2027 Quantitative Research – Asset Management - Off-Cycle - London

Job Description

At JPMorganChase, we champion your innovative ideas through a supportive culture that helps you every step of the way as you build your career. If you are passionate, curious and ready to make an impact, we are looking for you.

Job Summary

As a Quantitative Research – Asset Management Off-Cycle Intern 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

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