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:

- 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:

- Limit Recommendations
- Client Margining
- Ensure that the risk limits remain in line with:
- 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
- Maintain list of existing and new bespoke reporting and systematically and periodically reviewing for potential automation enhancement
- Prioritize the creation of new 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.
- 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 escalates 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.)
- Propose recent 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

Must have:

- Analytical capability and Problem solving: Able to break down complex problems into simple manageable units, develops solutions for each unit, and integrates them back into the whole. Can absorb ideas quickly and apply

📌 Prime Services Risk Advisor (Montreal)
🏢 Société Générale
📍 Montreal