The Firm:
Brevan Howard Investment 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 1,050 personnel worldwide, including over 400 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, Abu Dhabi and Bengaluru.
The Role:
This position is to work for a Senior Portfolio Manager within our Singapore Office with over 20 years of experience in the financial industry. His team manages a global macro strategy with exposures in all liquid asset classes across all regions.
- Providing support to the Portfolio Manager in all investment and non-investment activities related to the successful and efficient running of an absolute return portfolio
- Structure, implement and execute pre-agreed trades as and when required, over time migrating to a level of discretion under supervision
- Conduct ongoing risk analysis on the portfolio, performance screening, attribution, risk and any other additional reporting requirements over varying levels to support evaluation, understanding, measurement and management of the portfolio. Perform quantitative analysis and research with own intuition under guidance from the investment team.
- Develop tools in collaboration with the team and central quant teams to benefit the performance of the portfolio
- Automate any and all possible processes to improve the efficiency and facilitate decision making
Requirements:
- The ideal candidate will have 2 to 3 years of experience as an Equity Volatility or FX Volatility or Hybrids Trader within a buy side or market making organisation.
- The ideal candidate will have successfully structured, implemented, and traded Equity/FX/Hybrids options/volatility relative value strategies.
- They will have working knowledge of the dealer and broker space within the relevant spectrum as well as possess a good understanding of market flows, positioning and structure.
- The ideal candidate will liaise with appropriate stakeholders and counterparties to accurately calculate pnl, pay offs, risk and monitor potential drivers whilst maintaining efficient communications with the Portfolio Manager.
- The ideal candidate will have regularly used and be technically proficient in Excel, Python and other suitably relevant coding languages or systems.
- They will be highly numerical and possess a degree in a mathematical or related subject.
- The successful candidate will be self-motivated, driven, performance orientated, willing to learn, inquisitive and able to work in collaboration with Portfolio Managers, front office, middle and back office teams.
