# 2027 Quantitative Research – Asset Management - Off-Cycle - London [J.P. Morgan](https://www.jorb.ai/firms/j-p-morgan.md) · London · United Kingdom · [Asset Management](https://www.jorb.ai/jobs/asset-management.md) J.P. Morgan is hiring a 2027 Quantitative Research – Asset Management - Off-Cycle - London in London. Posted 2026-08-31; applications close 2026-10-30. **Apply**: https://jpmc.fa.oraclecloud.com/hcmUI/CandidateExperience/en/sites/CX_1001/job/210776770 Posted 4d ago. ## Role details ## Job Summary As a Quantitative Research – Asset Management Off-Cycle Intern in the Asset Management Product Program, you will work at the intersection of investment science and technology. You will collaborate directly with portfolio managers and research teams responsible for trillions in client assets, apply academic knowledge to real-world portfolio construction, risk, and alpha-generation challenges, work with institutional-scale datasets, and build a network across one of the world’s largest asset managers. The program is designed to provide a strong 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 - Enrolled in a Bachelor’s or Master’s degree in mathematics, statistics, physics, engineering, computer science, economics, finance, or data science/machine learning, graduating between September 2026 and March 2028. - Proficiency in Python, C++, or Java. - Strong analytical, quantitative, and problem-solving skills. - Excellent communication skills for presenting complex concepts to both technical and non-technical audiences. - Interest in investing, portfolio analytics, global markets, and quantitative research. - Ability to thrive in a fast-paced, collaborative environment. ## Preferred Qualifications, Capabilities, and Skills - Genuine interest in financial markets, investing, portfolio construction, and macro-level economics. - Coursework or project experience in time-series analysis, optimization, or statistical learning. - Experience with R, MATLAB, or SQL. - Familiarity with data visualization tools like Tableau or Power BI. - Understanding of asset management products (mutual funds, ETFs, separately managed accounts), financial instruments, and market dynamics. - Strong organizational skills for managing multiple projects. - Ability to articulate complex quantitative concepts to diverse audiences. ## About You We are looking for innovative problem-solvers with a passion for developing complex solutions that support our global business. We are also interested in your unique qualities, outside interests, and achievements beyond academia that demonstrate the kind of person you are and the difference you could bring to the team. ## What’s Next We will review applications as they are received and extend offers on a rolling basis. We strongly encourage you to apply early, as programs will close as positions are filled. ## Applying to this role This 2027 Quantitative Research – Asset Management - Off-Cycle - London role at J.P. Morgan runs through the firm's own careers portal and expects a CV and cover letter written specifically for the posting, not a portable submission carried across firms. Jorb AI's application agent tailors a CV and cover letter from your background to this posting and tracks the role alongside the rest of your applications. [Tailor this application](https://www.jorb.ai/signup?ref=job-atom&firm=j-p-morgan&job=6a961672af77882deb8575e2) ## More open roles at J.P. 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