Open Positions at KPMG South Africa

Description of the role and purpose of the job:

• We have an exciting opportunity to join our Financial Risk Management business unit, since we are looking to fill four positions for Senior Consultants in our Credit Risk & Capital Management team. We are a specialist function within KPMG’s Advisory Practice which has as its main purpose to assist clients with the development and review of often complex statistical models used to quantify financial risks. The Credit Risk & Capital management team is made up of credit risk modellers and analysts from a broad and diverse range of quantitative backgrounds, including mathematics, statistics, engineering and actuarial.
• As a Senior Credit Risk Consultant, you will not only have a technical specialist role in the development and in the auditing of credit risk models (IFRS9, scorecards, etc.), but also be involved in the coaching and training of junior team members. The role offers exposure to a wide range of modelling techniques used by banks ranging from smaller local credit providers to globally systemically important banks. It also provides access to the latest technologies and developments, and you will be able to hone your coding skills in packages like Python, R and SAS.

Key responsibilities:

• Development and review of credit risk model both for provisioning and regulatory capital requirement purposes
• Assisting with the coding and automation of financial risk management models
• Support with the training of junior team membersParticipate in building a coaching culture aimed at getting the best out of others in an environment where everyone in the team feels empowered to speak up or challenge where appropria

Skills and attributes required for the role:

• Understanding of contemporary statistical techniques and practices in credit risk modelling
• Able to read, interpret and create software code, and ideally some experience with modern computing languages related to credit risk modelling (e.g. SAS, Python, or R)
• Strong organisational and time management skills; able to work effectively in a fast-paced environment with conflicting priorities and deadlines
• Self-driven and resilient
• Team player
• Good presentation and communication skills with ability to articulate quantitative concepts to both technical and non-technical individuals

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

• A Hons or Masters degree in a quantitative discipline such as Quantitative Finance, Mathematics, Statistics or equivalent.
• Minimum 2 years of relevant experience within a quantitative credit risk-based role
• Some experience of managing, coaching or mentoring junior staff would be an asset

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Description of the role and purpose of the job:

• We have an exciting opportunity to join our Financial Risk Management business unit, since we are looking to fill a Manager/Assistant Manager position in our Credit Risk & Capital Management team. We are a specialist function within KPMG’s Advisory Practice which has as its main purpose to assist clients with the development and review of often complex statistical models used to quantify financial risks. The Credit Risk & Capital management team is made up of credit risk modellers and analysts from a broad and diverse range of quantitative backgrounds, including mathematics, statistics, engineering and actuarial.
• As an Manager/Assistant Manager, you will not only have a technical specialist role in the auditing and the development of credit risk models (IFRS9, scorecards, etc.), but also assist the Senior Manger with responsibilities with regard to the planning, organization and quality control of projects. The role offers exposure to a wide range of modelling techniques used by banks ranging from smaller local credit providers to globally systemically important banks. It also provides access to the latest technologies and developments, and you will be able to hone your coding skills in packages like Python, R and SAS.

Key responsibilities:

•  Development and review of credit risk model both for provisioning and regulatory capital requirement purposes
•  Support with managing projects in the planning/budgeting, execution, and close-out phases.
•  Assisting with the coding and automation of financial risk management models
•  Participating in building a coaching culture aimed at getting the best out of others in an environment where everyone in the team feels empowered to speak up or challenge where appropriate.

Skills and attributes required for the role:

• Relevant experience within a quantitative credit risk-based role
• Well versed in contemporary statistical techniques and practices in credit risk modelling.
• Able to read, interpret and create software code, and relevant experience with modern computing languages related to credit risk modelling (e.g. SAS, Python, or R)
• Strong organisational and time management skills
• Proven track record of managing and delivering small workstreams
• Experience of managing teams, coaching and mentoring junior staff
• Able to work effectively in a fast-paced environment with conflicting priorities and deadlines.
• Good presentation and communication skills with ability to articulate quantitative concepts to both technical and non-technical individuals
• Participating in building a coaching culture aimed at getting the best out of others in an environment where everyone in the team feels empowered to speak up or challenge where appropriate.

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

•  A Hons or Masters degree in a quantitative discipline such as Quantitative Finance, Mathematics, Statistics or equivalent, FRM advantageous
•  At least five years of experience in credit risk

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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 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.

Key responsibilities:

•  Ability to work within a project team and take responsibility for the delivery of quality project deliverables.
•  Manage tracks of work in accordance with projected timelines, budgets and quality standards
•  Gather and translate business requirements for treasury, trading and risk system solution design
•  Liaise with the different business and technical stakeholders to ensure successful risk and treasury solution configuration
•  Ability to define target business processes and ideally design target operating models
•  Actively support business development activities and thought leadership projects
•  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.

Skills and attributes required for the role:

Skills:

•  Candidate must have a good understanding of quantitative methods and their application in the Financial Risk Management space
•  Experience of trading and risk system (Murex, Calypso, Front Arena, Riskwatch, Adaptiv, Mysis Summit, Quantum, ...) in a business or technological role
•  Between 4 to 8 years treasury, trading or risk management experience within a financial services environment

Personal attributes:

• Solid business writing skills
• Attention to details
• Ability to work under pressure
• Team player

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

• At least 5 years’ experience in a top South African Bank or leading professional services firm

For Internal candidates:

• Last performance rating must be Meeting Expectations
• Latest compliance score must not be red.