Market Risk Management (Trading Book) Internship

Details

Are you a MSc student or a last year BSc student in the field of Economics, Finance, Econometrics or Mathematics? Are you interested in bridging the gap between theoretical knowledge and real-world applications? Are you motivated to join a high-performing team to learn about our day-to-day operations, and get work experience towards your future career? Then ABN AMRO’s Market Risk Trading team is interested in having you as their next intern!

Your job

In the Market Risk Trading Book internship, you will get hands-on experience in market risk related to all trading and treasury books, covering many different classes of asset within ABN AMRO. Besides working on the daily monitoring of risk limits and trading mandates, you will create weekly risk reports for senior management, as well as supporting the team on larger projects ranging from regulatory stress testing to automation in Python. As a Market Risk Management intern, your responsibilities will be:

• Assisting in monitoring the global trading books of ABN AMRO
• Analysing risk with respect to market movements
• Leading and designing risk reports
• Automating processes in Python
• Assisting the team on bigger projects
• Liaising with different stakeholders (e.g. Reporting, Modelling, Trading, etc.)
• Ad-hoc analysis

Your working environment

ABN AMRO is a leading bank in the Netherlands with focus on Northwest Europe. Our team and strategy requires a culture of collaboration and continuous learning – as it is with this mindset that we are able to exceed ourselves, deliver results, and continuously perform at a high standard. ABN AMRO's culture is the catalyst for the evolution within ourselves: our people are resourceful, trustworthy and ready to go that extra mile to help our customers and each other. Our team in Market Risk Trading Book is part of the Market & ALM/T Risk department, which is divided into 4 teams in total, including Market Risk Banking Book, Liquidity & Capital Risk Management, Trading Credit Risk Control. The department consists of around 30 FTE. Market & ALM/T Risk is responsible for the 2nd line supervision of Market Risk within Risk Management. The most important business units that we supervise are ALM/Treasury and Global Markets.

Your profile

We are looking for skilled and high-performing interns, who will help us shape the future of ABN AMRO.

• You are a top student with good quantitative skills, either in your MSc or in the final year of your BSc, in Economics, Finance, Econometrics or Mathematics (and related fields).
• You have demonstrable interest in financial products and markets.
• You have programming skills in data frame processing, preferably in Python.
• You have excellent written and spoken English.
• You are able to start in August 2025.
• You are available full time (32 to 40 hours per week) for a minimum of 6 months.

You recognise yourself in the following traits:

• Team Player: You are a social person who enjoys working in groups and sharing not only responsibilities, but also a laugh, coffee and, of course, success.
• Enthusiastic and Hardworking: You work with passion on your daily tasks.
• Proactive: You have a hands-on mentality and are not afraid of asking questions.
• Puzzle Solver: You are detail-oriented, enjoy finding solutions and does not give up.

What we offer

• 750€ per month (based on a 36-hour contract)
• Travel allowance
• Personal laptop
• ABN AMRO Networking events
• Great office in the biggest dealing room of continental Europe, located in Amsterdam Zuid.
• And not to forget a great team, that supports each other and of course, enjoys drinks after work!