Head of Market Risk Analysis - VP

OCBC; Kuala Lumpur; On-site; MYR 180,000 - 300,000; Full time

Job summary

OCBC is seeking a senior Market Risk professional to lead a team responsible for analyzing market risk exposures across trading and banking portfolios. You will challenge portfolio positioning, investigate drivers, and deliver independent insights to stakeholders.

In this role you will oversee risk measurement methodologies, contribute to FRTB initiatives, and drive improvements in risk monitoring and reporting. Strong leadership, communicatie and technical acumen are essential.

Qualifications

• 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.

Responsibilities

• Lead the Market Risk Analysis team and develop technical expertise.
• Provide coaching and oversight to ensure high-quality risk analyses.
• Engage with Front Office, Treasury, and stakeholders to understand strategies and exposures.
• Support risk management decisions through robust analysis.
• Lead initiatives to enhance risk monitoring, processes, controls, and efficiency.
• Participate in regulatory submissions, audits, and risk governance activities.
• Drive strategic market risk projects and risk transformation initiatives.

Skills

Market Risk Management

Risk Analytics

Team Leadership

Stakeholder Management

Power BI

Python

SQL

VBA

Communication

Problem Solving

Risk Reporting

Regulatory Awareness

Education

Bachelor's degree in Finance/Economics/Mathematics/Engineering/Statistics

6+ years in Market Risk/Risk Analytics/Front Office Risk

Tools

Power BI

Murex

Python

SQL

VBA

Job description

• 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.
• 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 identity 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.