Hiring.Camp

Head of Market Risk Analysis - Vice President, Market Risk Management

Ocbc

·

Today

Location
MAL-Menara OCBC, Malaysia
Workplace
Onsite
Type
Full-time
Department
Finance
Seniority
VP
Experience
6+ years
Education
Bachelor
Source
Workday

Description

WHO WE ARE:

As Singapore’s longest established bank, we have been dedicated to enabling individuals and businesses to achieve their aspirations since 1932. How? By taking the time to truly understand people. From there, we provide support, services, solutions, and career paths that meet their individual needs and desires.

 Today, we’re on a journey of transformation. Leveraging technology and creativity to become a future-ready learning organisation. But for all that change, our strategic ambition is consistently clear and bold, which is to be Asia’s leading financial services partner for a sustainable future.

 We invite you to build the bank of the future. Innovate the way we deliver financial services. Work in friendly, supportive teams. Build lasting value in your community. Help people grow their assets, business, and investments. Take your learning as far as you can. Or simply enjoy a vibrant, future-ready career.

Your Opportunity Starts Here.

Why Join

Lead the Market Risk Analysis function within a dynamic banking environment and play a key role in strengthening the bank's market risk management capabilities. This role offers the opportunity to drive risk analytics, provide independent challenge to risk exposures and risk measurement methodologies, and enhance the analytical tools and frameworks used to support risk-based decision making.

 

You will work closely with senior stakeholders across Market Risk Management, Front Office, Treasury, Finance and Group Risk functions, while leading initiatives that strengthen risk measurement, reporting, automation, and analysis capabilities.

 

How You Succeed

To excel in this role, you will combine strong technical market risk expertise with leadership and stakeholder management skills. You will be expected to provide deep analysis insights into market risk exposures, challenge risk outcomes, and identify emerging risks across trading and banking portfolios.

 

Success in this role requires the ability to translate complex risk concepts into meaningful management information, drive continuous improvements in risk analysis and infrastructure, and develop a high-performing team capable of delivering timely and insightful risk analysis.

 

Who You Work With

Market Risk Analysis serves as a key pillar to both Market Risk Management and business stakeholders.

 

You will work closely with Front Office, Treasury, ALM, Finance, and management to support effective risk identification, measurement, monitoring, and governance.

 

The role also provides opportunities to engage with regional stakeholders on market risk initiatives, regulatory developments, methodology enhancements, and risk management projects.

 

What You Do

Market Risk Analysis & Insights

  • Lead the analysis of market risk exposures across trading and banking portfolios, identifying key risk drivers, emerging trends, and material changes in risk profiles.
  • Provide independent challenge and insights on portfolio positioning, hedging activities, valuation drivers, and market developments.
  • Perform deep-dive investigations into significant risk movements and articulate key drivers to stakeholders.

 

Risk Methodology & Measurement

  • Maintain a strong understanding of market risk methodologies, valuation approaches, risk sensitivities, and risk metrics across interest rate, credit spread, foreign exchange, and other risk classes.
  • Review and assess market risk measurement approaches to ensure risks are appropriately captured, measured, and understood.
  • Support and contribute to FRTB-related initiatives, methodology enhancements, risk attribution analysis, and regulatory implementation efforts

 

Leadership & Team Development

  • Lead and develop the Market Risk Analysis team, fostering strong technical expertise, analytical thinking, and continuous learning.
  • Provide coaching, technical guidance, and oversight to ensure high-quality analytical output and risk assessments.
  • Build a culture of collaboration, accountability, and innovation within the team.

 

Stakeholder Management

  • Engage proactively with Front Office, Treasury, and relevant stakeholders to understand business strategies, product developments, and evolving risk exposures.
  • Support risk management decisions through robust analysis and effective communication.

 

Data Analytics, Automation & Innovation

  • Support and lead initiatives to enhance risk monitoring, analytical processes, controls, and operational efficiency.

 

Governance & Strategic Initiatives

  • Support regulatory submissions, audits, and risk governance activities.
  • Lead or participate in strategic market risk projects, system enhancements, and risk transformation initiatives.
  • Ensure risk analysis outputs remain fit-for-purpose and aligned with evolving business, risk management, and regulatory requirements.

 

Who You Are

  • Bachelor's degree in Finance, Economics, Mathematics, Engineering, Statistics, or a related discipline.
  • At least 6 years of relevant experience in Market Risk Management, Risk Analytics, Treasury Risk, Quantitative Risk, Front Office Risk, or related functions, including experience leading teams.
  • Strong understanding of financial markets, treasury products, fixed income and derivative products, valuation concepts, market risk measurement methodologies, and regulatory market risk frameworks including FRTB.
  • Demonstrated experience analysing interest rate, credit spread, foreign exchange, liquidity, and other market risk exposures.
  • Strong analytical and problem-solving capabilities with the ability to interpret complex risk and valuation information.
  • Proven experience leading teams and developing technical talent.
  • Experience with data analytics, reporting, and visualisation tools such as Power BI.
  • Experience with Python, SQL, VBA, or other analytical tools would be advantageous.
  • Strong communication and stakeholder management skills.
  • Ability to drive continuous improvements in risk analysis and reporting.
  • Intellectually curious and passionate about understanding financial products, valuation methodologies, risk sensitivities, and the key drivers of market risk exposures.
  • Experience working with Murex or other treasury and risk management systems would be advantageous.

What we offer:


Competitive base salary. A suite of holistic, flexible benefits to suit every lifestyle. Community initiatives. Industry-leading learning and professional development opportunities. Your wellbeing, growth and aspirations are every bit as cared for as the needs of our customers.

Skills

PythonSQLPower BIRisk Management

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