Quantitative Research – Asset Management - Summer Analyst Internship
J.P. MorganExpected closing date: Sunday, 1 November 2026
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Key Takeaways
- Gain hands-on experience in quantitative research within asset management, applying data science and investment science to real-world challenges.
- Work with portfolio managers and research teams on institutional-scale datasets, developing and implementing quantitative strategies.
- Requires enrollment in a Bachelor's or Master's degree in a quantitative field, graduating between December 2027 and August 2028, with proficiency in Python, C++, or Java.
- Applications are reviewed on a rolling basis and programs close as positions are filled; apply early.
About the Role
As a Quantitative Research – Asset Management Summer Analyst in the Asset Management Product Program, you will sit at the intersection of investment science and technology—working directly with portfolio managers and research teams who oversee trillions in client assets. You'll apply academic knowledge to real-world portfolio construction, risk, and alpha-generation challenges, gain hands-on experience with institutional-scale datasets, and build a valuable network across one of the world's largest asset managers. This program sets a solid foundation for your career, with potential full-time offers upon successful completion.
Job Responsibilities
- Apply quantitative investing and data science methods—such as factor modeling, optimization, and machine learning—to research problems across asset classes and datasets.
- Analyze structured and alternative data to identify patterns, return drivers, and portfolio construction insights.
- Partner with portfolio managers, traders, and other investment professionals to translate research into actionable investment strategies and client solutions.
- Design robust backtests and validation frameworks; assess strategy performance, stability, and risk implications at the portfolio level.
- Implement research in production-quality code; maintain and enhance research infrastructure and investment/trading tools.
- Contribute to solutions that serve institutional, wealth, corporate, government, not-for-profit, and individual clients worldwide.
- Develop, validate, and enhance mathematical models and algorithms used in portfolio management and asset allocation.
Required Qualifications, Capabilities, and Skills
- Enrolled in a Bachelor's or Master's degree in mathematics, statistics, physics, engineering, computer science, economics, finance, or data science/machine learning, graduating between December 2027 and August 2028.
- Proficiency in Python, C++, or Java.
- Strong analytical, quantitative, and problem-solving skills.
- Excellent communication skills for presenting complex concepts to both technical and non-technical audiences.
- Interest in investing, portfolio analytics, global markets, and quantitative research.
- Ability to thrive in a fast-paced, collaborative environment.
Preferred Qualifications, Capabilities and Skills
- Genuine interest in financial markets, investing, portfolio construction, and macro-level economics.
- Coursework or project experience in time-series analysis, optimization, or statistical learning.
- Experience with R, MATLAB, or SQL.
- Familiarity with data visualization tools like Tableau or Power BI.
- Understanding of asset management products (mutual funds, ETFs, separately managed accounts), financial instruments, and market dynamics.
- Strong organizational skills for managing multiple projects.
- Ability to articulate complex quantitative concepts to diverse audiences.