Financial Engineering Group Senior Manager at KPMG South Africa

The candidates would be required to provide oversight management of the Financial Engineering Group trainees and staff.

Key Responsibilities

• Managing quantitative and qualitative risk elements of an allocated audit client portfolio relating to a global markets area.
• Presenting audit and advisory findings relating to the respective engagement to clients as well as assist with audit committee document submission.
• Engagement with fellow joint auditor with respect to cross reviews/ISA 600 responsibilities on FEG related matters
• Management of staff with respect to equitable planning of resources and ensuring that teams are adequately transformed.
• Reviewing the quantitative work performed by junior resources to ensure that the various valuation risk factors have been accurately measured and documented
• Mentoring and acting as a role model to more junior resources
• Co-ordinating monthly knowledge shares and presenting on areas of judgement that the wider FEG would benefit from (i.e. XVA’s, IBOR transition, hedge accounting)
• Technical assistance to complicated accounting and auditing applications.
• Contributing to achieve the business unit’s strategic initiatives with respect to ensuring the highest level of audit quality and generating blue sky with respect to advisory engagements
• Tracking of FEG financial performance for the year
• Co-ordinate monthly FEG manager meetings
• Driving innovation within the group with respective to portfolio valuations and development of AI tools.
• Assistance in growing the FEG function within the firm and externally and focussing on branding.

Skills And Attributes Required For The Role

• Deep understanding of the risk prevalent in the global market environment including the trading process (XVA’s, derivative financial modelling, hedge accounting and treasury controls used to manage the risks)
• Exposure to banking trading systems (e.g. Front Arena, Murex)
• Strong leader
• Team player
• Ability to work under pressure
• Good communication (verbal and written) and interpersonal skills
• eAudIT and Clara knowledge
• Up to date with accounting, auditing standards and global best practice templates
• Strong quantitative knowledge and experience
• Enthusiasm, individual initiative and self-drive

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

• CA (SA) or equivalent qualification, and has at least 2 years experience since completion of training contract.
• Experience in global market audits with the emphasis on treasury, stockbroking and asset management clients would be preferred
• Has led an advisory FEG engagement
• Completion, or studying towards a CFA accreditation would similarly be an added advantage