Quantitative Risk Manager

2 months ago


Johannesburg, Gauteng, South Africa KPMG-SouthAfrica Full time

{"Responsibilities": "As a key member of our Quantitative Valuation and Market Risk team, you will work closely with capital market specialists to deliver high-quality valuation and market risk analysis services to our banking and financial services sector clients. Your expertise will be instrumental in reviewing and assessing market risk methodologies and processes for the benefit of our banking clients. You will also contribute to projects related to the implementation of the Interest Rate Risk in the Banking Book (IRRBB) and the Fundamental Review of the Trading Book (FRTB), as well as Liquidity Risk and Counterparty Credit Risk. Your analytical skills will be essential in preparing briefs and analytical notes, and contributing to the writing of sections in analytical reports. You will 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. You will also coordinate with specialists within the broader team and the whole firm to complete tasks and deliverables to a high-quality standard as part of client engagements.

Qualification, Skills and Knowledge: You will have a strong background in Quantitative Finance, with a Honours Degree and ideally a master's degree in financial engineering or Quantitative Finance. You will also have certification such as FRM or PRM, and excellent Quantitative Skills. You will have development skills in Excel/VBA, Python, R, C++, and solid business writing skills. You will be able to work under pressure and be a team player.

Experience: You will have at least 4 years' experience in a top South African Bank or leading professional services firm.

Key Skills: Quantitative Finance, Financial Engineering, Risk Management, Valuation, Market Risk, Interest Rate Risk, Liquidity Risk, Counterparty Credit Risk, Derivatives Valuation, Analytical Skills, Business Writing, Team Player, Pressure Management.

About KPMG-SouthAfrica: KPMG-SouthAfrica is a leading professional services firm that provides a range of services including audit, tax, and advisory services. We are committed to helping our clients achieve their goals and succeed in an ever-changing business environment.

Join our team of talented professionals and contribute to our mission of making a positive impact on the world.

We offer a dynamic and inclusive work environment, with opportunities for career growth and development. We are committed to diversity and inclusion, and we welcome applications from talented individuals from all backgrounds.

If you are a motivated and talented individual who is passionate about risk management and valuation, we encourage you to apply for this exciting opportunity.

Apply now and take the first step towards a rewarding career with KPMG-SouthAfrica.

Contact us: [insert contact information]"}



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