Quantitative Finance Manager

1 month ago


Johannesburg, Gauteng, South Africa KPMG-SouthAfrica Full time
Job Summary

We are seeking a highly skilled and experienced Quantitative Finance Manager to join our team at KPMG-SouthAfrica. As a key member of our Quantitative Valuation and Market Risk team, you will play a critical role in delivering high-quality valuation and market risk analysis services to our banking and financial services sector clients.

Key Responsibilities

- Work closely with partner and senior managers to deliver high-quality valuation and market risk analysis services to our clients.
- Support projects related to the implementation of the Interest Rate Risk in the Banking Book (IRRBB) and the Fundamental Review of the Trading Book (FRTB).
- Contribute to projects related to Liquidity Risk and Counterparty Credit Risk, covering framework review, design, and implementation.
- Involvement in Derivatives valuation projects using analytical and numerical methods.
- Prepare briefs and analytical notes and contribute to the writing of sections in analytical reports.
- 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.

Requirements

- Honours Degree in Quantitative Finance and ideally master's degree in financial engineering or Quantitative Finance.
- Certification such as FRM or PRM.
- Excellent Quantitative Skills.
- Development Skills (Excel/VBA, Python, R, C++).
- Solid business writing skills.
- Attention to details.
- Ability to work under pressure.
- Team player.

What We Offer

As a Quantitative Finance Manager at KPMG-SouthAfrica, you will have the opportunity to work with a talented team of professionals and contribute to the success of our clients. We offer a competitive salary and benefits package, as well as opportunities for professional development and growth.

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