VP Global Markets Funds Transfer Pricing (Toronto)

Role Overview

The Capital Markets Treasury group is looking for a highly driven, quantitatively 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 help develop, optimize, and run the FTP calculation to ensure compliance with bank policies, standards, and guidelines. The position offers an opportunity to learn the entire GM balance sheet and understand how liquidity and funding tie into the actions of the business.

Key Accountabilities

• Modeling and calculation of FTP requirements across GM.
• Optimization of calculations to ensure accuracy and timeliness.
• Planning of unsecured funding issuance and its impact on funding costs and FTP results.
• Work closely with LOBs on business initiatives to identify and proactively manage potential liquidity and...