Senior Manager - Market Risk and Valuation Services at KPMG South Africa

Job title/position:

Quantitative Valuation & Market Risk Manager

Number of positions: 1

Function and Business Unit: FRM, Market Risk

Description of the role and purpose of the job:

• 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 teams and contribute to developing and nurturing our existing talent pool.
• As well as working on client engagements, you will also have the opportunity to lead new business initiatives, growing our market offering and supporting the management of our team.
• You will be a primary interface for our clients, structuring, planning and delivering engagements, developing relationships and managing delivery teams.
   

Key responsibilities:

• 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. You will be preparing reports relating to market risk, counterparty credit risk, interest rate risk in the banking book, and liquidity risk;
• You would design and develop complex pricing models for financial instruments using advanced numerical methodologies such as binomial tree or montecarlo simulation;
• 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;
• Integrate with the KPMG community, both locally and internationally, to identify and convert opportunities for business growth;
• Lead thinking about the changing financial landscape by contributing to research for our clients; and
• Inspire, teach and coach the junior staff reporting to you.

Skills and attributes required for the role:

• Technical excellence in quantitative valuation and market risk analysis, as evidenced by a degree in finance or a related field, coupled with advanced or professional qualifications;
• Experience working in a consulting environment, or with a regulator or a financial institution – ideally a bank – which has deep exposures to financial markets;
• A demonstrated ability to relate well to others and to build trusted business relationships and networks;
• Success at working within a project-based environment, where collaboration is vital; and
• The power to communicate clearly and confidently, both in writing and in person.
   

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

• 5 years’ experience
• Hons Degree in Mathematical Finance, Actuarial Science or Financial Engineering