We are looking for an intern to join the Monte Carlo squad within ING’s Counterparty Credit Risk team. You will help us analyse and monitor simulation-based models used to measure Potential Future Exposure (PFE) and Pillar II Exposure at Default (EAD) for derivative portfolios. Working with experienced risk specialists, model developers and IT colleagues, you will contribute to quantitative analyses, model monitoring and supervisory initiatives.Interested? Please visit the vacancy for addition information.https://ing.wd3.myworkdayjobs.com/ICSGBLCOR/job/CDR-Amsterdam---Cedar/Internship---Monte-Carlo-Models-for-Counterparty-Credit-Risk_REQ-10122476Candidates must apply via the ING website. I will not react to messages received via LinkedIn.

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Internship - Monte Carlo Models for Counterparty Credit Risk