Teams at JPMorganChase

An off-cycle quantitative trading and research internship focused on derivatives pricing, risk management, electronic execution, systematic trading, and portfolio optimization. The intern will build mathematical and machine learning models, develop pricing and hedging tools, research trading strategies, conduct scenario analysis, assess model risk, and implement high-performance analytics in production systems while collaborating with traders, risk managers, and banking teams.

Three-to-six-month quantitative trading and research internship developing mathematical models, pricing and risk tools, algorithmic trading strategies, portfolio analytics, and high-performance software. Interns apply machine learning and advanced statistics to derivatives pricing, hedging, electronic execution, market making, risk management, and systematic trading. The role involves quantitative research, scenario analysis, model validation, production implementation, collaboration with traders and risk managers, and communicating technical findings.

Develop and maintain secure, resilient software for a mission-critical real-time payments platform. Responsibilities span design, Java/Spring development, testing, troubleshooting, code reviews, production readiness, automation, and operational support. The role requires full SDLC participation, distributed systems understanding, cloud exposure, secure coding, responsible AI-assisted development, and collaboration across upstream and downstream systems.