Intern Model Risk Management

We vragen 0+ jaar Goede communicatie vaardigheden Passie voor je vakgebied We bieden € 750 pm Een uitgebreid arbeidsvoorwaardenpakket Regie op eigen ontwikkeling Waarom ABN AMRO? Bouwen aan de bank van de toekomst Een diverse en inclusieve cultuur Veel interne doorgroeimogelijkheden Terug naar vacatureoverzicht Deel Facebook X LinkedIn E-mail Whatsapp Intern Model Risk Management At a glance ABN AMRO Financial Markets Model Risk (FMMR) has an opening for an intern for a period of at least 3 months. We are a highly specialized team of mathematicians and engineers that validate models for used for a broad range of applications, including valuing OTC derivatives and market risk calculation. We are looking for a students in quantitative fields (quantitative finance, math, physics) with good grades, proven affinity for financial markets and practical knowledge of Python or C++ and computer science. Your job As an intern with FMMR you will be embedded in a team of highly skilled and experienced professionals. We use advanced techniques for the validation of valuation and risk models, and the implementation of these models into our internal libraries. We analyse the mathematical foundation of models, implement independent challenger models to assess the performance, and provide advice to senior management. As inter you will contribute to all of these aspects. Our code is written in C++ and Python and our software runs in the cloud. Being part of Financial Markets Model Risk team com