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 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 Must have:

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

Results oriented: participates in setting goals and meets deadlines to bring value

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