Intern Rates Strategist - Group Economics

Details

Are you a motivated student with a passion for financial markets, specifically fixed income? Would you like to help strengthen the quality of our research by delivering insightful and relevant content to large institutional investors across Europe?

Then this internship at ABN AMRO’s Group Economics is exactly what you’re looking for.

Our team consists of five fixed income strategists who provide daily insights into financial markets trends and thematic topics. We are looking for an independent intern who can help us conduct quantitative and qualitative analyses that provide relevant insights to large European institutional investors. You will provide support for an experienced strategist covering the European and US government bond markets, interest rate swaps and yield curve dynamics. This is a hands-on role with real exposure to live research workflows and quantitative financial modelling.

Responsibilities

• Build Python and Excel tools for yield curve analysis, spread/yield forecasts, carry/roll calculations, among others
• Apply econometric models (regressions, VAR, VECM) to support rates forecasting and relative value analysis
• Assist in drafting research notes on yield curve dynamics, sovereign supply, asset swap spreads movements and macro–rates linkages
• Source, clean and process market and macro datasets (Bloomberg, ECB, Eurostat, etc.)
• Work alongside macro-economists to translate macro forecasts for real-world implications for rates investors
• Track issuance, market movements and meaningful events to support daily research output
• Work closely with colleagues from the Fixed Income Research team and proactively engage with other Group Economics team members (macro economists, data analysts)

Working environment

Group Economics conducts economic and market research for the entire bank and all its client groups. Our research is independent, but we collaborate closely with other business units. We support senior management and all customer segments by providing insights that help them make informed decisions. We prioritize based on what matters most to the bank, aiming for optimal value creation for the bank and its clients.

We are recognized as original thinkers and experts in our field and differentiate ourselves from competitors in this way. ABN AMRO has a culture of collaboration and continuous learning. Only with this mindset do we unleash the best in ourselves and can deliver perform at a high standard. Our people are resourceful, trust each other and go that extra mile to help customers and each other.

Group Economics consists of several teams, such as the financial markets team, macro team, sustainability team and the Netherlands team (which includes our data analysts).

Requirements

• Enrolled in a BSc or MSc in Finance, Economics, Econometrics or a similar field (preferable)
• Understand the concept of bond pricing, duration, yield curve dynamics and interest rate instruments
• Familiar with macro–financial linkages and central bank policy
• Basic knowledge of Python
• Some understanding of financial econometrics (OLS regressions, VAR, VECM, stationarity, cointegration, unit roots)
• Ability to clean and manipulate financial time series
• Some experience with Bloomberg (preferred)
• Strong eye for detail
• Strong verbal and written communication skills
• Excellent command of English, both spoken and written
• Availability to work 4 or 5 days a week

Please note: you must hold a valid work permit or a student internship agreement.

Benefits

• €750 per month internship compensation
• A personal laptop
• Travel allowance
• Access to ABN AMRO networking events
• The chance to learn from experienced professionals and be part of strategic decision‑making
• A stimulating work environment and a hybrid working environment
• Possibility to expand your network by working alongside other teams within Global Markets (trading, sales, DCM)

How to apply

• Include only job‑relevant information in your CV and motivation letter
• Use your letter to briefly introduce yourself and explain why you’re interested in this position and at ABN AMRO, and how you can add value
• Always mention your availability period (e.g., July 2026 – December 2026)

Application procedure

1. Apply online
2. We assess your CV and motivation
3. Invitation to one or more interviews
4. Possible assessment
5. Offer
6. Welcome to ABN AMRO!