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.
AI Engineer Internship
Madrid | Working from home up to 40% | Reference 8373
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 Will 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.
What You Bring
- 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.
- 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.
- 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.
If you have any questions, check out our FAQ page or call Sara Perez de la Cuesta at +34 91 709 56 80.
For this vacancy we only accept direct applications in English.
Diversity is important to us. Therefore, we are looking to receiving applications regardless of any personal background.