Manager, Market Risk Management

About the role

The Manager, Market Risk Management will lead the identification, measurement and monitoring of market risk exposures across the bank’s portfolio. The role ensures compliance with regulatory requirements and supports the bank’s overall risk management framework.

Key responsibilities

• Develop, implement and maintain market risk policies, procedures and methodologies in line with Basel III, MAS and industry best practices.
• Monitor and analyse market risk exposures across asset classes such as interest rates, FX, equities and commodities, including derivatives and structured products.
• Perform stress testing and scenario analysis to assess the impact of adverse market movements on the portfolio and capital adequacy.
• Prepare and present comprehensive market risk reports to senior management, risk committees and regulators.
• Collaborate with front‑, middle‑ and back‑office teams to ensure accurate risk capture, valuation and reporting.
• Oversee limit setting and monitoring, escalating breaches as necessary.
• Participate in product and transaction reviews, providing market risk expertise.
• Contribute to enhancements of risk systems, model validation and data quality initiatives.
• Provide training and guidance to junior team members on market risk concepts and regulatory requirements.

Required profile

• Bachelor’s or Master’s degree in Finance, Economics, Quantitative Finance, Financial Engineering or a related quantitative field.
• 2‑3 years of experience in market risk management within a financial institution.
• Strong understanding of financial markets, products and risk management concepts.

Required skills

• Market risk methodologies such as VaR, stress testing and sensitivity analysis.
• Familiarity with regulatory frameworks (Basel III, MAS).