Intern Model Risk Management

The ABN AMRO Financial Markets Model Risk (FMMR) team is offering an internship opportunity for students passionate about quantitative finance. This highly specialized team of mathematicians and engineers is responsible for validating models used across a broad range of applications, including the valuation of OTC derivatives and market risk calculations. As an intern, you will be embedded within the team, contributing to the analysis of mathematical foundations, the implementation of independent challenger models in C++ and Python to assess performance, and providing expert advice to senior management. The role involves utilizing advanced quantitative techniques and working with software deployed in a cloud environment, offering a comprehensive understanding of financial markets, quantitative modeling, and IT.