Quant jobs / JPMorgan

Quantitative Research – Asset Management Summer Internship 2027

Summer internship in J.P. Morgan Asset Management quant research applying factor modelling, optimisation and ML to investment problems. Interns work with portfolio managers and researchers.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Apply factor models, optimisation and ML to research questions across asset classes
Explore alternative and structured data for return drivers
Design backtests and validation checks for strategies
Write production-quality research code

What they ask for

Required

Enrolled in a Bachelor's or Master's in a quantitative subject
Graduating December 2027 to August 2028
Python, C++ or Java
Analytical and problem-solving ability
Attending a US university and authorised to work in the US

Preferred

Interest in portfolio construction and macro
Time-series, optimisation or statistical learning coursework
R, MATLAB or SQL
Tableau or Power BI

Education: Bachelor's or Master's student in maths, statistics, physics, engineering, computer science, economics, finance or data science
Experience: Students; potential full-time offer
Languages and tools: Python
C++
Java
R
MATLAB
SQL
Markets: multi-asset

How to prepare

Build a Fama-French style factor regression and backtest in Python
Implement mean-variance optimisation with covariance shrinkage
Test a long-short signal with proper out-of-sample splits and costs
Read about portfolio construction in practice

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on JPMorgan’s site before applying: requirements, location and pay can change after we check them.

View the posting on JPMorgan’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with JPMorgan and doesn’t handle applications.