Internship in Market Risk Management (Trading Book)

Details

Join ABN AMRO’s Market Risk Trading Book team for a hands-on internship bridging theory and real-world applications in market risk across trading and treasury books.

Responsibilities

• Assist in monitoring the global trading books of ABN AMRO
• Analyse risk with respect to market movements
• Lead and design risk reports for senior management
• Automate processes using Python
• Support the team on larger projects (e.g., regulatory stress testing, automation)
• Liaise with stakeholders (Reporting, Modelling, Trading, etc.)
• Perform ad-hoc analysis

Requirements

• MSc student or final-year BSc student in Economics, Finance, Econometrics, Mathematics or related fields
• Top student with good quantitative skills
• Demonstrable interest in financial products and markets
• Programming skills in data frame processing, preferably in Python
• Excellent written and spoken English
• Available to start around December 2025
• Available full time (32 to 40 hours per week) for a minimum of 6 months

Personal traits sought:

• Team player
• Enthusiastic and hardworking
• Proactive, hands-on mentality
• Detail-oriented problem solver

Working environment

• Part of Market & ALM/T Risk (2nd line supervision of Market Risk) with ~30 FTE in the department
• Collaboration across Market Risk Banking Book, Liquidity & Capital Risk Management, Trading Credit Risk Control
• Great office in the biggest dealing room of continental Europe (Amsterdam Zuid)

Benefits

• €750 per month (based on a 36-hour contract)
• Travel allowance
• Personal laptop
• ABN AMRO networking events
• Supportive team and strong internal career opportunities

How to apply / Contact

• Apply with CV and a one-page motivation letter, clearly indicating availability
• If not available for the December intake, another window starts around June 2025 (application opens ~15 March 2025)
• Contact: [email protected] or [email protected]

Additional information

• Internship gives exposure to derivatives, pricing, trading, modelling and reporting; opportunities for automation and real ownership of tasks and projects.