Locally listed Fubon Bank is seeking an assistant vice-president or manager of market risk analytics for its treasury risk management department, to be responsible for the analysis of key risk areas including trading, investment and special asset activities. The individual will also be responsible for developing market risk management strategies and guidelines to effectively measure and control the bank's relevant risk exposure. The successful candidate will be proactively involved in new product development, including conducting market risk assessment measurement and mitigation analyses, as well as risk limits monitoring, reporting and control. A master's degree in finance, accounting, financial engineering or mathematics is required, as well as relevant qualifications such as CFA, FRM or PRM. The person also needs to have at least five years of banking experience, with at least two years at the supervisory level. Comprehensive market risk management knowledge and experience covering policy, assessment, monitoring and control are required. Sound knowledge in product accounting and risk management is needed to maintain a PC-based system that will monitor client exposure in derivative and structured products on a daily basis. Fubon is looking for a dynamic personality, with good analytical, interpersonal and leadership skills, with the ability to work independently and under pressure.