Internship Market Risk Management (Trading Book)

ABN AMRO Bank N.V.; Amsterdam; On-site; EUR 8,400 - 12,000; Full time

Benefits offered by this job

750€ per month

Travel allowance

Personal laptop

Training opportunities with interns

Networking events

Drinks after work

Job summary

ABN AMRO Bank N.V. in Amsterdam invites MSc or final-year BSc students in Economics, Finance, Econometrics or Mathematics to join the Market Risk Trading Book internship.

You will gain hands-on experience in market risk, monitor risk limits and trading mandates, and prepare weekly risk reports for senior management. You will automate processes in Python, liaise with stakeholders, and contribute to projects including regulatory stress testing.

Qualifications

• Currently enrolled in a Dutch university.
• Top student with strong quantitative skills in Economics, Finance, Econometrics or Mathematics (MSc or final year BSc).
• Demonstrable interest in financial derivatives and markets.
• Programming skills in data frame processing; able to debug in Python.
• Eye for detail and excellent written and spoken English.
• Available to start around December 2026; full-time 32–40 hours/week for at least 6 months.
• Able to commute to the Amstelveen office.
• Non-EU status: renew residence permit if expiry is near.

Responsibilities

• Assist in monitoring the global trading books of ABN AMRO.
• Analyse risk with respect to market movements.
• Lead and design risk reports.
• Automate processes in Python.
• Support the team on larger projects.
• Liaise with stakeholders (e.g., Reporting, Modelling, Trading).
• Conduct ad-hoc analyses.

Skills

Quantitative skills

English proficiency

Python debugging

Education

MSc or final-year BSc

Tools

Python

Job description

At a glance

Are you a MSc student or a last year BSc student (in a Dutch university) in the field of Economics, Finance, Econometrics or Mathematics with strong quantitative skills? 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 Book 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 & Counterparty Credit Risk is part of the Financial Risk Management department, together with other teams including Market & Liquidity Risk Banking Book, Capital Risk, and Stress Testing and Recovery & Resolution Planning.

Financial Risk Management 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 currently enrolled in a Dutch university.
• You are a top student with strong quantitative skills in Economics, Finance, Econometrics or Mathematics (and related fields), either in your MSc or in the final year of your BSc.
• You have demonstrable interest in financial derivatives and markets.
• You have programming skills in data frame processing and can debug, preferably in Python.
• You have an eye for details.
• You have excellent written and spoken English.
• You are able to start around December 2026.
• You are available full time (32 to 40 hours per week) for a minimum of 6 months.
• You are able to commute to the Amstelveen office.
• If you are a non-EU student and your residence permit is approaching its expiry date, please ensure that you renew it in time.

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
• Travel allowance
• Personal laptop
• Training opportunities together with interns from other teams in the dealingroom
• ABN AMRO Networking events
• And not to forget a great team, that supports each other and of course, enjoys drinks after work!

What did the previous interns say?

• The internship within the Market Risk Trading Book team gave me the opportunity to experience how risk, trading, and data come together in practice. What I appreciated most was the level of responsibility and trust given to interns from the start, combined with the willingness of colleagues to continuously share their knowledge and support my development. You truly walk out of the dealing room with practical knowledge and significant personal growth. The team’s combination of technical expertise, collaboration, and strong market understanding made this an especially valuable learning experience. I would highly recommend this internship to anyone interested in financial markets and risk management, and who is ambitious and hardworking.

Youqing Li

Data Analyst Investment Management, PGGM