Internship XVA Desk - Amsterdam

Put into practice the knowledge you have about programming/data analysis and gain experience in the financial markets. The XVA desk of ABN AMRO Global Markets is looking for a quantitative student like you!

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.

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.

• Analysing and integrating data from different data sources.
• Exploring and implementing new methods to analyse financial markets and manage risk.
• Assist with migrating processes to the cloud.
• Assist with the daily pricing of derivatives and management of risk.

• Master student with quantitative/programming background.
• Available at least 3 days a week.