Intern Model Risk
· AMSTERDAM, Netherlands ·
- Seniority
- Intern
- Employment
- Contract
Intern Model risk
Apply right away
Language NL EN
Expertise areas
About us
Intern Model risk
Risk Management - Netherlands Amsterdam - Risk Management - 36-40 - Scale N/A: € 750 pm
At a glance
At ABN AMRO, models play an important role in how we understand and manage credit risk. From estimating the probability that a customer may default, to calculating potential losses and provisions, these models help shape critical risk decisions across the bank.
Within the Retail and Non-Retail Credit Model Risk (CMR) teams, you will work on the validation of models that support a wide range of credit risk applications, including PD, LGD, EAD and provisioning models. You will join a specialised team of quantitative professionals who combine strong analytical thinking with practical implementation and sound risk judgement.
Your job
As an intern in the Retail and Non-Retail Credit Model Risk teams, you will be part of a highly skilled and collaborative environment where quantitative analysis, risk management and technology come together.
You will contribute to the validation of credit risk models and support the team in assessing whether models are conceptually sound, statistically robust and fit for purpose. Your work may include: - analysing the mathematical and statistical foundations of credit risk models - working with model-related data and Python-based tooling - supporting independent challenger analyses to assess model performance - contributing to validation work for models used in probability of default (PD), loss given default (LGD), exposure at default (EAD) and provision calculations - helping structure documentation and supporting administrative tasks that are essential to sound model risk management
From early on, you will be encouraged to contribute actively, ask questions, and take ownership of your work. With guidance from the team, you will be expected to deliver meaningful contributions within the first wee...
Apply right away
Language NL EN
Expertise areas
About us
Intern Model risk
Risk Management - Netherlands Amsterdam - Risk Management - 36-40 - Scale N/A: € 750 pm
At a glance
At ABN AMRO, models play an important role in how we understand and manage credit risk. From estimating the probability that a customer may default, to calculating potential losses and provisions, these models help shape critical risk decisions across the bank.
Within the Retail and Non-Retail Credit Model Risk (CMR) teams, you will work on the validation of models that support a wide range of credit risk applications, including PD, LGD, EAD and provisioning models. You will join a specialised team of quantitative professionals who combine strong analytical thinking with practical implementation and sound risk judgement.
Your job
As an intern in the Retail and Non-Retail Credit Model Risk teams, you will be part of a highly skilled and collaborative environment where quantitative analysis, risk management and technology come together.
You will contribute to the validation of credit risk models and support the team in assessing whether models are conceptually sound, statistically robust and fit for purpose. Your work may include: - analysing the mathematical and statistical foundations of credit risk models - working with model-related data and Python-based tooling - supporting independent challenger analyses to assess model performance - contributing to validation work for models used in probability of default (PD), loss given default (LGD), exposure at default (EAD) and provision calculations - helping structure documentation and supporting administrative tasks that are essential to sound model risk management
From early on, you will be encouraged to contribute actively, ask questions, and take ownership of your work. With guidance from the team, you will be expected to deliver meaningful contributions within the first wee...