Vice President - Market Risk Analysis

OCBC; Kuala Lumpur; On-site; MYR 180,000 - 320,000; Full time

Job summary

OCBC Malaysia is seeking an experienced Market Risk Lead to drive analysis across trading and banking portfolios in Kuala Lumpur. You will identify risk drivers, challenge portfolio hedging and valuation, and investigate significant movements for stakeholders.

You will lead a team, coach analysts, and partner with Front Office and Treasury to refine risk monitoring, reporting, and regulatory alignment. The role demands strong communication and analytical prowess.

Qualifications

• Bachelor's degree in Finance, Economics, Mathematics, Engineering, Statistics or related discipline.
• 6+ years of experience in Market Risk Management, Risk Analytics, Treasury Risk, Quantitative Risk or related fields, including team leadership.
• Strong understanding of financial markets, treasury products, fixed income and derivatives, valuation concepts, and regulatory market risk frameworks including FRTB.
• Experience analysing interest rate, credit spread, FX, liquidity and other market risk exposures.
• Proven ability to interpret complex risk and valuation information with strong analytical/problem-solving skills.
• Experience leading teams and developing technical talent; familiarity with data analytics and reporting tools.
• Experience with data analytics and visualization tools (Power BI) is advantageous.

Responsibilities

• Lead analysis of market risk exposures across trading and banking portfolios, identifying key risk drivers and material changes.
• Provide independent challenge on portfolio positioning, hedging, valuation drivers and market developments.
• Perform deep-dive investigations into significant risk movements and articulate drivers to stakeholders.
• Maintain strong understanding of market risk methodologies, valuation approaches and risk sensitivities across risk classes.
• Review and assess risk measurement approaches to ensure accurate capture and understanding.
• Support FRTB initiatives, methodology enhancements, risk attribution and regulatory implementation.
• Lead and develop the Market Risk Analysis team with coaching and oversight.
• Engage with Front Office, Treasury and stakeholders to understand business strategies and evolving risks.
• Support governance activities, audits, and risk transformation initiatives.
• Ensure outputs remain fit-for-purpose and aligned with regulatory requirements.

Skills

Analytical thinking

Stakeholder management

Communication skills

Data analytics

Education

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

Tools

Power BI

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 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.