JPMorgan Chase Bank – 2023 Quantitative Analytics Summer Associate Program – Hong Kong

Job Highlight:

  • Spend your internship working alongside our top tier professionals, driving innovation through financial engineering, derivatives modeling, asset and liability management and risk management. You’ll help develop mathematical models, methodologies and tools used throughout the firm while gaining in-depth insight into the world of risk modeling, investment banking and the financial services industry.

Job Responsibilities:

CIB Quantitative Research (QR)

Quantitative Research (QR) is an expert quantitative modeling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modeling and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls.

Derivatives Pricing, Risk Management & Electronic Execution

You’ll contribute to the firm’s product innovation, effective risk management, and financial and risk controls. Specially, you’ll have the chance to:

  • Develop mathematical models for pricing, hedging and risk measurement of derivatives securities;
  • Develop mathematical models for algorithmic trading strategies as well as Delta-One trading strategies or inventory management;
  • Support both OTC and electronic trading activities by explaining model behavior, identifying major sources of risk in portfolios, carrying out scenario analyses, developing and delivering quantitative tools, and researching for new trading ideas;
  • Assess the appropriateness of quantitative models and their limitations, identifying and monitoring the associated model risk;
  • Implement risk measurement, valuation models or algorithmic trading modules in software and systems;
  • Design efficient numerical algorithms and implementing high performance computing solutions;
  • Design and develop software frameworks for analytics and their delivery to systems and applications.

Data Analytics

Closely embedded within the business, we drive change through innovation and business process optimization using state-of-the-art machine learning techniques such as collaborative filtering, deep learning and reinforcement learning. Our activity touches all aspects of the business from sales and client interaction, to risk management, inventory and portfolio optimization, electronic trading and market making. If you are talented graduates in machine learning and related fields who want to join the transformation of our investment bank into a data-led business, you’ll have the chance to:

  • Contribute directly to the business and client franchise; identify and generate revenue opportunities
  • Understand the market drivers behind market moves and their cross-asset and cross-market implications
  • Work with cutting edge technology and analytics to infer pricing, hedging and idea generation
  • Conduct quantitative research on medium to high frequency trading strategies
  • Develop portfolio construction methodologies and new modeling approaches across our systematic businesses

Job Requirements:

  • Currently enrolled in Ph.D. or a Master’s degree program in Mathematics, Physics, Engineering, Computer Science, Machine Learning, Statistics or other quantitative fields
  • You demonstrate quantitative and problem solving skills as well as research ability
  • You are good at communicating concepts and ideas, both verbally and via documentation, and explaining technical material to a non-technical audience
  • Expected graduation beyond September 2023

Company Overview:

JPMorgan Chase & Co. is an American multinational investment bank and financial services holding company headquartered in New York City and incorporated in Delaware.

Job Category: Banking Finance
Job Type: Graduate Internship
Job Location: Hong Kong

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