Financial Risk Intern – Trading Risk Management (TRM)

This Financial Risk Internship at ING's TRM CEM & Macro department provides a critical role in the ownership and oversight of ING's FRTB CVA (Credit Valuation Adjustment) capital framework, a core component of the CRO Financial Risk organization. The intern will gain practical experience in CVA risk management, regulatory capital reporting, and advanced risk analytics. Key responsibilities involve supporting the preparation, review, and distribution of daily, monthly, and quarterly FRTB CVA capital reports. The role demands detailed risk analysis of CVA capital movements, market risk sensitivities, and counterparty exposures, including ad-hoc analyses driven by portfolio developments and market dynamics. Further, the intern will contribute to scenario analysis, stress testing, and regulatory impact assessments, while actively participating in automation initiatives. A crucial aspect involves the development and optimization of reporting and analytical tools, primarily utilizing Python and Excel, alongside collaboration with Front Office, Finance, and IT to strengthen data quality and processes. The ideal candidate will possess a strong foundation in quantitative analytics and programming.