Summer Quantitative Research in Global Markets

Next Frontier Capital; New York (NY); On-site; USD 80,000 - 120,000; Full time

Job summary

JPMorganChase invites PhD candidates to join the Quantitative Trading & Research Markets team as a Summer Associate. You will build models, price and hedge, and contribute to algorithmic trading and data‑driven strategies across products.

Collaborating with traders, technologists, and risk managers, you will develop infrastructure and quantitative methods to support pricing, hedging and deployment in a fast‑paced, global market environment.

Qualifications

• PhD enrollment in math, stats, physics, engineering, CS, data science or ML.
• Graduating between Dec 2027 and Aug 2028.
• Programming experience in Python, C++, or another language.
• Strong analytical, quantitative and problem‑solving skills.
• Research skills demonstrated through coursework or projects.
• Works effectively in a dynamic, collaborative environment.
• Clear communication of findings to non‑technical audiences.
• Attends a college or university in the United States.

Responsibilities

• Develop and maintain mathematical models and cutting‑edge algorithms, methodologies, and supporting infrastructure.
• Value and hedge financial transactions across a range of products, from flow products to complex derivative deals.
• Support quantitative modeling and research that inform trading strategies and decision‑making.
• Collaborate with trading teams to translate research insights into practical market applications.
• Partner with quantitative researchers, technologists, traders, marketing, and risk managers across teams.
• Conduct alpha research, calibrate model parameters, and optimize pricing of financial instruments to support growth and market share.
• Manage risk in existing portfolios.

Skills

PhD program

Graduation window

Programming

Analytical skills

Research skills

Teamwork

Communication

US university

Python

C++

Tools

Python

C++

Job description

JPMorganChase invites PhD candidates to join the Quantitative Trading & Research Markets team as a Summer Associate. You will build models, price and hedge, and contribute to algorithmic trading and data‑driven strategies across products.

Collaborating with traders, technologists, and risk managers, you will develop infrastructure and quantitative methods to support pricing, hedging and deployment in a fast‑paced, global market environment.