Market Risk Management (Trading Book) Internship

Market Risk Management (Trading Book) Internship

At a glance

Are you a MSc student or a last year BSc student in the field of Economics, Finance, Econometrics or Mathematics? Are you interested in bridging the gap between theoretical knowledge and real-world applications? Are you motivated to join a high-performing team to learn about our day-to-day operations, and get work experience towards your future career? Then ABN AMRO’s Market Risk Trading team is interested in having you as their next intern!

Your job

In the Market Risk Trading Book internship, you will get hands-on experience in market risk related to all trading and treasury books, covering many different classes of asset within ABN AMRO. Besides working on the daily monitoring of risk limits and trading mandates, you will create weekly risk reports for senior management, as well as supporting the team on larger projects ranging from regulatory stress testing to automation in Python. As a Market Risk Management intern, your responsibilities will be:

• Assisting in monitoring the global trading books of ABN AMRO
• Analysing risk with respect to market movements
• Leading and designing risk reports
• Automating processes in Python
• Assisting the team on bigger projects
• Liaising with different stakeholders (e.g. Reporting, Modelling, Trading, etc.)
• Ad-hoc analysis

Your working environment

ABN AMRO is a leading bank in the Netherlands with focus on Northwest Europe. Our team and strategy requires a culture of collaboration and continuous learning – as it is with this mindset that we are able to exceed ourselves, deliver results, and continuously perform at a high standard. ABN AMRO's culture is the catalyst for the evolution within ourselves: our people are resourceful, trustworthy and ready to go that extra mile to help our customers and each other. Our team in Market Risk Trading Book is part of the Market & ALM/T Risk department, which is divided into 4 teams in total, including Market Risk Banking Book, Liquidity & Capital Risk Management, Trading Credit Risk Control. The department consists of around 30 FTE. Market & ALM/T Risk is responsible for the 2nd line supervision of Market Risk within Risk Management. The most important business units that we supervise are ALM/Treasury and Global Markets.

Your profile

We are looking for skilled and high-performing interns, who will help us shape the future of ABN AMRO.

• You are a top student with good quantitative skills, either in your MSc or in the final year of your BSc, in Economics, Finance, Econometrics or Mathematics (and related fields).
• You have demonstrable interest in financial products and markets.
• You have programming skills in data frame processing, preferably in Python.
• You have excellent written and spoken English.
• You are able to start in August 2025.
• You are available full time (32 to 40 hours per week) for a minimum of 6 months.

You recognise yourself in the following traits:

• Team Player: You are a social person who enjoys working in groups and sharing not only responsibilities, but also a laugh, coffee and, of course, success.
• Enthusiastic and Hardworking: You work with passion on your daily tasks.
• Proactive: You have a hands-on mentality and are not afraid of asking questions.
• Puzzle Solver: You are detail-oriented, enjoy finding solutions and does not give up.

What we offer

• 750€ per month (based on a 36-hour contract)
• Travel allowance
• Personal laptop
• ABN AMRO Networking events
• Great office in the biggest dealing room of continental Europe, located in Amsterdam Zuid.
• And not to forget a great team, that supports each other and of course, enjoys drinks after work!

Interested?

Please apply with your CV and a 1 page motivation letter, clearly indicating your availability. Does this internship sound perfect to you, but you are not available in the second half of 2025? Fear not! There will be another window for an internship starting around December 2025, which will be open around 15 September 2025. We look forward to getting to know you. Do you have any questions? Please send an e-mail to: it.internships@nl.abnamro.com or jiayuan.li@nl.abnamro.com.

What did our previous interns say?

"During my internship at the Market Risk Trading Book team, I gained extensive insights into risk management, derivatives trading and pricing. This hands-on experience bridged theory with practical application further enriching my academic foundation. Through challenging projects, I enhanced my programming skills and learned from an exceptionally supportive team known for their camaraderie and innovative mindset. This contributed a lot to my personal and technical growth. The dynamic environment in continental Europe’s biggest dealing room added an element of excitement to my work. This internship solidified my quant career aspirations. I highly recommend this internship to fellow students, as it offers an invaluable platform for learning, applying and thriving."
Timothy Guo, Junior Quantitative Analyst & Researcher, APG

"The internship provided a fantastic transition from the classroom to the trading floor. You will have real ownership and responsibility of tasks and projects, which will provide you with a deep understanding of risk, and have you working with trading, modelling, and reporting teams. You will be able to use theory in practice and apply programming to improve processes, while also staying engaged commercially with the markets. The diverse, caring, and knowledgeable team also makes working all the more enjoyable. The people and the firm helped and enticed me to stay internally afterwards into the ABN Amro Corporate Banking Markets traineeship. Hence I can only recommend this internship for anyone who has interest in risk and financial markets."
Farhan Muhammad, Global Markets Trainee, ABN AMRO

"The internship within the Market Risk Trading Book team allowed me to apply my theoretical knowledge to real world situations. It was an excellent opportunity to learn and improve upon my technical and personal skills. Skills such as project management, communication and data analysis. The working environment and possibilities to learn, motivated me to seek a full time position within ABN AMRO."
Sjoerd Dronkers, Global Markets Trainee, ABN AMRO