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 AccountabilitiesModelling 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 liquidity and funding exposures or opportunities, determining FTP demand profile.Understand how desks pay for funding daily and how FTP charges apply relative to existing processes.Align FTP processes in GM with the rest of the bank to avoid internal arbitrage.Align FTP to collateral usage costs related to VM, IM, IA requirements.Maintain and update FTP documentation, including policies and committee mandates.Potential to work on GM Interest Rate initiatives in the Banking Book.Participate as a team member on projects to improve the performance of Capital Markets businesses under various binding balance sheet constraints.QualificationsKnowledge:8+ years’ experience with exposure to one or more of the following: funds transfer pricing, liquidity and funding management,



capital management, market risk management, business process improvement, and financial reporting.Undergraduate degree in a relevant field; CPA, MBA, or CFA (or comparable) are nice to have.Experience and understanding of liquidity and funding principles, market and credit risk management practices, financial instruments, and Global Markets operations.In‑depth familiarity with trading system output data.In‑depth knowledge of the MS Office suite (Excel, PowerPoint, Word).Working knowledge of database querying (SQL), programming (Python, VBA), and Bloomberg software.Understanding of financial markets and banking & broker/dealer regulatory environments.Understanding of international best practices in capital, liquidity, and funding management, and process improvement.Skills:Ability to understand and analyze complex financial products and transactions including derivatives, secured financing transactions, fixed income, loan origination facilities, and collateralisation in these transactions.Ability to assist in the development of analytical models and decompose complex transactions into their balance sheet elements.Strong data management skills with the ability to quickly source and work with data from many sources.Ability to communicate with both business and risk subject matter experts to connect and translate advanced concepts.A desire to work in a fast‑paced environment.Excellent written and oral communication skills.Relationship management with an internal client focus.Ability to handle multiple tasks and flexibility to re‑prioritise and manage conflicting demands.Strong process and change management skills.SalarySalary range: CAD 82,800 – 154,800 (Salaried). Compensation may vary by location, skills, experience, education, and qualifications. Perks are commensurate with the position.#J-18808-Ljbffr

📌 Vp Global Markets Funds Transfer Pricing - C$82,800 - C$154,800 A Year (Winnipeg)
🏢 BMO Global Markets
📍 Winnipeg