FRM Market Risk Junior Consultant at KPMG South Africa

Key responsibilities

• Ability to work within a project team and take responsibility for the delivery of quality project deliverables.
• Support the development of Risk Technology solution using Python, VBA/Excel or Python.
• Support Advisory and Audit engagements and review regulatory requirements (Basel/BCBS, IRRBB, FRTB, SA-CCR)
• Check compliance in the areas of risk management, risk reporting and capital adequacy

Skills and attributes required for the role:

• Candidate must have a good understanding of quantitative methods and their application in the Financial Risk Management space
• Deep analytical skills, coupled with an open and curious mind, problem solving
• Advanced knowledge of programming or database languages like Python, R,
• VBA, SQL (or other) as well as excellent knowledge of the Microsoft Office suite
• Ability and willingness to write detailed report on communicate technical topics in simple terms

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

• Hons, Master or PhD in a quantitative discipline e.g. mathematical Finance,
• Actuarial science, quantitative finance, computational engineering
• Knowledge in Finance / Banking / Financial Products highly preferred