Developing and maintaining advanced mathematical models, cutting-edge approaches, and infrastructure to evaluate and hedge financial transactions ranging from vanilla flow products to high and low-frequency trading algorithms is JP Morgan’s aim.
Responsibility
Spend your internship creating innovation through financial engineering, derivatives modeling, asset and liability management, and risk management alongside top-tier professionals.
While obtaining in-depth insight into the world of risk modeling, investment banking, and the financial services business , you’ll assist in developing or validating mathematical models, processes, and tools utilized throughout the firm.
You will have the amazing opportunity to learn about the varied collection of hiring teams through the Quantitative Analytics program throughout the application process.
Interns will be assigned to a role based on their professional interests and background.
These are some of the possibilities:
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Quantitative research - To value and hedge financial transactions ranging from vanilla flow products to high and low-frequency trading algorithms, develop and maintain advanced mathematical models, cutting-edge approaches, and infrastructure.
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Model risk governance & review - Review and approve models for actual use with model developers and the company, and monitor performance for risk measurement.
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Treasury and chief investment officer - Asset-liability management strategy and quantitative models that are best in class (ALM).
The curriculum will prepare you for a successful career by providing technical information and abilities.
Candidates who perform well may be offered a full-time position.