Intern Model Risk Management

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 for used for a broad range of applications, including valuing OTC derivatives and market risk calculation. We are looking for a 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.

As an intern with V&MR you will be embedded in a team of highly skilled and experienced professionals. We use advanced techniques for the validation of valuation and risk models, and the implementation of these models into our internal libraries. We analyse the mathematical foundation of models, implement independent challenger models to assess the performance, and provide advice to senior management. As inter you will contribute to all of these aspects. Our code is written in C++ and Python and our software runs in the cloud. Being part of Valuation & Market Risk combines knowledge of financial markets, quantitative models and IT.

You will be part of the Valuation & Market Risk team, situated on the dealing room in Amsterdam. Our team consists of 12 staff members. We work in hybrid form from both the office and home.

• You're in the final year of your Masters degree in a quantitative field, such as (applied) Mathematics, (applied) Physics or Quantitative Finance, with excellent grades.
• You have practical experience with Python or C++.
• You have an intellectual curiosity and an eagerness to learn.
• You enjoy working in a team, are a team player and have well developed social skills.
• You have proven affinity with Financial Markets.
• You have relevant extracurricular activities and/or experience abroad.

An internship with ABN AMRO at our Amsterdam based head-office offers a chance to show your skills and talents in a professional and corporate environment. You will have the opportunity to be the best you can be and lots of room to grow both personally and professionally and work in a fast paced environment, together with a team of highly knowledgeable and experienced professionals. You will receive a compensation for your internship in line with market practice.

Applications only via the webpage. Upload your CV and cover letter. Please add your grades to either your CV or cover letter. For more information you can fons.vrouenraths@nl.abnamro.com.