Market Risk, APAC - Vice President

Who we are looking for We are looking for a Vice President, Market Risk to join the Global Treasury Risk Management (GTRM) team within Enterprise Risk Management (ERM). In this role, you will provide independent second-line oversight of trading market risk across Markets and Treasury, with a primary focus on APAC activities while contributing to global risk management initiatives and governance programs. This role is ideal for a highly motivated senior risk professional with strong quantitative capabilities, deep knowledge of traded products and market risk management, and the ability to influence senior stakeholders across business, risk, technology, and control functions. Primary coverage includes APAC Foreign Exchange, Interest Rate and related derivatives trading activities. Why this role is important to us Global Treasury Risk Management (GTRM) provides independent second-line oversight of trading market risk across the Markets and Treasury divisions, as well as capital, liquidity, and investment risk oversight of Treasury banking book activities. As part of Enterprise Risk Management, the team plays a critical role in safeguarding the firm's financial resilience, strengthening risk governance, and ensuring adherence to regulatory expectations globally. In this role, you will help ensure that market risks are appropriately identified, measured, monitored, challenged, and governed across a complex global organization. What you will be responsible for As a Market Risk Vice President, you will: Lead independent second-line oversight of market risk across APAC Markets and Treasury activities, identifying key risk drivers, portfolio vulnerabilities, emerging risks, and areas requiring independent review and challenge. Monitor market risk exposures, including VaR, sensitivities, stress testing results, and limit utilization, ensuring material issues and exceptions are appropriately escalated. Establish and maintain market risk limits, controls, escalation thresholds, and governance standards, while assessing the quality and integrity of risk data, methodologies, and reporting outputs. Provide independent risk assessment and challenge for new products, business initiatives, and changes in trading activity. Lead stress testing analysis and support the development, implementation, and governance of market risk frameworks, methodologies, and scenarios. Contribute to the enhancement of risk systems, analytics, models, tools, and reporting capabilities, partnering closely with model analytics, technology, and data teams. Support compliance with market risk regulations and regulatory initiatives, including FRTB and other applicable trading book requirements, while contributing to regional and global governance forums. Build strong relationships with business, treasury, technology, operations, and control functions, while providing leadership, guidance, and support to junior team members where appropriate.

These skills will help you succeed in this role: Strong market risk expertise across Foreign Exchange, Interest Rate products, and related derivatives. Excellent analytical, quantitative, problem-solving, and critical-thinking skills. Ability to effectively challenge, influence, and partner with senior stakeholders in a risk oversight capacity. Strong written and verbal communication skills with the ability to explain complex concepts to both technical and non-technical audiences. High standards of integrity, independence, and professional judgment. Education & Preferred Qualifications Bahelor's degree or higher in Finance, Economics, or a related quantitative discipline. 7+ years of relevant experience in market risk management within a major bank, financial institution, or regulatory environment. Strong understanding of Foreign Exchange and Interest Rate derivatives, including forwards, swaps, NDFs, and options. Experience with risk measurement methodologies including VaR, sensitivities, stress testing, and