Market Surveillance Calibration Associate

The Market Surveillance Calibration Associate is responsible for the Calibration and Optimization of AACB's market abuse surveillance scenarios on all European and UK markets. AACB utilises NTS (SMARTS) software for alert handling, which is also a requirement for this role. The role is based in London and positioned in the Market Surveillance Team. The role reports to the European Head of Market Surveillance who is also based in London. This role will require occasional business travel to Amsterdam.Your job This role will focus specifically on the calibration and optimization of AACB's 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 AACB's business flow and product set, including all aspects of UAT.
• Optimising existing surveillance scenarios to improve efficiency and effectiveness according to AACB's 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.
  
  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.
  
  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, 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.