Manager – Global Markets Funds Transfer Pricing

Manager – Global Markets Funds Transfer Pricing

Requirements

• 5 – 8+ years’ experience, with exposure to one or more of the following: funds transfer pricing, liquidity and funding management, capital management, collateral management, business process improvement and financial reporting.
• CPA, MBA, or CFA (or comparable).
• Understanding of financial markets and banking & broker/dealer regulatory environments.
• Working knowledge of trading and settlement systems, loan systems.
• In-depth knowledge of MS Office suite (Excel, PowerPoint, Word, Access)
• Working knowledge of database querying (SQL), programming (Python, VBA), and Bloomberg software
• Experience and understanding of liquidity and funding principles, market and credit risk management practices, financial instruments, and Global Markets operations;
• Understanding of international best practices in capital, liquidity and funding management, and process improvement.

Responsibilities

• Modelling and calculation of FTP requirements across GM.
• Optimization of calculations to ensure accuracy and timeliness.
• Planning of unsecured funding issuance and how that affect funding costs and fits under balance sheet constraints.
• Participate as a team member on projects will help improve/optimize the performance of Capital Markets businesses under various binding balance sheet constraints.
• Understand how an asset affects regulatory and internal liquidity risk metrics.
• Work closely with LOBs on business initiatives to identify and proactively manage any potential liquidity and funding exposures or opportunities, determine FTP profile to use.
• Alignment to how GM desks pay for funding daily and how FTP charges apply relative to existing processes.
• Alignment of FTP processes in GM with rest of the bank to avoid internal arbitrage.
• Alignment of FTP to collateral usage costs as related to VM, IM, IA requirements.
• Documentation and maintenance of FTP policy for engagement with Internal Audit.

Preferred Qualifications

• Ability to understand and analyze complex financial products and transactions (eg; derivatives, secured financing transactions, structured products, fixed income, and collateralization in these deals);
• Ability to assist in development of analytical models and decompose complex transactions into their balance sheet elements.
• Strong data management skills with the ability to quickly source data from many sources
• A desire to work in high-pace environment.
• Excellent written and oral communication skills.
• Ability to handle multiple tasks and flexibility to re-prioritize and manage conflicting demands.
• Relationship management with an internal client focus.
• Strong process and change management skills.