Operations Research Analyst - Global Finance

At a glance

ABN AMRO Clearing N.V. (AACB) is looking for an Operations Research Analyst to help shape our newly created Optimisation pillar within the Global Finance Data Science team. You’ll join a group of specialists building cutting‑edge optimisation 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.

As an Operations Research Analyst, you will be responsible for building optimisation models from the ground up, as well as defining the modelling 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 optimisation techniques.
• Design and implement optimisation models, including decomposition strategies, model reformulations, and alternative approaches when classic methods fall short.
• Provide insight into system and architecture design for optimisation workflows, from data preparation to solver orchestration and deployment.
• Identify limitations of traditional optimisation 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 optimisation, 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.

At ABN AMRO Clearing, we believe diverse perspectives make us stronger, and we welcome applications from candidates with different backgrounds and experiences. 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.

• 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 optimisation 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 optimisation tools such as Gurobi, OR‑Tools, or similar commercial/open‑source solvers.
• Proficiency in Python for optimisation (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:…