Data Scientist

THE FIRM:

Brevan Howard Asset Management is one of the leading absolute return/hedge fund managers, overseeing assets on behalf of institutional investors from around the world, including pension funds, endowments, insurance companies, government agencies, private banks, and fund of funds.

Brevan Howard was founded in 2002 and launched its flagship global macro strategy in April 2003. The firm currently manages over $34bn and engages predominantly in discretionary directional and relative value trading in fixed income, FX markets, and equities. BH Digital, a division within Brevan Howard that manages crypto and digital asset strategies was launched in 2022.

The firm currently employs over 1,100 personnel worldwide, including over 300 investment professionals. This global presence gives Brevan Howard the ability to identify and source attractive investment opportunities, as well as investment management talent wherever they may be. Brevan Howard has won several industry awards for excellence in risk management, operational robustness, and investment performance.

The firm’s main hubs are in London, Jersey, Geneva, New York, Austin, Hong Kong, Singapore, and Abu Dhabi.

MAIN DUTIES/RESPONSIBILITIES OF THE ROLE:

The opportunity is to join a one of Brevan Howard’s largest portfolio management teams in Geneva as a data scientist to work on data-driven research projects including using the latest tools in AI. The hire will work closely with senior portfolio managers and a team of research analysts.

Responsibilities will include

• Design, develop and evolve research workflow & full stack of data science tools
• Develop and maintain engineering best practices including focus on high standards across all stages of research
• Collaborate with other members to translate their needs into scalable, standardized solutions
• Building new tools for conducting statistical analysis over large datasets
• Designing infrastructure to more effectively leverage compute cluster

As such the candidate should have very strong programming skills (Python, Java (or C ), SQL) and must have experience working with large data sets covering different data types (numerical, text, other) and be adaptable to rapidly changing requirements.

Essential

• PHD or masters (with experience) in a quantitative field such as computer science, statistics, mathematics, or a related field. Will also consider candidates with submissions to machine learning competitions or publically available code repos.
• Demonstrable very strong coding skills (Python, Java (or C ), SQL),
• Well-versed in machine learning techniques such as supervised and unsupervised learning, natural language processing, and deep learning
• Solid foundation in statistics and be able to perform various statistical analyses such as hypothesis testing, regression analysis, and time-series analysis
• Broad knowledge & experience of database concepts with proficiency in SQL, databases and big data technologies
• Knowledge of financial data – both numerical and textual
• Experience in processing large and complex datasets
• Emphasis in good engineering practices, design, testing and strategic solutions
• Strong communication skills

• Self-motivated, proactive
• Ability to perform well under pressure
• Enthusiastic, flexible and adaptable
• Ability to work effectively and independently as well as part of a team
• Good interpersonal skills

Desirable

• Knowledge of latest LLM models and their capabilities / weaknesses
• Knowledge in advanced AI methodologies