Quantitative Research Risk and Treasury Associate

JPMorgan Chase

Confirmed live yesterday High trust

Quick summary

Work type
On-site
Location
New York, NYPlano, TXChicago, IL
Employment
Intern
Posted
39 days ago
Freshness
Confirmed live yesterday
Nearby
99+ roles within 25 mi

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Salary context

How this pay compares to similar roles

Similar $147k
$94k most similar roles pay here $200k

This listing doesn't post a salary. Most similar roles pay $104,000–$190,000.

Based on 240 similar postings.

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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.

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At a glance

TL;DR · Quantitative Research Risk and Treasury Associate

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As a 2027 Quantitative Research - Risk and Treasury - Summer Internship - Associate, you will join the Quantitative Modeling Program to address complex financial challenges within risk and treasury operations. You will perform data analysis to identify trends, conduct back testing, and assess models for conceptual soundness while maintaining software systems and tools. Your daily work involves developing, validating, and enhancing mathematical models and algorithms to optimize financial solutions across various asset classes. The role requires proficiency in Python and C++, with preferred experience in R, MATLAB, or SQL. You will utilize advanced quantitative techniques, AI/ML, and platform engineering to solve problems in areas such as model risk governance, wholesale credit risk management, and balance sheet strategy. Key tasks include interest rate risk forecasting, liquidity modeling, and capital allocation across diverse financial instruments and market dynamics.

Skills

Python C++ R MATLAB SQL Machine Learning AI Quantitative Modeling Financial Engineering Risk Management Asset & Liability Management Dimensionality Reduction back testing

What you'll do

  • Analyze data to identify patterns and trends for risk and treasury operations.
  • Develop, validate, and enhance mathematical models and algorithms across various asset classes.
  • Conduct back testing and assess the conceptual soundness of financial strategies.
  • Maintain and improve software systems and tools used in risk management.
  • Create statistical, AI/ML, and platform engineering solutions for credit risk management.
  • Perform quantitative modeling for interest rate risk, liquidity, and balance sheet optimization.
  • Draft validation reports to communicate model limitations and strengths to stakeholders.
  • Propose creative solutions to complex financial challenges and optimize portfolio performance.

What we're looking for

  • Enrolled in a Master’s or PhD program in mathematics, statistics, physics, engineering, computer science, economics, or data science/machine learning.
  • Graduation date must be between December 2027 and August 2028 in the U.S.
  • Proficiency in Python and/or C++ programming.
  • Strong modeling, analytical, quantitative, and problem-solving skills.
  • Excellent communication skills for presenting complex concepts.
  • Interest in banking analytics, global markets, and quantitative research.
  • Preferred to have enrolled in a 2-year Master’s or PhD program.
  • Experience with R, MATLAB, or SQL; understanding of banking products; and familiarity with AI tools (preferred).

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