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The youngest daughter of Prince Andrew and the Duchess of York Sarah Ferguson arrived this morning for the first day of work at Christie's.

It is not a full-time job, however, but a six-week work experience position at the prestigious auction house.

And being a member of the Royal Family does allow certain privileges that most summer interns don't have - her own security guard.

It was a surprise to see the bodyguard, particularly after it was revealed earlier this month that she and her sister Beatrice, 21, would be stripped of their police protection - unless he was a privately-hired guard.

Eugenie, 20, was snapped arriving at the London art auction house this morning, her protection officer firmly at her side.

She looked very smart for her job in a light blue zip-up dress, long black cardigan and black handbag hooked over her left arm.

A Royal insider said Eugenie, who is studying history of art at Newcastle University, wanted to spend some ‘purposeful time’ experiencing the art world.

They said: 'She has always been interested in that line of work and it fits in perfectly with what she has been studying. I think she got the job through friends of the family.’

Christie’s said it was ‘delighted’ to welcome the Princess during her work experience.

But before the serious work began, Eugenie joined her sister Beatrice, 21, for some fun at the last day of racing at Royal Ascot on Saturday.

The girls looked every inch the pretty princesses in their short dresses and beautiful fascinators that would have made The Queen proud of her granddaughters.