Market Risk Analyst
2 months ago
About the Role
We are seeking a highly skilled Market Risk Analyst to join our team at OCBC Bank. As a Market Risk Analyst, you will be responsible for managing the market risk of our trading portfolio, working closely with front office traders, risk managers, and infrastructure teams.
Key Responsibilities
- Build rapport and work closely with front office to analyse and understand market risk exposures, mainly in FX, Equity & Commodity treasury products.
- Monitor risk against pre-set risk limits, preparing daily risk reports and assessing the completeness and accuracy of market risks.
- Analyse risk reports by explaining trading positions and activities, understanding trading and hedging 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.
Requirements
- Sound basic knowledge of Treasury products, 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.
- Proficient in VBA, programming experience is an added advantage.
- A good understanding of Market Risk Weighted Assets (MRWA) is beneficial.
About Us
OCBC Bank is Singapore's longest established bank, helping people and businesses get what they want from life since 1932. We provide support, services, solutions, and career paths that meet individual needs and desires. We're on a journey of transformation, embracing technology and creativity to become a future-ready learning organisation.
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, and a focus on your wellbeing, growth, and aspirations.
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