Market Risk Management Internship

3 dagen geleden


Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd
About the Role

We are seeking a highly motivated and detail-oriented intern to join our Market Risk Trading Book team at ABN AMRO. As a Market Risk Management intern, you will play a key role in identifying, analyzing, and managing market risk across various asset classes.

Key Responsibilities
  • Assist in monitoring global trading books and analyzing risk related to market movements
  • Lead and design risk reports for senior management
  • Support the team on larger projects, including regulatory stress testing and automation in Python
  • Liaise with stakeholders, including reporting, modeling, trading, and other teams
  • Perform ad-hoc analysis and contribute to the development of risk management strategies
About the Team

Our Market Risk Trading Book team is part of the Market & ALM/T Risk department, which is responsible for the 2nd line supervision of Market Risk within Risk Management. The team consists of around 30 FTE and is divided into four teams, including Market Risk Banking Book, Liquidity & Capital Risk Management, Trading Credit Risk Control.

Requirements
  • Enrolled in a Dutch university 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)
  • Demonstrable interest in financial products and markets
  • Programming skills in data frame processing, preferably in Python
  • Excellent written and spoken English
  • Availability to start in December 2024 or January 2025
  • Full-time availability (32 to 40 hours per week) for a minimum of 6 months
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


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