Data Scientist - Global Finance

At a glance

ABN AMRO Clearing N.V. (AACB) is looking for a data scientist to join the Global Finance Data Science team. Do you want to be working in a data science team covering the financial markets and the clearing industry in an international environment? Thanks to our global network with offices in eleven countries and proximity to all major exchanges, you will serve the best trading firms on four continents.

Your job

As a data scientist you will work on numerous topics within finance, but in specific the development of prediction models for regulatory transaction reporting. You will also work alongside colleagues from other departments such as risk and operations. The role focuses on formulating and developing data science solutions relevant to AACB. You will take care of the full development cycle from exploring, presenting and identifying opportunities, experimenting and creating prototypes, to developing, benchmarking and testing models. The role combines both technical and communicative skills to deliver high quality data science and stakeholder management. The aim is to put models to production and for this we have supporting infrastructure to do so. With 3.4 billion transaction being cleared annually with peak volumes up to 51 million transactions per day, ABN AMRO Clearing produces a lot of data.

Working environment

AACB is the cornerstone of global financial markets. We are a prominent general-clearing member, providing execution, clearing, custody and financing services for listed derivatives, cash securities, over-the counter (OTC) products, exchange-traded funds (ETFs), commodities, and foreign-exchange transactions. As a prime broker, our global service covers all major exchanges and execution venues, combined with central-counterparty (CCP) coverage in Europe, the US, Brazil and Asia-Pacific. Connected to more than 150 liquidity centres, AACB enjoys market share of 20% or higher for many of the major exchanges on which it operates. As a result, AACB consistently ranks among the top three clearers in every time zone, based on turnover and market share. You will be working in the Global Finance Data Science team in Amsterdam, reporting to the Global CFO, and closely co-operate with regional finance teams and other departments.

Your profile

We are looking for the following criteria, we do understand that your skills might differ depending on your working experience:

• 0-4 years of working experience
• MSc or PhD in Mathematics, Econometrics, Computer Science, Statistics, Engineering or related field
• Experience with programming Python for doing (statistical) analysis and data science
• Experience in designing queries to access databases with SQL
• Experience in using Pyspark to access big data, e.g. development of pipelines
• Theoretical Knowledge of machine learning techniques and statistics. You should be able to explain data science concepts or ML models to the business
• Ability to communicate effectively both to IT or the business via documentation or presentations
• Ability to visualize output with graphs and dashboards
• Strong interest and motivation to work in the financial markets
• Experience with Dataiku and Tableau is a plus

We are offering

You will be able to gain a lot of knowledge of the financial industry and products and also further develop your data science skills. We offer you excellent terms of employment and benefits:

• A good monthly salary
• An additional benefit budget of 11%, with which you can buy flexible terms of employment
• A personal development budget of € 1,000 per year
• An annual public transport ticket for unlimited travel
• A good pension scheme
• A position that offers a lot of opportunities for professional development
• The ability to work flexibly
• Interesting work and challenging projects in an international environment

Interested?

Please apply online via the website. For more information about this position, please contact Robert Scheepjens by e-mail: robert.scheepjens@abnamroclearing.com