VP Global Markets Funds Transfer Pricing

The Capital Markets Treasury group is looking for a highly driven, quantitively thinking individual to join its Funds Transfer Pricing (FTP) team. The role will manage the FTP process in BMO Global Markets (GM), including the calculation and reporting of funding costs and collateral usage costs. The candidate will develop, optimize, and run FTP calculations to ensure compliance with Bank policies, standards, and guidelines. The team works closely with GM Lines of Business (LOBs), other Treasury groups, and Market Risk to develop the GM FTP process in accordance with the bank’s liquidity and funding risk appetite. This role allows an individual to learn the entire GM balance sheet and understand how liquidity and funding tie into the actions of the business.

Key Accountabilities

• Modelling and calculation of FTP requirements across GM.
• Optimization of calculations to ensure accuracy and timeliness.
• Planning of unsecured funding issuance a...