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

About the role

London-based Quantitative Research Off-Cycle Intern in JPMorganChase Asset Management, applying investment science, data science, and programming to portfolio construction, risk, and alpha-generation research. You will work with portfolio managers and researchers, analyze institutional-scale data, develop models, validate strategies, and implement production-quality tools supporting global clients.

Responsibilities

• Apply factor modeling, optimization, machine learning, and data science methods 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 investment professionals to translate research into actionable strategies and client solutions.
• Design backtests and validation frameworks assessing strategy performance, stability, and portfolio-level risk implications.
• Implement research in production-quality code while maintaining research infrastructure and investment or trading tools.
• Develop, validate, and enhance mathematical models and algorithms for portfolio management and asset allocation.

Program context

• Join the Asset Management Product Program at the intersection of investment science and technology.
• Work with portfolio managers and research teams overseeing institutional-scale client assets.
• Contribute to solutions serving institutional, wealth, corporate, government, not-for-profit, and individual clients worldwide.
• Successful completion may lead to potential full-time opportunities.