Is there any tool that I can use to get the kind of incremental build like those from Eclipse/IntelliJ/Visual Studio?
Yes, it is called OCaml Merlin. It supports incremental type-checking, IntelliSense-like completion, and code navigation. It works with Emacs, Vim out of the box, and third party extensions provide support for Sublime and Visual Studio Code.
Merlin can be easily installed via the OPAM package manager:
opam install merlin