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: Bilateral Trading Activities where any SG MARK Trading Desk is a Principal of the activity.

Ensure that the risk limits remain in line with: Changes in Clients risk profile 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 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 Participate in providing material to the relevant committees (e.Counterparty Credit Risk Committee “CCRC”, Liquidity and Concentration Committee, etc.). Act as back up for intraday pnl reporting for holidays and outages 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 Risks in client portfolios: market risk (systemic, idiosyncratic or dislocation/basis risks), liquidity and concentration risks, wrong way risk, etc.

Margin period of risk relevance 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. financing envelopes for specific assets, CCP limits, etc.) Comment overshoots and prepare remediation plans in concert with Front Office for assigned clients.

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.

Able to break down complex problems into straightforward manageable units, develops solutions for each unit, and integrates them back into the whole.

Results oriented: participates in setting goals and meets deadlines to bring value to FCC and MARK while maintaining high quality work product and safeguarding the bank.

Communication Skills: excellent verbal, writing and presentation skills with the ability to interact with stakeholders and ability to relay complex technical concepts to both technical and non-technical audiences. Ability to present and elevate issues to Senior Management.

Technical Skills & Knowledge: Solid knowledge of financial markets and financial products.



3+ years Counterparty credit risk monitoring / credit experience Good knowledge of risk measurement techniques: VaR models, Stress Testing, Greeks. Programming in Python and SQL. Familiar with databases and business intelligence (e.Tableau, Power BI, etc.) Object oriented programming, API, Threading, Front end (angular/react), Java.

Good knowledge of Excel. Bachelor’s degree in Finance, Economics, Computer Science, Engineering or Mathematics. 7-10 years in risk management, preferably in market risk, model risk or hedge fund risk. LANGUAGE:Ability to communicate in English, both orally and in writing, is a requirement as the person in this position will need to collaborate regularly with colleagues and partners in the United States.

Due to US Federal Securities law that may apply to this position, candidates who will apply for this position may be required to submit to an enhanced background screening, including the collection of their fingerprints by a third-party vendor selected by the Financial Industry Regulatory Authority (“FINRA”). This way, we maximize our ability to serve client needs and anticipate market changes.

Societe

Generale is committed to strengthening bonds with colleagues, communities, and the world in which we live, because relationships are at the heart of how we operate. D&I;:Our Diversity & Inclusion Mission: Recruit, develop, advance, and retain a diverse workforce that is united in our efforts to enhance our competitive position and deliver innovative solutions to our clients.

Our Diversity & Inclusion Vision: Engaged workforce that is demographically diverse in a way that reflects the communities in which we operate Engage our community and marketplace, and position the organization to meet the needs of all its clients

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