Operations Research Analyst - Global Finance

ABN AMRO Clearing N.V. (AACB) is looking for an Operations Research Analyst to help shape our newly created Optimization pillar within the Global Finance Data Science team. You’ll join a group of specialists building cutting-edge optimization models that drive critical decisions across the business. With our global network of offices in ten countries and close connections to all major exchanges, you'll have the chance to work with leading trading firms across four continents.

At a glance

ABN AMRO Clearing N.V. (AACB) is looking for an Operations Research Analyst to help shape our newly created Optimization pillar within the Global Finance Data Science team. You’ll join a group of specialists building cutting-edge optimization models that drive critical decisions across the business. With our global network of offices in ten countries and close connections to all major exchanges, you'll have the chance to work with leading trading firms across four continents.

Your Job

As an Operations Research Analyst, you will be responsible for building optimization models from the ground up, as well as defining the modeling and system architecture strategies to ensure the systems are robust in a production environment. You will serve as a sparring partner to operations research specialists, data scientists, and software engineers, as well as business specialists, to find the best approach to solve complex challenges.

You will collaborate closely with colleagues in Securities Lending, Treasury, and IT across Europe, APAC, and the U.S., contributing to solutions that are transparent, reliable, and suitable for use in a regulated production environment.

Key responsibilities:

• Partner with stakeholders to translate business problems into mathematical formulations and select the most suitable optimization techniques.
• Design and implementation of optimization models, including decomposition strategies, model reformulations, and alternative approaches when classic methods fall short.
• Provide insight into system and architecture design for optimization workflows, from data preparation to solver orchestration and deployment.
• Identify limitations of traditional optimization models and propose innovative methods when appropriate.
• Tune and configure solvers by experimenting with parameters to improve runtime, stability, and solution quality.
• Keep up with the latest advances in optimization, operations research, AI, and data science through research papers, conference proceedings, and other relevant literature.
• Review model results, validate assumptions, and ensure all rules and constraints are respected before deploying models to production.
• Document model logic, methodology, and architectural decisions, and communicate results clearly to stakeholders at various seniority levels.
• Mentor junior team members in modelling techniques, coding practices, and OR best practices.

This role combines knowledge with communication skills to deliver impactful data science solutions. With 6.2 billion transactions being cleared annually and peak volumes up to 51 million transactions per day, ABN AMRO Clearing produces a wealth of data for you to explore.

Working Environment

Because we work in an international environment and have many international colleagues, the official language is English.

You'll be joining a vibrant group of people in the Global Finance Data Science team in Amsterdam. Reporting to the Global CFO, you'll collaborate closely with regional finance teams and other departments, bringing a fresh perspective and energy to our innovative projects.

Your Profile

• MSc or PhD in a STEM field such as Operations Research, Mathematics, Computer Science, Statistics, or Engineering.
• Hands-on experience (2-5 years) building and implementing optimization models in production environments (e.g., linear/integer programming, allocation, routing).
• Strong theoretical foundation in Operations Research and the ability to explain technical concepts to non-technical stakeholders.
• Experience tuning solver parameters and working with optimization tools such as Gurobi, OR-Tools, or similar commercial/open-source solvers.
• Proficiency in Python for optimization (e.g., OR-Tools, PuLP, Gurobi).
• Familiarity with software engineering practices (version control, code review, testing; CI/CD).
• Experience in data science (e.g., building predictive models, clustering, anomaly detection, time-series analyses, etc.) and familiarity with LLMs/agents is a plus.
• Personal interest in financial markets: following market trends and news, familiarity with buying or selling stocks/ETFs, as well as the motivation to work on market-related topics.
• Fluent in spoken and written English.
• Authorized to work in the Netherlands.

We Offer

You will be able to gain a lot of knowledge of the financial industry and products and further develop your operations research 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.
• 25 holidays with the option to purchase extra days through the benefit budget.
• A personal development budget of € 1,000 per year.
• An annual public transport ticket for unlimited travel (also for private use).
• A good pension scheme.
• A position that offers a lot of opportunities for professional development.
• Hybrid working: about three days per week in our Amsterdam/Utrecht offices.
• Interesting work and challenging projects in a diverse and international environment.