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Quant Intern Trading Floor ABN-AMRO - ABN AMRO Bank

Locatie: Amsterdam

We are looking for a:

Quant Intern Trading Floor ABN-AMRO

Organizational context

Global Markets is the dealing room of ABN AMRO and trades in various financial markets: FX, Interest Rates, Equities and Commodities. The XVA desk within Global Markets is looking for an intern with quantitative/programming skills. This desk is responsible for pricing and monitoring counterparty credit risk and collateral management. These factors play an important part in the valuation of derivatives, going far beyond the simple assumptions of models taught during class. Due to the variety of skills required to manage these risk, the XVA desk offers a unique position to observe the inner workings of a dealing room from the perspective of trading, risk management, IT, regulation and other fields.

Job description

The XVA desk's approach to managing these risks is by automating tasks and analysing data primarily through Python's substantial library of open-source tools. As an intern you will work on improving and expanding the desk's current tooling, working in a team of 5 dedicated professionals with many years of experience in the financial markets, whilst also interacting with other desks of the dealing room such as the quants, traders and risk managers.  New ideas about implementing other programming languages and quantitative methods are appreciated and encouraged.

Typical tasks

  • Analysing and integrating data from different data sources.
  • Exploring and implementing new methods to analyse financial markets and manage risk.
  • Assist with developing trading systems to price and manage risks such as liquidity risk, credit risk, market risk etc.
  • Assist with the daily pricing of derivatives and management of risk.

Requirements

  • Master student in a quantitative programme.
  • Interested in financial markets.
  • Experience in a programming language like Python or C/C++ (e.g. analysing and visualizing data, running Monte Carlo simulations, programming a simple game like Conway’s Game of Life).
  • Available 3 to 4 days a week.

Location:

Amsterdam

Information and application:

Apply:

Please send your application for Quant Intern Trading Floor ABN-AMRO at ABN AMRO Bank in Amsterdam including your CV via our website.

Job code:

22087

Job posted

27 augustus 2019
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Carrière als Big Data specialist

Onze (digitale) wereld is steeds meer data gedreven. Door verschillende databronnen te combineren en gebruik te maken van slimme algoritmen, kunnen voorheen onzichtbare verbanden worden blootgelegd, waarbij het niet alleen draait om data volume, maar ook om een specifieke manier van denken. De vraag naar Big data specialisten is groot en zal verder toenemen.

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Nienke Smit
Nienke Smit
E-mail
06-41454957

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Pieter Lammers
Pieter Lammers
E-mail
06-41454956

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