At a glance

Your job

This role will focus specifically on the calibration and optimization of AACBs Trade and Order Surveillance scenarios in NTS, with other tasks discharged by the European Head of Market Surveillance. The team reports to the Global Head of Market Surveillance in Amsterdam.

Responsibilities will include: 

• Calibrating new surveillance scenarios according to AACBs business flow and product set, including all aspects of UAT.
• Optimising existing surveillance scenarios to improve efficiency and effectiveness according to AACBs business flow and product set, including all aspects of UAT.
• Analysing Trade and Order data sets to fully understand optimal threshold settings using Excel formulas or macros.
• Performing annual testing of alert effectiveness.
• Alert handling on a T+1 basis, including alert review, investigation, escalation and reporting as appropriate.

Your working environment

ABN AMRO Clearing Bank N.V. (AACB) is a top-3 global provider of clearing, execution, and financing 

services for derivatives and cash securities, operating as a subsidiary of ABN AMRO Bank N.V.

Based in Amsterdam with a worldwide presence, it acts as a third-party clearing member for financial

institutions, market makers, and institutional investors across 160+ exchanges. AACB processes over

20 million trades a day globally.

The European Market Surveillance team is responsible for Trade and Order Surveillance of all

exchange-listed products across thirty-three European and UK exchanges and trading platforms.

Asset Classes include Equities, Commodities and Fixed Income, with products including Cash,

Futures and Options.

Your profile

• Considerable relevent Trade Surveillance experience, with a strong understanding of Market Abuse behaviours and trading patterns.
• Proven expertise in alert calibration and optimization. 
• Excellent working knowledge of NTS (SMARTS) surveillance software for trade surveillance, particularly the calibration tool and alert management aspects.
• Solid understanding of market abuse regulations in Europe and UK (MAR and REMIT).
• Excellent Excel skills.
• Experience in working on Market Abuse Risk Assessments.Experience in MI collation and reporting.
• A team player with strong written and verbal communication skills.

What we offer

Joining ABN AMRO means working on meaningful projects. Projects that have an impact on our clients. Working with a wide range of people with different backgrounds, opinions and ideas. In the UK, in the Netherlands or elsewhere in our international network. We offer an environment where you will be challenged on a daily basis - professionally as well as on a personal level - so that you can grow to become the professional you want to be.

Interested?

Are you interested?   Please apply via the button below.