Responsibilities

The Americas Risk and Scarce Resources Counterparty Credit Risk team (RSR/CCR) acts as the 1st Line of Defense CCR risk team within MARK. The Risk Advisor covers: Agency Scope: Prime Services & Clearing (PSC) activities Principal Scope: Bilateral Trading Activities where any SG MARK Trading Desk is a Principal of the activity. The team is primarily responsible for the following areas:

- Portfolio Analysis
- Limit Recommendations
- Client Margining
- Risk Reporting & Monitoring
- Limit Overshoot Management

Ensure that the risk limits remain in line with:

- SG Risk Appetite
- Changes in Clients risk profile
- Scarce Resource targets (Profitability, RWA, Balance Sheet, LRE, NSFR, Cash, LCR)

Day‑To‑Day Responsibilities

- Supervision of Junior Staff and RSR AMER Management Interaction
- Supervise and manage work of two associates or analysts
- Work with onshore CCR RSR AMER management to set priorities for Montreal team
- Ensure timely completion of work assigned to Montreal team
- Manage time off / ensure back ups, handle HR issues
- Set specific objectives, provide regular feedback and perform annual reviews of Montreal team
- Database Maintenance, Report Automation & Enhancements: Maintain list of existing and new bespoke reporting and systematically and periodically reviewing for potential automation enhancement
- Prioritize the creation of current Tableau dashboards for bespoke client and activity reporting
- Development of Risk Management Tools: Prioritize multiple analytics projects and creates technical specifications for the industrialization of risk management prototypes in concert with partners




- Suggest enhancements and participate in projects to enhance the productivity of the team
- Participate in projects to enhance the risk framework
- Create various analytics dashboards as requested by management
- Automate various tasks and reporting as requested by management, senior members of the team or partners
- Bespoke Agency and Principal Client & Activity Monitoring / Reporting / Escalation: Ensure coverage of daily first level bespoke monitoring and reporting on agency and principal clients
- Ensure coverage of daily first level bespoke monitoring and reporting on agency and principal activities
- Ensure appropriate commentary and reporting / escalating as needed
- Participate in providing material to the relevant committees (e.g., Counterparty Credit Risk Committee “CCRC”, Liquidity and Concentration Committee, etc.)
- Act as back up for intraday pnl reporting for holidays and outages
- Work with onshore team to create / produce portfolio level reporting and dashboards for weekly, monthly and quarterly committees
- Sample Portfolios and Margin Impacts for Transfers
- Manage Sample Portfolio assignment of urgent and / or complex sample client portfolios, and if needed, running various metrics including VAR, CMFST, margins for discussion and review with RSR coverage analyst
- Portfolio Analysis: Perform and provide analyses on a limited subset of clients




- Client strategies and trading patterns
- Risks in client portfolios: market risk (systemic, idiosyncratic or dislocation/basis risks), liquidity and concentration risks, wrong way risk, etc.
- Margin coverage relevance
- Margin period of risk relevance
- Scarce resource usage if required.
- Identify emerging risks (market events, client‑related early warnings) and upscale to RSR CCR onshore team, RISQ and Sales
- Participate in implementing specific post‑conditions (for example if a framework/a limit is approved with post‑conditions) and/or exceptions if needed. Ensure such post‑conditions and/or exceptions are monitored, annually reviewed and renewed.
- Ensure subset of client exposures are in line with global frameworks (e.g., financing envelopes for specific assets, CCP limits, etc.)

Risk Limits

- Propose new limits and / or renewals and margination regimes on upcoming expired limits to RSR onshore team and / or RISQ for validation.

Overshoot Management

- Comment overshoots and prepare remediation plans in concert with Front Office for assigned clients.
- Escalate potential client issues to RSR, Sales and RISQ for assigned clients
- Monitor margin disputes and aged/failed payments.

Client Margining

- Define and updates margining rules for assigned clients, under the constraints of the risk limits.
- Ensure margin levels remain adequate for the risks of the client’s portfolio.
- Ensure that margination is set up appropriately in various back office and margination systems.

Profile required

- Competencies:Required: Analytical capability and Problem solvi

📌 Prime Services Risk Advisor (Montreal)
🏢 Societe Generale
📍 Montreal