Case studies

Selected internships

- Clemencia de Abreu
- Michiel Marck
- Irakli Khomasuridze
- Geeske Vlaming
- Jannemiek ter Horst


Name: Geeske Vlaming
University: University of Utrecht
Study: Master in Mathematics
Internship: Nine-month research internship with Saen Options




Research Topic: SABR model for option pricing
>> Read research proposal

"My internship through the Foundation has had a huge effect on my career - I now work as a Trader. But it all started when I discovered Saen Options at a university career event. I was studying for a Master's in Mathematics from the University of Utrecht at the time, during which I'd taken some financial mathematics courses, so I applied to follow an internship. I conducted research into the SABR model for option pricing - the aim was to find out if this model prices options better than earlier investigated models."

"The academic supervision was great, but the real benefit of a research-based internship is that your research is actually put into practice by the company. It's also a good way to find out about possible careers (by shadowing employees), to experience the real working environment of a company, and to learn about different job opportunities. I've already been recommending the Foundation's internships to other students at Utrecht University!"



Registered as Stichting The Derivatives Technology Foundation • Amsterdam Chamber of Commerce 34144498
PO Box 399 • 1430 AJ Aalsmeer • The Netherlands | Disclaimer | © Stichting The Derivatives Technology Foundation