Hedge Funds, Corporates and Complex Transaction CCR Advisor

Responsibilities

• The Americas Hedge Funds, Corporates and Complex Transaction Client Risk Team (RSR/CCR/FCC) acts as the 1st Line of Defense risk team for Counterparty Credit Risk (CCR) in relation to Hedge Funds, Proprietary Trading Groups, Family Offices, Mutual Funds, and other clients trading Complex Transactions (e.g., Exotic Trades, Alternative Risk Transfer, etc.).
• The Risk Advisor covers Agency Scope: Prime Services & Clearing (PSC) activities within the Equity Derivatives (EQD) Business Line in Global Markets (MARK) and Principal Scope: Bilateral Trading Activities where any MARK Trading Desk is a Principal of the activity, including Equity Derivatives (EQD), Fixed Income and Currencies (FIC) and Distribution and Credit Solutions (DCS).
• The team is primarily responsible for: Portfolio Analysis, Limit Recommendations, Client Margining, Risk Monitoring, Limit Overshoot Management, and ensuring risk limits remain aligned with SG Risk Appetite, changes in client risk profile, and scarce resource targets (Profitability, RWA, Balance Sheet, LRE, NSFR, Cash, LCR).
• Day‑to‑day responsibilities include:
  • Portfolio Analysis, Front Office and Client Interaction: supporting sales on client pitches with risk information and explanations of how SG defines risk and applies measures to client portfolios.
  • Assisting in due diligence meetings for prospective and existing clients and assisting RISQ if requested.
  • Performing analyses on client strategies and trading patterns, and risks in client portfolios (market risk – systemic, idiosyncratic or dislocation/basis; liquidity and concentration risks; wrong‑way risk, etc.), margin coverage relevance, margin period of risk relevance, and scarce resource usage as required.
  • Ensuring relevance of the risk framework through ongoing discussions with clients about their activity.
  • Identifying emerging risks (market events, client‑related early warnings) and escalating to MARK senior management and RISQ.
  • Participating in implementing specific post‑conditions (e.g., when a framework or limit is approved with post‑conditions) and/or exceptions, ensuring they are monitored, annually reviewed, and renewed.
  • Ensuring client exposures align with global frameworks (e.g., financing envelopes for specific assets, CCP limits, etc.).
  • Training the Front Office on the CCR Framework.
  • Risk Limits: proposing new limits and/or renewals on upcoming expired limits to MARK senior management and RISQ for validation.
  • Participating in Account Closure and Renewal Processes (Limits and Sponsored Direct Market Access “SDMA” connections).
  • Reviewing and providing recommendations for Complex Transactions (e.g., Alternative Risk Transfers, etc.).
  • Monitoring/Reporting & Overshoot Management: ensuring first‑level monitoring of EOD risk and agency‑specific limits, commenting on overshoots, and preparing remediation plans in concert with the Front Office for FCC clients.

Required Competencies

• Analytical capability and Problem solving: able to break down complex problems into simple manageable units, develop solutions for each unit, and integrate 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 to FCC and MARK while maintaining high‑quality work product and safeguarding the bank.
• Interpersonal effectiveness: self‑aware of own behavior and work style, tolerant of different needs and viewpoints; demonstrates interest, consideration, and respect for others’ opinions.
• Communication Skills: excellent verbal, writing, and presentation skills; able to interact with stakeholders and relay complex technical concepts to both technical and non‑technical audiences; able to present and escalate issues to senior management.
• Client focused with strong advisory skills.
• Organized, detail oriented, and eager to learn.

Technical Skills & Knowledge

• Required:
  • Solid knowledge of financial markets and financial products.
  • Good knowledge of vanilla derivatives.
  • Good knowledge of financial risk, margining, and portfolio analysis techniques: VaR models, Stress Testing, Greeks.
• Nice‑to‑have:
  • Familiar with databases and business intelligence (e.g., Tableau, Power BI, etc.).
  • Programming in Python.