I thought I would share my experience with you in case you face the same challenge
When I was going to get a mortgage after I moved to the US I had no credit score. My credit union (First Tech) suggested that I should have at least 2-3 credit card. I tried to get a credit card through BMO US branch but it went no where. If you have other Canadian banks in your area, you might be able to get a credit card. I was told it would take 2 months to have a credit score. I ended up getting a secured credit card with the credit union. You just need to have a deposit in your account that you can t touch. Then I found out you could also get an American Express credit card with your Canadian credit score. You need to make sure to use your SIN in your application. I got one without issue, $5000 limit.
For my mortgage, the credit union has a special program for immigrants like us. If my employer offers relocation, and most employers here do a thorough background check, they could utilize that to give me a loan. My job didn t officially offer relocation assistance, but my boss is kind enough to reimburse me 6k for moving. I asked him to write an email to the credit union and it was accepted. I got my mortgage.
After all this my credit score has been going up to the level similar to my Canadian one.
Everything is tough in the beginning but you will get through it, so keep your spirit up and enjoy your life in a new country.