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About this AVP, Market Risk Analyst role at OCBC Bank

OCBC Bank · Onsite · OCBC Singapore

WHO WE ARE:

As Singapore’s longest established bank, we have been dedicated to enabling individuals and businesses to achieve their aspirations since 1932. How? By taking the time to truly understand people. From there, we provide support, services, solutions, and career paths that meet their individual needs and desires.

 Today, we’re on a journey of transformation. Leveraging technology and creativity to become a future-ready learning organisation. But for all that change, our strategic ambition is consistently clear and bold, which is to be Asia’s leading financial services partner for a sustainable future.

 We invite you to build the bank of the future. Innovate the way we deliver financial services. Work in friendly, supportive teams. Build lasting value in your community. Help people grow their assets, business, and investments. Take your learning as far as you can. Or simply enjoy a vibrant, future-ready career.

Your Opportunity Starts Here.

Why Join

This is an exciting role to be able to work with front office traders/sales and experienced risk managers to manage the market risk of the trading portfolio. The role allows you to work with market risk sensitivities, VaR, stress test scenarios, new treasury products as well as regulatory capital requirements, providing a holistic view of market risk management.


How You Succeed

  • Sound basic knowledge of Treasury products, market risk sensitivities and VaR, and good understanding of financial markets.
  • Able to build relationships with key stakeholders like front office traders/sales, risk managers and infrastructure team.
  • Demonstrate attention to detail, strong analytical skills, and the ability to leverage AI and automation tools to enhance analysis and streamline processes
     

What you do

  • Build rapport and work closely with front office to analyse and understand the market risk exposures, mainly in FX, Equity & Commodity treasury products.
  • Monitor risk against pre-set risk limits. This entails preparing the daily risk reports and assessing the completeness and accuracy of the market risks
  • Develop and leverage AI and automation enabled solutions to enhance the analysis of market risk exposures, financial market conditions, and trading strategies.
  • Assess Market Risk Weighted Assets (MRWA) requirements for treasury products, with a good understanding of capital regulations for Market Risk in MAS Notice 637
  • Design stress test scenarios to identify areas of vulnerability within the trading portfolio.

Who you work with

Group Risk Management works independently to protect, build, and drive our businesses. The team support good decision-making. With strong risk analysis. And a crucial, comprehensive role in sharpening our competitive edge. Optimising risk-adjusted returns. It’s about seeking and adopting best-in-class practices. Protecting the group from unforeseen losses. Keeping risk within appetite. Embracing change and managing growth in one of the world’s strongest bank

Who you are

  • Sound basic knowledge of Treasury products (including derivatives), market risk sensitivities and VAR, and good understanding of financial markets.
  • Meticulous, versatile and possess good interpersonal skills.
  • Able to work independently with minimal supervision.
  • Well versed with MS Excel and MS PowerPoint.
  • Have experience in leveraging AI and automation to enhance risk workflow
  • A good understanding of Market Risk Weighted Assets (MRWA) is beneficial.

What we offer:


Competitive base salary. A suite of holistic, flexible benefits to suit every lifestyle. Community initiatives. Industry-leading learning and professional development opportunities. Your wellbeing, growth and aspirations are every bit as cared for as the needs of our customers.

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About OCBC Bank

As the longest established Singapore bank, formed in 1932 from the merger of three local banks, we have grown from strength to strength to become a regional financial services group. With a deep history in Asia, we offer the most comprehensive coverage across ASEAN and Greater China, complemented with a presence in the leading economies of New York, London and Sydney. We are the second largest financial services group in Southeast Asia by assets with one of the world’s highest credit rating (Aa1 by Moody’s and AA- by both Fitch and S&P). We offer private banking services through our wholly-owned subsidiary, Bank of Singapore, which operates on a unique open-architecture product platform to s

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