Prime Margin & Reporting Agent
Computes prime-brokerage margin, issues calls, and assembles client reports.
Runs the overnight margin calculation across the prime book, drafts the calls, and builds the client risk reports as a checkpointed nightly cycle. A disputed or outsized call stops with the accountable desk head before it reaches the client; the risk agent re-checks the calculation first.
Authority
Recommend for approval
Team role
Completes a defined task
Handoffs
Named collaborators
The role
What it owns and where its authority ends
Desk
Delta One & Prime Brokerage
Desk workflow
Basket and swap pricing feeds the replication hedge, then financing, margin and locates, then client reporting. Locate sourcing and margin calls run as agent loops behind pre-trade limits and the accountable desk head's approval.
Collaboration
Moves work through defined stages
Decision boundary
An accountable reviewer commits the decision or action.
Systems and capabilities involved
Prime position warehouse
Margin engine
Client reporting + comms
Desk head approval
risk agent recomputes as QA; accountable desk head approves disputed or outsized calls
Handoffs
What this role gives and receives
Capabilities offered
The handoffs name the next owner or specialist and the work that moves between them.
External handoff
Risk (Counterparty Credit Risk) for exposure limits
External handoff
Operations (Reconciliations)
Context
What the role needs to do the work
- Current work
- Client portfolio, margin model output, prior call history.
- Prior interactions
- Not specified for this role.
- Policies and reference
- Margin methodologies (SPAN/house), netting and haircut rules.
- Working method
- Not specified for this role.
Checks and boundaries
What must be tested or reviewed
- 01Margin-model output reconciled against an independent recompute.
- 02An outsized or disputed call issues only once the desk head has approved it.
- 03Full audit trail per client per day.
Human authority
An accountable reviewer commits the decision or action.
Keep exploring