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Funds Transfer Pricing Specialist

Posted on May 20, 2020 by Harvey Nash IT Recruitment Switzerland

Zürich, Switzerland
1 Jun 2020
Annual Salary

Are you interested in funds transfer pricing (FTP)? We are looking for somebody to join the FTP team and help with a range of transfer pricing related topics, including:

  • Oversight and approval of Funds Transfer Pricing (FTP) curve settin

  • Subject matter expertise (SME) with regards to FTP construction and analysis

  • Interface with GT, businesses, finance, audit, regulators and other stakeholders with FTP SME expertise

  • Enhancement of the FTP curve setting process

  • Development of the liquidity and funding risk transfer

  • Development of the modelling of loans and deposits for FTP

  • Contributing to cover our wider GT Funding team - including resource planning, resource optimisation, funding management and funding issuance

Your Team:

You will be working as part of the Group Treasury team based in London/Zurich. The FTP team is part of the Liquidity and Funding function within Group Treasury

The FTP team is responsible for the governance, methodology, transparency and effective communication of FTP. The principle objectives are to: accurately price funding generation and consumption in the Group and its entities; incentivise the optimum mix of assets and liabilities in particular currencies and tenors; & steer the Balance Sheet composition towards a balanced equilibrium

Your Experience and Skills:

You have:

  • Funds Transfer Pricing (FTP)

  • Liquidity and Funding stress models & risk management

  • Retail and Corporate Banking Products: mortgage loan, margin (lombard) loan, savings deposits

  • Basel III LCR client categories

  • Financial market instruments: Interest rate swaps, FX-swap, FRMM, HQLA, Senior Debt

You are:

  • Interested in funding related matters and capital markets

  • Proficient in MS Applications (eg Word, Excel, Access)

  • Able to work under time pressure and to manage the priorities in a complex project setup

If you think this could be the right role for you, please feel free to apply online or please contact Agnieszka Wojcik directly ( (see below) ).

Reference: 891121643

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