WASHINGTON—The new enforcement chief for the Securities and Exchange Commission resigned after just a few days on the job, citing personal reasons, the agency said Wednesday. Alex Oh, a former partner at Paul, Weiss, Rifkind, Wharton & Garrison LLP, will be replaced on an acting basis by Melissa Hodgman, the SEC said. Ms. Oh was the first major hire announced by new Chairman Gary Gensler, who was sworn into his role on April 17. The enforcement director is the SEC’s most high-profile staff job, managing a division of 1,300 people and fashioning a strategy for regulating Wall Street. Ms. Oh decided to resign after a U.S. District Judge Royce Lamberth, in an order issued Monday, questioned her conduct during a deposition in a case filed against Exxon Mobil Corp. Ms. Oh’s law firm, Paul Weiss, represents Exxon. Mr. Gensler didn’t comment on the reason for Ms. Oh’s resignation in a statement issued Wednesday. “I thank Alex for her willingness to serve the country at this important time,” Mr. Gensler said.