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Quantitative Financial Analyst Intern Jobs in Rochester, NY

Workiva

Spring 2027 Intern - Sales Analyst

Rochester, NY · On-site +1

$21/hr

The Sales Analyst Intern supports various internal teams, including Sales, Finance, Accounting, Legal, Marketing, and Customer Success. You will assist with sales data analysis, contract renewal ...

Workiva

Spring 2027 Intern - Sales Analyst

Geneseo, NY · On-site

$21/hr

The Sales Analyst Intern supports various internal teams, including Sales, Finance, Accounting, Legal, Marketing, and Customer Success. You will assist with sales data analysis, contract renewal ...

Workiva

Spring 2027 Intern - Sales Analyst

Geneseo, NY · On-site +1

$21/hr

The Sales Analyst Intern supports various internal teams, including Sales, Finance, Accounting, Legal, Marketing, and Customer Success. You will assist with sales data analysis, contract renewal ...

L3HHCM20

IT Business Analysis Intern

Rochester, NY · On-site

$25.50 - $48/hr

Job Title: IT Business Analyst Intern Job Schedule: 9/80 Job Code: 43327 Job Location: Rochester, N ... To be eligible, applicants must be pursuing a Bachelor's degree in Information Technology, Finance ...

IDEX

Data Analyst, Finance

West Henrietta, NY · On-site +1

... in quantitative methods, statistical modeling, and data science. * 3+ years of experience in financial analysis, business intelligence, or data analytics roles in a manufacturing financial ...

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Quantitative Financial Analyst Intern information

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How much do quantitative financial analyst intern jobs pay per hour?

As of Sep 6, 2026, the average hourly pay for quantitative financial analyst intern in Rochester, NY is $22.20, according to ZipRecruiter salary data. Most workers in this role earn between $17.07 and $24.18 per hour, depending on experience, location, and employer.

What does a quantitative financial analyst intern do?

A Quantitative Financial Analyst Intern assists in analyzing financial data using mathematical models and statistical techniques. Their work often involves programming, data analysis, and working with large datasets to support investment strategies or risk management decisions. Interns collaborate with senior quantitative analysts to develop tools, backtest financial models, and interpret results. This role provides hands-on experience in finance, programming, and quantitative research, preparing interns for full-time roles in quantitative finance.

What types of projects and responsibilities can a quantitative financial analyst intern expect during their internship?

As a Quantitative Financial Analyst Intern, you can expect to work on projects such as developing financial models, conducting statistical analyses of market data, and supporting the implementation of trading strategies. Interns often collaborate closely with senior analysts and portfolio managers, gaining hands-on experience with real-time financial data and learning to use industry-standard tools like Python, R, or MATLAB. These roles typically involve both independent problem-solving and teamwork, offering exposure to the fast-paced environment of finance. Successfully completing an internship in this area can open doors to full-time opportunities and provide a solid foundation for a career in quantitative finance.

What are the key skills and qualifications needed to thrive as a quantitative financial analyst intern, and why are they important?

To thrive as a Quantitative Financial Analyst Intern, you need strong analytical and mathematical skills, a solid foundation in statistics or finance, and enrollment in a relevant degree program such as mathematics, finance, or computer science. Familiarity with programming languages like Python or R, experience with data analysis tools, and knowledge of financial modeling are typically required. Attention to detail, problem-solving abilities, and effective communication help interns excel in collaborative, fast-paced environments. These skills and qualities are essential for interpreting complex data, generating actionable insights, and supporting informed decision-making in financial markets.

What is the difference between Quantitative Financial Analyst Intern vs Quantitative Financial Analyst?

AspectQuantitative Financial Analyst InternQuantitative Financial Analyst
CredentialsTypically pursuing or recent graduate with a degree in finance, mathematics, or related fieldUsually holds a bachelor’s or master’s degree in finance, mathematics, or related field; may have relevant certifications
Work EnvironmentInternship programs, often part-time or summer roles within financial firms or investment banksFull-time position within financial institutions, hedge funds, or asset management firms
ResponsibilitiesAssisting with data analysis, model testing, and research under supervisionDeveloping models, analyzing financial data, and supporting investment decisions

The main difference between a Quantitative Financial Analyst Intern and a Quantitative Financial Analyst lies in experience and responsibilities. Interns are typically students gaining exposure, while analysts are full-time professionals performing advanced financial modeling and analysis.

What are popular job titles related to Quantitative Financial Analyst Intern jobs in Rochester, NY?

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Cities near Rochester, NY with the most Quantitative Financial Analyst Intern job openings:

Quantitative Financial Analyst Intern jobs near you

Quantitative Trading & Research - SPG - Associate

JPMorgan Chase & Co.

Rochester, NY • On-site

$150 - $230/hr

Other

Posted 4 days ago

Key responsibilities

  • Develop and support advanced financial models for RMBS to assist in trading, hedging, and risk assessment.

  • Perform data queries, processing, and machine learning analysis for RMBS prepayment and credit modeling.

  • Design and implement analytical tools to monitor model performance and market conditions in RMBS.

JPMorgan Chase & Co. rating

7.9

Company rating: 7.9 out of 10

Based on 500 frontline employees who took The Breakroom Quiz

78th of 175 rated banks

Job description

The Securitized Products Group (SPG) Quantitative Trading & Research (QTR) team is a high-performing quantitative modeling organization focused on Residential Mortgage-Backed Securities (RMBS) and related structured products. The group develops and maintains agency and non-agency RMBS models and analytical tools used to support CIB trading and research. These prepayment and credit/default models also support RMBS and mortgage loan valuation and risk management across JPMorganChase, including the Mortgage Bank, Chief Investment Office, and Asset & Wealth Management. Selected analytics are delivered to external clients via OASis and BondStudio.

Job Summary:

As an Associate in the Securitized Products Group (SPG) Quantitative Trading & Research Team (QTR), you will sit within the non-agency RMBS modeling team and partners closely with SPG trading desks to support modeling, valuation, market-making, and risk assessment. You will help drive the modernization of credit modeling by applying machine learning and generative AI across the model development lifecycle, including data processing and exploration, model calibration, performance monitoring, and delivery of analytics and reporting tools. You will collaborate with stakeholders across business, technology, market risk, and other partner teams to develop new models and enhance existing capabilities, improve understanding of model behavior and trading insights, ensure robust model infrastructure and controlled usage, and provide subject matter expertise, training, and guidance to internal users and external clients.

Job Responsibilities:
  • Develop and support advanced financial models for RMBS, enabling business portfolio management, trading, hedging, and risk assessment.
  • Conduct model back-testing, performance tracking, and provide business insights to inform portfolio management and trading strategies.
  • Perform large-scale data queries, processing, and machine learning (ML) analysis for RMBS prepayment and credit modeling using high-quality calibration data.
  • Build and optimize robust platforms for large-scale data analysis to support various modeling initiatives.
  • Develop new models and analytical tools, and implement them within our advanced, high-performing mortgage loan/bond pricing and analytics framework.
  • Design and implement analytical tools to monitor model performance and market conditions in Residential Mortgage-Backed Securities (RMBS), enhancing business decision-making processes.
  • Oversee the maintenance and enhancement of existing infrastructure used for valuation and hedging of financial transactions.
  • Provide support to internal and external clients regarding model usage, addressing inquiries and facilitating training as needed.
  • Collaborate closely with risk and model review groups to ensure proper model usage, conduct model reviews, and implement effective risk controls.
Required Qualifications, Capabilities, and Skills:
  • Strong quantitative educational background: Master’s or PhD degree in a quantitative field.
  • Advanced modeling skills in developing machine learning (ML), statistical, or econometric models, preferably with applications in financial fields.
  • Strong programming skills in Python (C++ is a plus); proficiency in statistical Python packages such as NumPy, Pandas, and stats packages (StatsModels, scikit-learn, SciPy, etc.) for data manipulation and statistical analysis.
  • Experience working with large-scale databases (e.g., PostgreSQL, Redshift) for machine learning analysis and modeling is desirable.
  • Experience in data analysis focused on mortgage and loan performance datasets, specifically analyzing prepayment and credit historical data at the loan or facility level, is desirable.
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