Intern Model Risk Management
ABN AMRO Financial Markets Model Risk (FMMR) is seeking an intern for at least 3 months to join a specialized team validating valuation and risk models. The role involves analyzing mathematical foundations, implementing challenger models in C++ and Python, and advising senior management. Candidates should be final-year master's students in quantitative fields with strong academic records and affinity for financial markets.
What you'll do
- Contribute to validation of valuation and risk models
- Analyze mathematical foundation of models
- Implement independent challenger models to assess performance
- Provide advice to senior management
What you need
Must-have
PythonC++Computer ScienceQuantitative FinanceMathematicsPhysics
Soft skills
Analytically strongIntellectually curiousEager to learnTeam playerInterpersonal skills
InternshipModel Risk ManagementFinancial MarketsQuantitative FinancePythonC++BankingCapital Markets