Internship Quantitative Programming (Derivatives Pricing)

Deloitte

Stage informatie

Bedrijf: Deloitte

Locatie: Amsterdam

Opleidingsniveau: WO

Periode:

Type: Werkstage

Vergoeding:

Solliciteren

Financial Risk Management


The Financial Risk Management (FRM) team consists of energetic, young and experienced professionals with FRM related expertise and who think outside the box. FRM consultants are known for their technical expertise, their focus on providing solutions and their entrepreneurial attitude. In addition, they regularly give speeches at seminars, provide lectures at universities, publish articles in professional journals and develop tooling for internal use. The goal of FRM is to become the undisputed advisor within the financial services industry regarding its focus areas: Capital Advisory and Risk Modelling.

FRM - Capital Advisory focuses on capital advisory, Asset and Liability Management (ALM) and optimisation of returns with respect to the increased scarcity of capital and liquidity. Topics of FRM assignments are challenges with portfolio management, capital assessments, liquidity, funding, stress testing, and balance sheet optimisation. FRM - Capital Advisory provides advisory services to banks, insurance companies, asset managers and pension funds. The financial crisis, stricter regulations (like CRR, CRD IV, AIFMD and Solvency II), and changing financial markets have raised the need for advice and support at financial institutions.

FRM - Risk Modelling develops and validates risk models, performs actuarial calculations and focuses on Asset and Liability Management (ALM). In addition, they provide derivative valuations. Besides developing market and credit risk models, FRM – Risk Modelling analyses behavioural and actuarial models as well. FRM - Risk Modelling provides services to banks, insurance companies, asset managers and pension funds. The financial crisis, stricter regulations (like CRR, CRD IV, AIFMD and Solvency II), and changing financial markets have raised the need for advice and support at financial institutions.

Your position as an intern

As part of the FRM – Risk Modelling focus area, an internal pricing tool for valuing financial derivatives is being developed in C#. Examples of derivatives that are/will be implemented are interest rate swaps, cross currency swaps and FX forwards. As an Intern within the Financial Risk Management team you will be working on the ongoing development of this pricing tool. You will be part of a broader development team and work in close collaboration with other developers to successfully implement derivative pricing models and create a user friendly interface. If you would like to know more, read this blog by Thom Kraaij.  

Your profile

Your profile

Successful applicants will be/have:

  • Almost obtaining a Master’s degree in: Econometrics, Mathematics or another science Master ;
  • Interested in financial markets, ALM, funding, financial instruments and/or risk and capital management within the financial and/or corporate sector;
  • Available at least three days per week;
  • Affinity with programming;
  • A team player;
  • Good communicative skills;
  • Ambitious, independent, energetic and able to perform under pressure;
  • Excellent analytical skills;
  • Result-oriented, while ensuring the quality of work; and
  • Proficient in English, both verbally and in writing.

Additional desirable qualities include:

  • Experience with object-oriented programming.

Deloitte


Deloitte offers integrated services that include Risk, Tax, Consulting, Financial Advisory and Audit. Our approach combines insight and innovation from multiple disciplines with global business and industry expertise to help our clients excel anywhere in the world.

We deliver outstanding impact on the reputation and successes of our clients, in The Netherlands and globally. In pursuing this we contribute to a sustainable and prosperous society, and are firm believers in the positive impact business can and should have on the world it operates within.

At Deloitte we foster a collaborative culture where talented individuals can produce their best work. We value innovative thinking, diverse insights and a genuinely distinctive level of customer service through our expertise and professionalism.

Deloitte Financial Risk Management has an informal atmosphere, which encourages discussions between each job grade of FRM. As you can expect, we will support you where we can, with a learning program and continuous feedback. A colleague from the team will be assigned to you as a counsellor, who will guide you during your career at Deloitte.

Are you challenged by this position?

Contact us today for an introduction meeting. Click on below link and provide your details. 

In case this position doesn’t fit your profile, however you know someone who does? Please share this vacancy.
For inquiries regarding this vacancy please contact Elise Guit on 088-2888780.

Acquisition based on this vacancy is not appreciated.

Stage informatie

Bedrijf: Bedrijf: Deloitte

Locatie: Amsterdam

Opleidingsniveau: $stage.educationLevel.name}

Periode:

Type: Werkstage

Vergoeding:

Solliciteren

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