Overview
Market Surveillance Calibration Associate Jobs in City of Westminster, UK at ABN AMRO Bank N.V.
Location: City of Westminster
Overview
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, positioned in the Market Surveillance Team, and reports to the European Head of Market Surveillance.
The role will require occasional business travel to Amsterdam.
Responsibilities
- 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.
Qualifications
- Considerable relevant 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 and MI collation and reporting.
- A team player with strong written and verbal communication skills.
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Title: Market Surveillance Calibration Associate
Company: ABN AMRO Bank N.V.
Location: City of Westminster, UK
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