Market Risk Analyst

2 months ago


Singapur, Singapore OCBC Bank Full time
Job Summary

We are seeking a highly skilled Market Risk Analyst 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 the Internal Capital Adequacy Assessment Process (ICAAP) and other capital forecasting exercises for Market Risk Weighted Assets (MRWA) stress projections
Requirements
  • Strong understanding of capital regulations and determining appropriate capital interpretations, particularly the Market Risk section of MAS Notice 637
  • Experience in Market Risk management with in-depth understanding of greeks sensitivities across asset classes
  • Good understanding of Market Risk regulatory capital requirements, financial products, and corresponding Market Risk greeks
  • Effective communication skills, both verbally and in writing
  • Team player with ability to maintain mutual support within and across teams
  • Meticulous with strong attention to detail
About Us

OCBC Bank is Singapore's longest established bank, with a history dating back to 1932. We are committed to helping people and businesses achieve their goals through our innovative financial solutions and services.

We are on a journey of transformation, embracing technology and creativity to become a future-ready learning organisation. Our focus remains on being Simply Spot On in everything we do.

We offer a competitive base salary, a suite of holistic and flexible benefits, community initiatives, industry-leading learning and professional development opportunities, and a commitment to our employees' wellbeing, growth, and aspirations.


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