APAC Market Risk, Assistant Vice President

Who we are looking for We are looking for an Assistant Vice President, Market Risk to join the Global Treasury Risk Management (GTRM) team within Enterprise Risk Management (ERM). In this role, you will support independent second-line oversight of trading market risk across Markets and Treasury activities, with a primary focus on the APAC region. You will contribute to regional and global risk monitoring, analysis, reporting, governance, and strategic risk initiatives. This is an excellent opportunity for a motivated market risk professional to develop expertise across risk oversight, quantitative risk measurement, regulatory initiatives, and risk governance while working closely with experienced risk managers, traders, model specialists, and business stakeholders across a global financial institution. 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. You will also contribute to enhancements in risk frameworks, regulatory initiatives, risk analytics, and market risk infrastructure supporting the firm's trading activities. What you will be responsible for As an Assistant Vice President, Market Risk, you will: Support independent second-line oversight of market risk across APAC Markets and Treasury activities, monitoring risk exposures and identifying significant risk drivers, portfolio vulnerabilities, and emerging risks. Monitor market risk measures including VaR, sensitivities, stress testing results, and limit utilization, investigating material movements, exceptions, and anomalies. Analyze risk data, position information, and reporting outputs to support the accuracy, integrity, and effectiveness of market risk monitoring and governance processes. Perform stress-testing analysis and support the development of stress-testing scenarios, methodologies, documentation, and portfolio risk assessments. Support independent risk reviews of new products, business initiatives, and changes to trading activities. Contribute to the enhancement of market risk systems, analytics, tools, and reporting processes, including testing, implementation support, requirements gathering, and data validation activities. Assist with regulatory initiatives and market risk framework enhancements, including activities related to FRTB, the Market Risk Rule, Volcker Rule, and other applicable regulatory requirements. Build strong working relationships with stakeholders across risk, business, technology, operations, and control functions while contributing to risk governance, reporting, and project initiatives..

These skills will help you succeed in this role: Strong analytical and quantitative problem-solving skills. Interest in market risk measurement, traded products, risk systems, regulatory requirements, and risk governance. Ability to investigate complex risk movements, data issues, and calculation outputs with attention to detail. Strong communication and documentation skills, with the ability to present analysis clearly to both technical and non-technical stakeholders. Ability to collaborate effectively across risk, business, technology, and operational teams. High standards of integrity, independence, and professional conduct. Education & Preferred Qualifications Bachelor's degree or higher in Finance, Economics, or a related quantitative discipline. 3+ years of experience in market risk management, treasury risk, quantitative risk, or