Credit Model Risk Intern: Quant Analytics in Amsterdam

ABN AMRO Bank N.V.; Amsterdam; Hybrid; EUR 7.800 - 12.000; Vollzeit

Benefits dieser Stelle

Market-competitive compensation

Zusammenfassung

ABN AMRO Bank N.V. in Amsterdam offers an internship in Retail and Non-Retail Credit Model Risk for a master’s student. You will contribute to validating credit risk models, assess their soundness, and work with Python-based tooling and model data.

The role emphasizes analytical depth, collaboration, and proactive participation. The internship lasts from 3 to 6 months, with market-competitive compensation in a hybrid office/remote environment.

Qualifikationen

• Enrolment in the final year of a master’s programme at a Dutch university.
• Strong quantitative and analytical skills with a solid academic track record.
• Clear interest in credit risk models and quantitative modelling.
• Practical experience with Python, ideally including NumPy.
• Understanding of statistics and a proactive, collaborative mindset.

Aufgaben

• Validate credit risk models and assess conceptual soundness, robustness and fit for purpose.
• Analyze mathematical and statistical foundations of credit risk models.
• Work with model-related data and Python-based tooling.
• Support challenger analyses and validation for PD, LGD, EAD, and provisions.
• Contribute to documentation and essential risk-management tasks.

Kenntnisse

Quantitative skills

Analytical skills

Python

NumPy

Statistics

Proactive mindset

Communication skills

Team collaboration

Ausbildung

Master’s degree in econometrics

Tools

Python

NumPy

Jobbeschreibung

ABN AMRO Bank N.V. in Amsterdam offers an internship in Retail and Non-Retail Credit Model Risk for a master’s student. You will contribute to validating credit risk models, assess their soundness, and work with Python-based tooling and model data.

The role emphasizes analytical depth, collaboration, and proactive participation. The internship lasts from 3 to 6 months, with market-competitive compensation in a hybrid office/remote environment.