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Head of Market Risk

Malaysia Permanent View Job Description
The Head of Market Risk will oversee and manage market risk activities within the agriculture industry, ensuring compliance and risk mitigation strategies are effectively implemented. This role requires strong analytical skills and a deep understanding of risk management frameworks.
  • Market Leader
  • Great career progression

About Our Client

The organization is a large entity within the agriculture sector, known for its significant regional presence and commitment to operational excellence. It offers a professional environment that supports innovation and strategic growth.

Job Description

  • Continuously enhance the market risk framework, including appetite, policies, controls, and governance standards.
  • Establish and monitor risk limits across VaR, stress scenarios, sensitivities (Greeks), liquidity, concentration, and drawdowns.
  • Provide oversight of options exposures and hedging strategies, including structured products.
  • Supervise risk across proprietary trading activities, both discretionary and systematic.
  • Develop and run stress tests and scenario analyses to identify vulnerabilities in commodities markets.
  • Oversee valuation processes, including independent price verification and model risk controls.
  • Contribute to counterparty credit risk evaluation, particularly for OTC and structured exposures.
  • Drive improvements in risk reporting, data integrity, and technology, including automation and analytics tools.
  • Monitor breaches and deliver clear risk insights with recommended mitigation actions.
  • Lead and develop the market risk team, while partnering closely with trading, control, and compliance functions.



The Successful Applicant

A successful Head of Market Risk should have:

  • At least 15 years of Market Risk experience spanning both buy-side and sell-side, with a strong focus on commodities.
  • Extensive expertise in portfolio and options risk, including hedging techniques, volatility surfaces, and complex non-linear structures.
  • Proven experience managing risks in commodities, basis trades, and curve dynamics.
  • Solid understanding of counterparty credit risk methodologies and frameworks.
  • Advantageous to have skills in Python, SQL, or BI tools, along with professional certifications such as FRM, PRM, or CFA.

What's on Offer

  • Opportunity for regional exposure.
  • Permanent role with long-term career growth potential.
  • Collaborative and professional company culture.



This is a unique opportunity to lead market risk strategies in a prominent organization. Qualified candidates are encouraged to apply and take the next step in their careers.

Contact
Eu Jinn Teo
Quote job ref
JN-042026-7005074
Phone number
+60323024068

Job summary

Function
Finance & Accounting
Specialisation
Risk Management
What is your area of specialisation?
Industrial / Manufacturing
Location
Malaysia
Contract Type
Permanent
Consultant name
Eu Jinn Teo
Consultant contact
+60323024068
Job Reference
JN-042026-7005074

Diversity & Inclusion at Michael Page

We don't just accept difference - we celebrate it. We encourage applicants from all backgrounds to apply for this role and are committed to building inclusive, diverse workplaces where everyone can thrive. If you require any support or reasonable adjustments during the recruitment process, please let us know.