Assistant Manager, Financial Risk Management (Credit and Capital) at KPMG South Africa

Description of the role and purpose of the job:

• Seeking a dynamic individual with highly quantitative skills within the credit risk modelling space with advanced academics and strong communication skills. The role will be for credit risk quantitative analyst Assistant Manager / Senior Consultant.

Key responsibilities:

•  Supporting with credit risk model developments and validation for provisioning and capital modelling purposes.
•  Supporting with other credit strategic engagements to assist clients with enhancing their credit risk management capabilities (across the credit lifecycle); including predictive modelling.

Skills and attributes required for the role:

•  A Hons, Masters or Doctored degree in a quantitative discipline such as Mathematics, Statistics or similar.
•  Relevant experience within a quantitative credit risk-based role would be desired with at least 4 or more years of experience.
•  Coding skills (such as SAS, Python, R, etc.) skills would be required.
•  Other competencies that would be desired:
• Critical Analytical Thinking
• Business Acumen
• Excellent Communication Skills with ability to articulate quantitative concepts to both technical and non-technical individuals
• Able to engage with senior management and clients, as well as manage staff and engagements.
• Excellent presentation skills
• Must be resilient
• Must be a team player
• Ability to cope with and work under pressure

Minimum requirements to apply for the role (including qualifications and experience):

• A Hons, Masters or Doctorate degree in a quantitative discipline such as Mathematics, Statistics or similar.
• Relevant experience within a quantitative credit risk-based role would be desired with at least 4 or more years of experience.