# 2027 Markets Quantitative Trading & Research Associate Program – Off-Cycle Internship - Hong Kong [J.P. Morgan](https://www.jorb.ai/firms/j-p-morgan.md) · Hong Kong · [Sales & Trading](https://www.jorb.ai/jobs/sales-trading.md) J.P. Morgan is hiring a 2027 Markets Quantitative Trading & Research Associate Program – Off-Cycle Internship - Hong Kong in Hong Kong. Posted 2026-09-14; applications close 2026-11-13. **Apply**: https://jpmc.fa.oraclecloud.com/hcmUI/CandidateExperience/en/sites/CX_1001/job/210784369 Posted 1d ago. ## Role details ## Quantitative Trading & Research (QTR) Internship Quantitative Trading & Research (QTR) is an expert quantitative modeling group in J.P. Morgan and a leader in financial engineering, data analytics, statistical modeling, and portfolio management. We’re looking for innovative problem-solvers who enjoy building complex solutions that support global business. Over the duration of 3–6 months, you will build mathematical models and tools, gain exposure to risk modeling and investment banking, and develop through hands-on projects, mentorship, and a speaker series. Based on individual achievements, participants who successfully complete the program may receive offers of full-time employment. ## Job Responsibilities - As an associate in QTR, gain exposure across Derivatives Pricing, Risk Management & Electronic Execution, and Systematic, Data-Driven Trading Analytics teams that drive innovation and process optimization using machine learning (e.g., collaborative filtering, deep learning, reinforcement learning) across sales/client engagement, risk, portfolio optimization, and electronic trading/market making. - Partner with traders, marketers, and risk managers across products and regions to support sales, client interactions, product innovation, valuation, and risk management. - Develop and implement mathematical models for pricing, hedging, and risk measurement of derivative securities, as well as models for algorithmic and Delta-One strategies and inventory management. - Support both OTC and electronic trading activities by explaining model behavior, identifying major sources of risk in portfolios, performing scenario analyses, developing and delivering quantitative tools, and researching new trading ideas. - Assess the appropriateness and limitations of quantitative models, monitor associated model risk, and implement valuation, risk, and trading models in production systems. - Design efficient numerical algorithms and implement high-performance computing solutions; design and develop software frameworks for analytics and their delivery to systems and applications. - Apply machine learning and other advanced analytics to enhance sales and client engagement, risk management, portfolio optimization, and electronic trading and market making. - Contribute to business outcomes and the client franchise by identifying revenue opportunities and developing market intuition, including cross-asset impacts. - Apply advanced analytics to pricing, hedging, and idea generation; research medium- to high-frequency trading strategies; develop portfolio construction methods and new systematic modeling approaches. ## Required Qualifications, Capabilities and Skills - Expected graduation beyond December 2027 - Currently pursuing a Master’s in a quantitative field (e.g., Mathematics, Physics, Engineering, Computer Science, Machine Learning, Statistics) - Proficiency in at least one programming language (e.g., Python, Java, JavaScript, C++, C#) - Demonstrated quantitative and problem-solving skills, as well as research ability - Strong communication skills, including the ability to explain technical concepts to non-technical audiences (verbally and through documentation) ## Preferred Qualifications, Capabilities and Skills - Understanding of advanced mathematics used in financial modeling (e.g., probability theory, stochastic calculus, partial differential equations, numerical analysis, optimization, machine learning, statistics, econometrics) - Knowledge of options pricing theory, trading algorithms, or financial regulations - Personal qualities and achievements beyond academia and profession (outside interests and other differentiators) - Candidates requiring visa sponsorship may apply ## Application Deadline **29 November (23:59 Hong Kong time)** Applications will be reviewed on a rolling basis. We strongly encourage you to submit your application as early as possible, as programs will close once positions are filled. ## What’s Next Submit a complete and thoughtful application, including your resume. After you confirm your application, it will be reviewed to determine whether you meet certain required qualifications. ## Join Us At J.P. Morgan Chase, we create positive change for diverse communities through a supportive culture that helps you build your career. If you are passionate, curious, and ready to make an impact, we are looking for you. Please click here to complete the online application. ## Applying to this role This 2027 Markets Quantitative Trading & Research Associate Program – Off-Cycle Internship - Hong Kong 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=6aa7aa611c19c2945745a3b5) ## More open roles at J.P. 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