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AI Engineer Internship

Hybrid in Las Rozas·Added 3 days ago (last checked 26 Oct)

Our summary

Work mode
Hybrid, Las Rozas
English
Required
Education
University degree

Visa options

  • The ad doesn’t mention sponsorship

    Not a refusal, but not a yes. Worth asking in your first message.

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Skills

Nice to have

Requirements

What we're looking for

  • You are studying a bachelor's or master's degree in Data Science, Computer Science, Mathematical Engineering, Telecommunications, Statistics, Physics or a related field.
  • Good programming skills in Python, familiarity with SQL, and understanding of machine learning fundamentals and a strong interest in Generative AI and LLMs.
  • Strong analytical skills, curiosity and a continuous learning mindset, paired with the ability to work both autonomously and as part of a team
  • Fluency in English is required.

For this vacancy we only accept direct applications in English.

Nice to have

  • Hands-on experience with LLM APIs, LangChain/LangGraph or RAG (from university, personal projects or hackathons) is a plus. Exposure to cloud platforms (ideally Azure), Databricks/Spark or Git is a plus.
  • Knowledge of financial markets is a plus but not mandatory.

The role

AI Engineer Internship

Are you passionate about artificial intelligence and curious about how it can transform the financial industry? Do you want to build real solutions with Large Language Models, AI agents and data science instead of only reading about them? If your answer is yes, don't hesitate to apply now and send your CV in English.

Our AI & Data Science Team at SIX Financial Information is looking for a motivated student to join us for an internship of at least six months. We build AI-powered products and data platforms on top of one of the most comprehensive financial data universes in industry. Our work includes extracting data from unstructured documents (from one-page notices to fund prospectuses with thousands of pages), building chat-based assistants that let clients explore financial and corporate actions data, and creating AI agents that automate internal data workflows.

What you'll do

  • Contribute to our AI products in production, such as our document data extraction platform (OCR, LLMs with structured output, RAG, Graph RAG and agentic approaches) and our conversational assistants for financial data.
  • Prototype and test new ideas in emerging areas such as Model Context Protocol (MCP) servers, agent-to-agent communication, and AI agents that can navigate user interfaces, create charts and reason on top of data.
  • Help design evaluation datasets and metrics to measure and improve the quality of LLM-based solutions.
  • Help automate internal processes with AI coding agents and CI/CD pipelines, for example mapping data models from data providers to our internal formats.
  • Share your findings with the team and present results to internal stakeholders.

How you'll work

Madrid | Working from home up to 40% | Reference 8373

Hiring process

Application review, then generally two to three interviews, online or in person; some roles add a case study or an individual assessment 3 interviews

  • SIX aims to respond to every application within two weeks.
  • Only direct applications through the careers website are considered.

About BME | Bolsas y Mercados Españoles

BME | Bolsas y Mercados Españoles is the operator of the Spanish stock exchanges and financial markets, including the Madrid, Barcelona, Bilbao, and Valencia exchanges, as well as clearing and settlement systems. It is a key player in the Spanish financial infrastructure, providing trading, listing, and market data services. As part of the SIX Group since 2020, BME operates within a larger European financial services ecosystem, with a strong focus on technology and innovation in capital markets.

BME is headquartered in Madrid, where it maintains its main operations and a significant technology hub. The company offers a dynamic work environment at the intersection of finance and technology, with roles spanning IT, cybersecurity, data engineering, legal, and compliance. For international professionals, BME provides an opportunity to work in a leading European exchange group, with exposure to global financial markets and the backing of SIX Group. The company values technical expertise and offers roles that often require English, and sometimes German, making it accessible to international talent.

Industry
Financial Markets
Founded
2002
Employees
1,000–5,000
Headquarters
Madrid, Spain
In Spain
Madrid

Good to know if you are moving

  • BME is part of SIX Group, a Swiss company, offering opportunities for cross-border career moves within Europe.
  • The company is a key player in the Spanish financial market, providing a stable and regulated work environment.
  • Many roles require English, and some also require German, making it suitable for international professionals.
  • BME offers a range of technology and legal roles, ideal for those with expertise in financial services.
  • Madrid is a vibrant city with a high quality of life, and BME is centrally located in the financial district.

In their own words

About the company & team

BME - Bolsas y Mercados Españoles - drives the transformation of financial markets and belongs to SIX, the third largest exchange group in Europe.

What sets us apart drives us ahead: between local roots and global relevance, we are a unique blend of tradition and future, of foundation and growth. We value bright minds and inspire them to grow with their ideas. Come and shape the future of finance with us.

Additional information

If you have any questions, check out our FAQ page or call Sara Perez de la Cuesta at +34 91 709 56 80.

Diversity is important to us. Therefore, we are looking to receiving applications regardless of any personal background.

All open roles at BME | Bolsas y Mercados Españoles
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