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 combines knowledge of financial markets, quantitative models and IT. 

Your working environment

You will be part of the Financial Markets Model Risk team, situated in Amsterdam. Our team consists of 18 staff members. We work in hybrid form from both the office and home.

Your profile