Market Risk Analyst Lead

4 weeks ago


Singapur, Singapore OCBC Bank Full time
Job Summary

We are seeking a highly skilled Market Risk Analyst Lead to join our team at OCBC Bank. As a key member of our Market Risk Management team, you will be responsible for managing regulatory capital reporting requirements for the Market Risk portion of our trading portfolio.

Key Responsibilities
  • Manage internal and external stakeholders to understand Market Risk capital regulations and requirements
  • Deliver comprehensive analytical reviews and provide insightful commentary on Market Risk capital requirements
  • Provide oversight of reconciliation, control, and signoff processes on Market Risk related regulatory activities
  • Assess the impact of capital regulations on individual transactions, new products, and business proposals
  • Collaborate with functional specialists on Market Risk capital requirements in new product testing and approval processes
  • Contribute to Internal Capital Adequacy Assessment Process (ICAAP) and other capital forecasting exercises for Market Risk Weighted Assets (MRWA) stress projections
  • Participate in FRTB enhancements, patches, and fixes to keep abreast with regulatory changes
Requirements
  • Strong Market Risk domain knowledge with in-depth understanding of Market Risk greeks across different asset classes
  • Effective communicator with strong verbal and written skills
  • Team player with ability to maintain mutual support within and across teams
  • Meticulous with strong attention to detail
  • Good understanding of Market Risk regulatory capital requirements, financial products, and corresponding Market Risk greeks
About Us

OCBC Bank is Singapore's longest established bank, with a history dating back to 1932. We have been helping people and businesses achieve their goals through our innovative financial solutions and services. Our focus is on being Simply Spot On, providing excellent customer service and building lasting value in our community.

What We Offer
  • Competitive base salary
  • Suite of holistic, flexible benefits to suit every lifestyle
  • Community initiatives
  • Industry-leading learning and professional development opportunities

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