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$104,000–$195,000.
Based on 240 similar postings.
Employer
About JPMorgan Chase
JPMorgan Chase & Co. is a global financial services firm and one of the largest banks in the world, offering investment banking, commercial banking, asset management, and consumer financial services.
JPMorgan Chase currently has
1117 open roles
on FindRole.
Listed pay typically runs
$186,160–$215,000
across 7 roles with salary data.
As a 2027 Quantitative Research – Asset Management – Summer Internship – Analyst in the Asset Management Investments Program, you will work at the intersection of investment science and technology. You will collaborate with portfolio managers and research teams to address real-world challenges in portfolio construction, risk management, and alpha generation. Your daily responsibilities include applying data science methods like factor modeling, optimization, and machine learning to various asset classes; analyzing structured and alternative data; designing backtests; and implementing production-quality code for investment tools. You will develop mathematical models and algorithms while translating research into actionable strategies. The role requires proficiency in Python, C++, or Java, with preferred skills in R, MATLAB, SQL, and visualization tools like Tableau or Power BI. You must possess strong analytical skills to solve complex problems regarding global markets and portfolio analytics.
Apply quantitative investing and data science methods like factor modeling and machine learning to research problems.
Analyze structured and alternative data to identify patterns, return drivers, and portfolio construction insights.
Translate research findings into actionable investment strategies and client solutions for portfolio managers and traders.
Design robust backtests and validation frameworks to assess strategy performance and risk implications.
Implement research in production-quality code while maintaining and enhancing investment and trading tools.
Develop, validate, and enhance mathematical models and algorithms used in portfolio management and asset allocation.
What we're looking for
Must be enrolled in a Bachelor's or Master's degree in mathematics, statistics, physics, engineering, computer science, economics, finance, or data science/machine learning.
Graduation date must be between December 2027 and August 2028.
Must be attending a college or university in the U.S.
Must be authorized to work in the U.S.
Proficiency in Python, C++, or Java.
Strong analytical, quantitative, and problem-solving skills.
Excellent communication skills for presenting complex concepts to technical and non-technical audiences.
Experience with R, MATLAB, SQL, or data visualization tools like Tableau or Power BI (preferred); coursework in time-series analysis, optimization, or statistical learning (preferred).
Python
C++
Machine Learning
Data Science
Quantitative Modeling
Statistical Modeling
Algorithmic Trading
Financial Engineering
Portfolio Optimization
Risk Management
Options Pricing Theory
Alpha Research
Data Analytics