KPMG is the authoritative voice in Africa - unmatched in our ability to provide excellent service to our global, regional and local clients.
KPMG in Africa's footprint ensures our forward-thinking, skilled professionals understand the complexities of doing business on this continent.
Our deep expertise on Africa’s contrasts and opportunities and long-stand...
Read more about this company
As part of the Quantitative valuation and market risk team, you will work alongside a team of capital market specialists and will be able to quickly build upon your existing industry skills to become an expert in your field. You will be expected to lead projects and contribute to developing and nurturing our existing talent pool.
Focus on preparation, delivery, reporting and evaluation of the results in response to the needs of stakeholders and external regulators will be key for the successful candidate.
Details:
Work closely with partner and senior managers to deliver high quality valuation and market risk analysis services to our banking and financial services sector clients. The candidate will be involved in the review and assessment of Market risk methodologies and processes for the benefit of our banking clients.
Supporting projects related to the implementation of the Interest Rate Risk in the Banking Book (IRRBB) and the Fundamental Review of the Trading Book (FRTB)
Contributing to project related to Liquidity Risk and Counterparty Credit Risk, covering framework review, design and implementation
Involvement in Derivatives valuation projects using analytical and numerical methods
Prepare briefs and analytical notes and contribute to the writing of sections in analytical reports
Work in a client-facing capacity managing the delivery of work programs and responsible for management of client relationships on a day-to-day basis.
Coordinate with specialists within the broader team and the whole firm
Complete tasks and deliverables to a high-quality standard as part of client engagements - working to an agreed plan, budget, and quality.
Identify and document risks, issues and conclusions - consulting with appropriate team members as necessary
Escalate risks and issues beyond own experience or skill set
Lead thinking about the changing financial landscape by contributing to research for our clients.
Integrate with the KPMG community, both locally and internationally, to identify and convert opportunities for business growth.
Inspire, teach and coach the junior staff reporting to you.
Qualification, Skills and Knowledge
Honours Degree in Quantitative Finance and ideally master’s degree in financial engineering or Quantitative Finance
Certification such as FRM or PRM
Excellent Quantitative Skills
Development Skills (Excel/VBA, Python, R, C++)
Solid business writing skills
Attention to details
Ability to work under pressure
Team player
Experience
At least 4 years’ experience in a top South African Bank or leading professional services firm
Gmail
Yahoomail