Analyst/Associate - Liquidity, Funding & Balance Sheet Optimization

BMO•Toronto, ON

11d

About The Position

This position involves the management of liquidity and funding risk within BMO Capital Markets. Key responsibilities include monitoring and reporting funding activity, collateral usage, liability diversification, and intra-day collateral and payments activity. The role ensures compliance with Bank policies, standards, and guidelines as the first line-of-defense, working with Lines of Business (LOBs), Corporate Treasury, and Enterprise Risk & Portfolio Management to maintain the safety and soundness of BMO Capital Markets. The Analyst/Associate will assess the impacts of liquidity and funding risk related to regulatory requirements, internal risk metrics, and business strategy, and recommend actions to senior leadership to optimize the balance sheet under various constraints. The role also includes participating in building new technology infrastructure for balance sheet monitoring, reporting, and analysis, and implementing and maintaining Funds Transfer Pricing (FTP) for the Global Markets trading business.

Requirements

CPA, CFA, FRM (or comparable)
2 – 5+ years of experience, with exposure to one or more of the following: liquidity and funding measurement and management, capital management, treasury markets, collateral management, business process improvement and financial reporting
Understanding of international financial markets and banking & broker/dealer regulatory environments
Working knowledge of trading and settlement systems, loan systems
In-depth knowledge of MS Office suite and familiarity with one or more of the following: SQL, VBA macros, Python, and Power BI
Experience and understanding of liquidity and funding principles, market and credit risk management practices, funds transfer pricing principles, financial instruments, and Trading Products operations
Understanding of international best practices in capital, liquidity and funding management, and process improvement
Ability to understand and analyze complex financial products and transactions (i.e. derivatives, secured financing transactions, structured products, and fixed income)
Ability to assist in development of analytical models and decompose complex transactions
A desire to work in a high-pace environment
Excellent written and oral communication skills
Ability to handle multiple tasks with the and flexibility to re-prioritize and manage conflicting demands
Strong analytical and data management skills and/or familiarity with one or more of the following: SQL, VBA macros, python
Relationship management / internal client focus
Strong process and change management skills
Strong presentation skills

Responsibilities

Accountable for BMO Capital Market’s liquidity and funding risk management, monitoring and reporting processes as the first-line-of-defense
Monitor adherence to Corporate Policies, Corporate Standards, and Corporate Guidelines
Work closely with Lines of Business (LOBs) to ensure compliance with liquidity and funding limits and guidelines
Partner with LOBs on business initiatives to identify, assess and proactively manage potential liquidity and funding exposures and opportunities
Automate and streamline reporting processes, collaborate with Technology & Operations, to design, develop and implement analytic models that support effective oversight of liquidity risk within BMO Capital Markets
Produce timely and accurate management information related to liquidity and funding activity, collateral usage, liability diversification, liquidity coverage ratio, net cumulative cash flow and net liquidity position
Deliver meaningful ad hoc analysis on balance sheet impacts under various capital, liquidity, and funding scenarios
Participate in initiatives aimed at improving and optimizing Capital Markets performance under various binding balance sheet constraints
Develop liquidity and funding stress-testing scenarios to identify and mitigate potential risks
Build and maintain robust balance sheet and liquidity forecasting tools to support capital markets growth initiatives
Prepare reports for senior management and risk oversight committees on liquidity and funding risk
Participate in internal governance forums, regulatory reviews, and cross‑functional initiatives as required