Probability & Partners is looking for a thesis intern to work on a research topic relevant to our business and expertise. If you have a great idea for a thesis, we are happy to accommodate and finetune your research proposal. Of course, there are a few research topics we would like to explore further through a master thesis.

As a thesis intern you will work on your thesis for approximately 80% of the time, for the remainder we ask you to assist and support us in our work. These can be small data analysis projects or assisting with client presentations for example. The aim is for you to write your thesis and secondly to get to know Probability, our clients and consulting. We see this as a great opportunity to get to know excellent quantitative students and approximately half of our thesis interns join our company as a full-time employee after completing their studies.

You will get a thesis supervisor in the form of an experienced senior consultant who will guide you in your thesis research and writing. In addition to this our colleagues are always interested in discussing and challenging cutting-edge research. Especially Dr Svetlana Borovkova, an Associate Professor at Vrije Universiteit Amsterdam, can provide valuable insights and direction.

Recent thesis subjects include; Climate risk modelling in a credit portfolio; Constructing a news sentiment based trading strategy in Equity and Fixed income; Auto-encoders for risk management VaR and missing data; Pre-payment modelling in mortgages; Reinforcement learning algorithms to hedge  options; Risk clustering analysis. After or close to completing your thesis, we ask you to present your subject and findings in one of the bi-weekly content meetings. This can be a good dry run for your final thesis defense. You can apply with or without a research proposal. We ask you to specify in which sectors or research fields you are most interested when applying without a research proposal.