VP, Market Risk Analytics & Strategy

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

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.