below marketmost similar roles pay hereabove market
This listing doesn't post a salary. Most similar roles pay
$104,000–$176,100.
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
1226 open roles
on FindRole.
Listed pay typically runs
$156,750–$215,000
across 5 roles with salary data.
The 2027 Quantitative Research – Asset Management – Summer Internship – Analyst role places students within the Asset Management Investments Program to work alongside portfolio managers and research teams. Interns apply quantitative investing and data science methods, including factor modeling, optimization, and machine learning, to solve real-world portfolio construction and alpha-generation challenges. Daily responsibilities involve analyzing structured and alternative data to identify return drivers, designing robust backtests, and implementing research into production-quality code. Candidates must demonstrate proficiency in Python, C++, or Java, with preferred experience in R, MATLAB, SQL, and data visualization tools like Tableau or Power BI. The role focuses on developing mathematical models and algorithms for asset allocation, risk assessment, and strategy performance across various financial instruments and global market dynamics.
Apply quantitative investing and data science methods like factor modeling and machine learning to research problems.
Analyze structured and alternative data to identify 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 into production-quality code and maintain investment and trading tools.
Develop and enhance mathematical models and algorithms used in portfolio management and asset allocation.
What we're looking for
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, or SQL (preferred); coursework or project experience in time-series analysis, optimization, or statistical learning (preferred).
Python
C++
R
MATLAB
SQL
Machine Learning
AI
Quantitative Modeling
Data Science
back testing
Financial Engineering
Dimensionality Reduction
Platform Engineering