Market Risk Assistant Manager: Analytics & Impact

OCBC Group; Kuala Lumpur; On-site; MYR 120,000 - 180,000; Full time

Job summary

OCBC Malaysia is seeking an Assistant Manager in Market Risk Management to monitor exposures, analyse market sensitivities, and support risk activities across the trading book. The role emphasizes collaboration with Front Office, data-driven insights, and robust risk reporting.

You will contribute to risk governance, develop dashboards, and participate in automation initiatives using Excel, Power BI, VBA, and Python. A strong foundation in finance and quantitative skills is essential for success.

Qualifications

• Bachelor’s degree in finance, economics, mathematics, engineering, or related discipline.
• Strong analytical and quantitative skills; ability to work with large datasets.

Responsibilities

• Analyze market risk exposures, risk sensitivities and key risk drivers to identify trends and changes in portfolio risk.
• Engage with Front Office to understand trading activities, hedging strategies and stage risk review.
• Monitor risk limits, document observations, and escalate findings timely to stakeholders.
• Support risk reporting, dashboards, and presentations for management and risk committees.
• Assess sensitivities across interest rate, credit, FX and other market risk factors.
• Develop data visualization and reporting tools to enhance risk monitoring and decision making.
• Identify opportunities to improve reporting processes, controls, and automation.

Skills

Excel

Power BI

VBA

Python

Data analytics

Quantitative skills

Stakeholder management

Analytical thinking

Education

Bachelor's degree in finance or related field

Tools

SQL

Job description

OCBC Malaysia is seeking an Assistant Manager in Market Risk Management to monitor exposures, analyse market sensitivities, and support risk activities across the trading book. The role emphasizes collaboration with Front Office, data-driven insights, and robust risk reporting.

You will contribute to risk governance, develop dashboards, and participate in automation initiatives using Excel, Power BI, VBA, and Python. A strong foundation in finance and quantitative skills is essential for success.