If you set log_min_error_statement to error (the default) or lower, you will get the statement that caused the out-of-memory error in the database log.
But I assume that you got hit by the Linux OOM killer, that would cause a PostgreSQL process to be killed with signal 9, whereupon the database goes into recovery mode.
The correct solution here is to disable memory overcommit by setting vm.overcommit_ratio to 2 in /etc/sysctl.conf and activate the setting with sysctl -p (you should then also tune vm.overcommit_ratio correctly).
Then you will get an error rather than a killed process, which is easier to debug.