Senior Consultant Market Risk at KPMG South Africa

The key purpose of the position involves helping our clients in the design and implementation of treasury, trading and risk systems, operating models, organisational structure, risk measurement and performance techniques.

Critical Technical Skills or competencies

• Detail-oriented with strong analytical skills
• Understanding of Financial Markets, Data Analysis and Derivatives Valuation
• Solid knowledge of Market Risk, Counterparty Credit Risk
• Good Programming Exposure (VBA, C#, SQL, etc…)
• Exposure or Experience of trading and risk system (Front Arena, Calypso, Adaptiv, Quantum, etc…)
• Candidate must have a good understanding of quantitative methods and their application in the Financial Services industry

Critical Interpersonal or Interactive skills

• Initiative and enthusiasm
• Responsibility and maturity
• People skills
• Professionalism
• Ability to deliver and follow-through on project responsibilities
• Confidence to be client-facing
• Above average linguistic aptitude and excellent writing skills
• Good communication/ presentation skills
• Previous project management experience would be a plus
• Ability to work under pressure
• Flexibility to accept change in terms of the consulting/ advisory environment

Qualifications and Experience Required

• Relevant (BSc/ MSc) degree or Honours degree in Mathematical Finance, Actuarial Science, IT, Finance or other Quantitative or Technical area
• 1 to 4 years’ experience from a Bank, Insurance, Consulting or Technology firm