Quant Model Risk Intern (Python/C++)

ABN AMRO Bank N.V.; Amsterdam; Hybrid; EUR 4,500 - 6,700; Full time

Benefits offered by this job

Hybrid work model

Job summary

ABN AMRO Financial Markets Model Risk (FMMR) invites you to join an internship in Amsterdam for a minimum of 3 months, with a potential extension to 6 months. You will work with a team of mathematicians and engineers validating valuation and risk models used in trading and risk calculations, and you will contribute to implementing these models in our internal libraries using C++ and Python.

The role targets a final-year master's student in quantitative fields with strong academic records and a

Qualifications

• Final-year master's student in a quantitative field with excellent academic record.
• Proven affinity with financial markets and practical experience with Python or C++.
• Strong interest in quantitative models and computer science.
• Analytical, curious, eager to learn and a good team player.

Responsibilities

• Validate valuation and risk models used in trading and risk calculations.
• Implement models into internal libraries.
• Analyze mathematical foundations of models and develop challenger models to test performance.
• Assist senior management with insights and recommendations.

Skills

Python

C++

Education

Master's degree in a quantitative field

Job description

ABN AMRO Financial Markets Model Risk (FMMR) invites you to join an internship in Amsterdam for a minimum of 3 months, with a potential extension to 6 months. You will work with a team of mathematicians and engineers validating valuation and risk models used in trading and risk calculations, and you will contribute to implementing these models in our internal libraries using C++ and Python.

The role targets a final-year master's student in quantitative fields with strong academic records and a