Intern Model Risk Management

Details

ABN AMRO Model Valuation & Market Risk (V&MR) has an opening for an intern for a period of at least 3 months. We are a highly specialized team of mathematicians and engineers that validate models used for a broad range of applications, including valuing OTC derivatives and market risk calculation. We are looking for students in quantitative fields (quantitative finance, math, physics) with good grades, proven affinity for financial markets, and practical knowledge of Python or C++ and computer science.

Responsibilities

• Embedded in a team of highly skilled and experienced professionals.
• Use advanced techniques for validation of valuation and risk models.
• Implement these models into internal libraries.
• Analyze the mathematical foundation of models.
• Implement independent challenger models to assess performance.
• Provide advice to senior management.
• Contribute to all aspects as an intern.
• Work with code written in C++ and Python running in the cloud.

Working Environment

• Part of the Valuation & Market Risk team, situated on the dealing room in Amsterdam.
• Team consists of 12 staff members.
• Hybrid work form from both office and home.

Requirements

• Final year of Masters degree in a quantitative field such as (applied) Mathematics, (applied) Physics or Quantitative Finance with excellent grades.
• Practical experience with Python or C++.
• Intellectual curiosity and eagerness to learn.
• Team player with well developed social skills.
• Proven affinity with Financial Markets.
• Relevant extracurricular activities and/or experience abroad.

Benefits

• Internship at ABN AMRO Amsterdam head-office.
• Opportunity to show skills and talents in a professional and corporate environment.
• Lots of room to grow both personally and professionally.
• Work in a fast paced environment with experienced professionals.
• Compensation in line with market practice.

How to Apply

• Applications via the webpage.
• Upload CV and cover letter; include your grades.
• Contact for more information: [email protected].