AVP Market Risk Analyst — AI-Driven Risk & Stress Tests

OCBC (Singapore); Singapore; On-site; SGD 90,000 - 150,000; Full time

Benefits offered by this job

Competitive base salary

Flexible benefits

Professional development opportunities

Job summary

OCBC (Singapore) is seeking a Market Risk Analyst to work with front office traders, risk managers and infrastructure teams. You will analyse market risk exposures across FX, equity and commodity treasury products, monitor risk limits, and develop AI-enabled tools to enhance risk analysis.

The role supports MAS Notice 637 capital requirements and requires strong quantitative skills, attention to detail, and the ability to collaborate cross-functionally in a dynamic trading environment.

Qualifications

• Sound basic knowledge of Treasury products, market risk sensitivities and VaR.
• Good understanding of financial markets.
• Ability to build relationships with front office traders/sales, risk managers and infrastructure teams.

Responsibilities

• Build rapport with front office to analyse market risk exposures (FX, equity, commodity treasury products).
• Monitor risk against pre-set risk limits and prepare daily risk reports.
• Develop AI and automation-enabled solutions to enhance risk analysis.
• Assess MRWA requirements for treasury products and capital regulations for Market Risk (MAS Notice 637).
• Design stress test scenarios to identify vulnerabilities in the trading portfolio.

Skills

Market risk

VaR

Stress testing

Treasury products

Regulatory capital

Excel

PowerPoint

AI/automation

Tools

MS Excel

MS PowerPoint

Job description

OCBC (Singapore) is seeking a Market Risk Analyst to work with front office traders, risk managers and infrastructure teams. You will analyse market risk exposures across FX, equity and commodity treasury products, monitor risk limits, and develop AI-enabled tools to enhance risk analysis.

The role supports MAS Notice 637 capital requirements and requires strong quantitative skills, attention to detail, and the ability to collaborate cross-functionally in a dynamic trading environment.