Internship: Market, Liquidity, and Credit risk

At Neon-Advisory
, a Risk Consultancy Startup, we specialize in assessing Market, Liquidity, and Credit Risk for Banks, Central Banks, and Large Corporations
. With extensive experience in the banking sector, a commitment to innovation, and a drive to excel, we are expanding our team.

We are currently seeking motivated student interns to contribute to research and analysis within our company for a 6‑12 month internship contract. The intern will support ongoing projects in Market, Liquidity, and Credit Risk, gaining valuable hands‑on experience in financial risk assessment and consulting. This role offers the opportunity to work on real‑world industry challenges, collaborate with experienced professionals, and develop key skills in risk management.

These internships can also be combined part‑time with studies, allowing students to gain professional experience while continuing their education.

• Innovative Approaches to Market Risk Assessment in the Digital Economy
  • How can machine learning or AI-driven models enhance market risk analysis?
  • What role do digital assets (e.g., cryptocurrencies) play in reshaping market risk paradigms?
  • Expected Outcome: A framework or tool that improves market risk prediction in the digital landscape.
• Stress Testing Liquidity Risk:
  Challenges and Innovations
  • What are the limitations of current liquidity risk models?
  • How can scenario-based stress testing adapt to unprecedented financial shocks?
  • Expected Outcome: A prototype model or recommendations to enhance stress testing under extreme market conditions.
• Quantifying Credit Risk in Large Corporates:
  The Role of ESG Factors
  • How do ESG factors influence credit risk assessment?
  • Can ESG-aligned corporations demonstrate improved creditworthiness over time?
  • Expected Outcome: A credit risk evaluation model incorporating ESG metrics for financial institutions.
• Enhancing Interest Rate and Credit Spread Risk Management in Banking
  • How can banks improve modelling of Interest Rate Risk in the Banking Book (IRRBB)?
  • What strategies effectively address Credit Spread Risk in the Banking Book (CSRBB)?
  • Expected Outcome:
    Tools or strategies to improve quantification and management of IRRBB and CSRBB.

• Passionate about risk management and financial analytics.
• Interested in a career in technical consultancy.
• Strong analytical skills and a quantitative mindset.
• Good programming knowledge (Python or similar object-oriented language) is a plus.
• Good communication skills in English.
• Ability to work independently and within a team-oriented environment.

• A unique opportunity to work on research projects relevant to financial risk consultancy.
• Hands‑on experience in a fast-growing consultancy.
• Mentorship from experienced consultants and industry experts.
• A hybrid working model supporting both independent and collaborative work.

Are you eager to gain real-world experience while contributing to meaningful research? Apply now by clicking on the Apply Now button below.

We look forward to collaborating with you!