Intern Model risk

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.

We are looking for a final-year master’s student in a quantitative field such as econometrics, quantitative finance, mathematics, physics or a related discipline, with a strong academic track record, an interest in credit risk modelling, and hands-on experience with Python.

You will work as part of the Retail and Non-Retail Credit Model Risk teams in Amsterdam. Together, the teams consist of around 35 colleagues, including experienced quantitative professionals with backgrounds in mathematics, econometrics, physics and risk management.

The environment is intellectually sharp, collaborative and supportive. You will work closely with colleagues who are happy to share their expertise, challenge your thinking and help you grow. We work in a hybrid setup, combining office and remote work.

This is a team where analytical depth matters, but where communication, curiosity and collaboration are just as important.

An internship at ABN AMRO gives you the opportunity to apply your skills in a professional environment where your work is directly connected to real risk topics within the bank.

We offer:

• a meaningful internship within a highly specialised quantitative risk team


• the opportunity to learn from experienced professionals


• exposure to real model risk challenges in a large financial institution


• room to grow both personally and professionally


• a dynamic and intellectually stimulating working environment


• internship compensation in line with market practice

Applications can only be submitted via the webpage. Please upload your CV and cover letter, and include your grades in either your CV or your cover letter.

For more information, please contact: [email protected]