VP Global Markets Funds Transfer Pricing

Responsibilities

• Manage the Funds Transfer Pricing (FTP) process for BMO Global Markets, including calculating and reporting funding and collateral usage costs
• Model and optimize FTP requirements to ensure accuracy, timeliness, and compliance with bank policies
• Plan unsecured funding issuance and analyze its impact on funding costs and FTP results
• Partner with Lines of Business (LOBs) to identify and manage liquidity and funding exposures or opportunities
• Align FTP processes with the rest of the bank to prevent internal arbitrage
• Maintain and update FTP documentation, including policies and committee mandates
• Support Interest Rate in the Banking Book (IRBB) initiatives and optimize performance under balance sheet constraints

Requirements

• 8+ years of experience in funds transfer pricing, liquidity and funding management, capital management, or market risk management
• Undergraduate degree in a relevant field (CPA, MBA, or CFA is a plus)
• Strong understanding of financial instruments, derivatives, and Global Markets operations
• Proficiency in SQL, Python, VBA, and Bloomberg software
• Advanced data management skills and ability to analyze complex financial products
• Excellent written and oral communication skills for interacting with business and risk subject matter experts

About the Company

BMO is a leading North American bank driven by a purpose to Boldly Grow the Good in business and life. As the 8th largest bank in North America by assets, we provide personal and commercial banking, wealth management, and investment services to more than 12 million customers globally.