Internship | Quant Securities

Company
Van Lanschot Kempen
Type
Internship
Location
Amsterdam
Sector
Banking, Corporate Finance, M&A
Required language
English
Website
https://www.workingatvanlanschotkempen.com/

Description

Jouw baan

4-6 month fulltime internship - starting in June 2022

Are you ready to give your quant career a kickstart in a challenging learning environment as part of the quant team within Kempen Securities? Our Internship Quant Securities gives you the opportunity to develop your potential to the fullest. As a quant intern you will work closely together with our quants and traders on a variety of financial challenges in which you become the programming expert

Our team of quants is part of Kempen Securities, and located in the dealing room of our Amsterdam office. Besides the quants, the Securities department consists of Equity (Sales) Trading, Equity Research and Structured Products. Given the different variety of the activities within Kempen Securities, your added value as a quant can differ per day. For example, you will contribute to the development of our in-house built pricing models, data-driven decision making tools and risk management systems. 

Jouw ervaring

Kempen is looking for intern candidates with excellent numerical skills, as well as a proactive attitude. We always require our analysts to confront challenges, and interns are no exceptions. Are you well grounded in mathematics and programming, and are you independent and resourceful? If you feel that you are a good match for this internship and you are willing to take on the challenge, please check your profile:

  • Finale phase of your Bachelor or Master student in Econometrics / Data Science / Mathematics / Physics / Computer Science or equivalent;
  • Strong programming/scripting skills in MATLAB, preferably combined with Python and/or SQL;
  • Excellent numerical and analytical skills;
  • A proactive problem solving nature;
  • Competitive attitude and eagerness to constantly improve yourself;
  • A passion for finance.
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