FRM Market Risk Junior Consultant

4 weeks ago


Johannesburg, Gauteng, South Africa KPMG South Africa Full time
Job title : FRM Market Risk Junior ConsultantJob Location : Gauteng, JohannesburgDeadline : April 05, 2025Quick Recommended Links
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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
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