fully understand the responsibilities of a Quant Analyst - Credit. Familiarise yourself with credit cash and derivatives modelling, as well as the specific skills required, such as modern C++ and financial mathematics.
Tailor Your CV: Highlight your relevant experience in credit analytics and derivatives modelling. Be specific about your proficiency in modern C++, Python, or C#, and mention any experience with software lifecycle management tools like GitHub and Jira.
Craft a Strong Cover Letter: In your cover letter, express your enthusiasm for the role and how your background aligns with Brevan Howard's needs. Mention your experience in building quantitative analytics libraries and your ability to communicate effectively with portfolio managers and risk teams.
Proofread Your Application: Before submitting, carefully proofread your application materials. Ensure there are no typos or grammatical errors, as attention to detail is crucial in quantitative roles. A polished application reflects your professionalism and commitment.
How to prepare for a job interview at Brevan Howard
✨Showcase Your Technical Skills
Make sure to highlight your experience with modern C++ and any relevant projects you've worked on. Be prepared to discuss specific examples of how you've optimised high-performance libraries or implemented numerical methods in your previous roles.
✨Understand the Business Context
Familiarise yourself with Brevan Howard's approach to credit analytics and derivatives modelling. Being able to articulate how your skills can contribute to their objectives will demonstrate your genuine interest in the role.
✨Prepare for Code Reviews
Since reviewing code from other quants is part of the job, be ready to discuss your coding practices and how you approach peer reviews. You might even want to bring a sample of your work to showcase your coding style and thought process.
✨Communicate Effectively
As the role involves working closely with portfolio managers and strategists, practice articulating complex quantitative concepts in a clear and concise manner. This will help you demonstrate your ability to collaborate effectively with non-technical stakeholders.
