The Machine Learning Center of Excellence (MLCOE) is a world-class ML team continually advancing state-of-the-art methods to solve a wide range of real-world financial problems using the company’s vast and unique datasets. Strategically positioned in the Chief Technology Office, our work spans across all of J.P. Morgan’s lines of business including Corporate & Investment Banking, Asset Wealth Management, Consumer & Community Banking, and through every part of the organization from front office sales and trading, to operations, technology, finance and more. With this unparalleled access to the firm, this role offers a unique opportunity to explore novel and complex challenges that could profoundly transform how the firm operates.

As a Quant AI Summer Associate within the MLCOE, you will be part of a group of technologists, ML researchers and engineers who are passionate about machine learning and scale. This team works closely in exploring cutting-edge research and applying the latest Machine Learning techniques to J.P. Morgan’s unique data assets, collaborating directly with traders, portfolio managers, quants, data scientists and salespeople to drive the data-led transformation of our businesses.

Our Summer Associate Internship Program begins in June, depending on your academic calendar. Your professional growth and development will be supported throughout the internship program via project work related to your academic and professional interests, mentorship, engaging speaker series with senior leaders and more. Full-time employment offers may be extended upon successful completion of the program. Learn more about our MLCOE team at jpmorgan.com/mlcoe.

Job responsibilities

• Research and explore new machine learning methods through independent study, attending industry-leading conferences, experimentation and participating in our knowledge sharing community
• Develop state-of-the art machine learning models to solve real-world problems and apply it to different tasks
• Collaborate with multiple partner teams such as Business, Technology, Product Management, Legal, Compliance, Strategy and Business Management to deploy solutions into production

Required qualifications, capabilities, and skills

• Enrolled in a PhD or MS program in Computer Science, Physics, Mathematics, Engineering or related quantitative field with an expected graduation date of December 2026 through August 2027
• Solid programming skills with C/C++, Python, JAVA or other equivalent languages
• Deep knowledge in Machine Learning, Data Mining, Applied Mathematics, Optimization, and Statistics
• Knowledge with machine learning and deep learning toolkits (e.g., TensorFlow, PyTorch, JAX) and ETL pipelines, both batch and real-time data processing
• Scientific thinking, ability to design experiments and training frameworks, and to outline and evaluate intrinsic and extrinsic metrics for model performance aligned with business goals
• Solid written and spoken communication to effectively communicate technical concepts and results to both technical, and business audiences
• Ability to work both independently and in highly collaborative team environments

Preferred qualifications, capabilities, and skills

• Interest in quantitative finance and/or portfolio management
• Knowledge with CPU, GPU architecture, high-performance computing and XLA compilers
• Experience in distributed system design and development

FEDERAL DEPOSIT INSURANCE ACT: This position is subject to Section 19 of the Federal Deposit Insurance Act. As such, an employment offer for this position is contingent on JPMorganChase’s review of criminal conviction history, including pretrial diversions or program entries.