AVP, Market Risk Analyst

Summary

AVP-level Market Risk Analyst on OCBC's Market Risk Control team, analyzing and monitoring credit and interest rate exposures, preparing daily risk and P&L attribution reports, and collaborating with front office on risk limits, trading strategies, and banking book risk.

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
As a key member of our Market Risk Control team, you'll play a critical role in ensuring the bank's risk management framework is robust and effective. You'll work closely with stakeholders to identify and mitigate market risks, and contribute to the development of our capital and governance strategies. This is a unique opportunity to make a meaningful impact on the bank's risk management practices.

How you succeed
To excel in this role, you'll need to stay up-to-date with market trends and regulatory requirements. You'll work collaboratively with cross-functional teams to identify and assess market risks, and develop strategies to mitigate them. Your analytical skills and attention to detail will be essential in ensuring the accuracy and integrity of our risk management frameworks.

What you do
- Build rapport and work closely with front office to analyse and understand the market risk exposures, mainly well versed in credit and interest rate products
- Monitor risk against pre-set risk limits. This entails preparing the daily risk reports and assessing the completeness and accuracy of market risks
- Analyse risk reports by explaining trading & banking positions/activities, understanding trading and hedging strategies as well as banking book risk
- Analyse P&L reports by attributing the performance to the underlying risk factors. This involves understanding the risk drivers of the various products and changes in market rates/prices
- Initiate changes and improvements that aid efficiency/productivity and gap closure

Who you are
- A degree in a relevant field, such as finance, economics, or mathematics
- Sound basic knowledge of Treasury product (plain vanilla and derivative) and good understanding of financial markets mechanism
- Meticulous, versatile and possess good interpersonal skills
- Able to work independently with minimal supervision
- Proficient with MS Excel and Power BI
- Proficiency in VBA, AI or programming experience is an added advantage
- Creative and innovative with MS PowerPoint and presentation apps

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.

See also

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