FTP Analyst

  • Bachelor’s degree in Economics, Finance, Accounting, Mathematics, or a related field.
  • Preferred: MBA or Master’s Degree, and 2-5 years of experience in capital planning, corporate treasury, or related work.

FTP (fund transfer pricing), Interest rate risk, Regulatory/Compliance, Capital Markets, Mortgage backed securities

Job Description

We are looking for a skilled FTP (Fund transfer pricing) Analyst to join our team. The candidate will be responsible for responsible for developing and implementing FTP frameworks and models to manage interest rate risk and funding gaps within the bank. The role involves close collaboration with various departments to ensure accurate pricing and compliance with regulatory requirements.

Department

Treasury/Finance

Skills Required

FTP (fund transfer pricing), Interest rate risk, Regulatory/Compliance.

Key Responsibilities:

  • Develop and implement FTP frameworks and risk models to address interest rate risk and funding gaps.
  • Analyze key balance sheet metrics to identify drivers, trends, and risks, and provide recommendations for optimization strategies.
  • Communicate the methodology and results of the FTP framework to the Risk Committee, business line leaders, and other stakeholders.
  • Work closely with relevant stakeholders to source and price funding for their products.
  • Excellent analytic, writing, and presentation skills.
  • Organized, detail-oriented, and able to manage numerous aspects of FTP simultaneously.
  • Strong problem-solving skills and ability to work on multiple projects under compressed timelines. 

Qualifications:

  • Recent experience with FTP (Fund Transfer Pricing).
  • Proficient in all concepts of interest rate risk modeling, balance sheet dynamics, fixed-income analytics, and non-maturity deposit behaviours.
  • Strong knowledge of capital markets including but not limited to option-adjusted valuation concepts and methodologies with the capacity to apply them in the normal course of balance sheet risk modeling.
  • Strong knowledge of mortgage-backed securities, collateralized mortgage obligations, derivatives and structured products with the ability to produce valuation metrics and analyse cash flow behaviours.
  • Proficient in statistics and concepts.

If you are passionate about FTP analysis and want to contribute to an innovative and dynamic team, we encourage you to apply!

Apply Now