Senior Financial Engineering Manager

4 weeks ago


Johannesburg, Gauteng, South Africa KPMG-SouthAfrica Full time
Job Title: Senior Financial Engineering Manager Job Summary: We are seeking a seasoned Senior Financial Engineering Manager to join our Financial Services Audit team at KPMG-SouthAfrica. As a key member of our team, you will be responsible for managing a challenging portfolio of listed and unlisted audit clients in the investment banking environment, global markets, including treasuries (banking and corporate), asset managers, and stockbrokers. Key Responsibilities: * Manage quantitative and qualitative risk elements of an allocated audit client portfolio relating to a global markets area. * Present audit and advisory findings relating to the respective engagement to clients and assist with audit committee document submission. * Engage with fellow joint auditor with respect to cross reviews/ISA 600 responsibilities on FEG related matters. * Manage staff with respect to equitable planning of resources and ensuring that teams are adequately transformed. * Review the quantitative work performed by junior resources to ensure that the various valuation risk factors have been accurately measured and documented. * Mentor and act as a role model to more junior resources. * Coordinate monthly knowledge shares and present on areas of judgment that the wider FEG would benefit from (XVA's, IBOR transition, hedge accounting). * Provide technical assistance to complicated accounting and auditing applications. * Contribute to achieving the business unit's strategic initiatives with respect to ensuring the highest level of audit quality and generating blue sky with respect to advisory engagements. * Track FEG financial performance for the year. * Coordinate monthly FEG manager meetings. * Drive innovation within the group with respect to portfolio valuations and development of AI tools. Requirements: * Deep understanding of the risk prevalent in the global market environment, including the trading process (XVA's, derivative financial modeling, hedge accounting, and treasury controls used to manage the risks). * Exposure to banking trading systems (Front Arena, Murex). * Strong leadership skills. * Team player. * Ability to work under pressure. * Good communication (verbal and written) and interpersonal skills. * eAudIT and Clara knowledge. * Up-to-date with accounting, auditing standards, and global best practice templates. * Strong quantitative knowledge and experience. * Enthusiasm, individual initiative, and self-drive. Minimum Requirements: * CA (SA) or equivalent qualification, and at least 2 years of experience since completion of training contract. * Experience in global market audits with an emphasis on treasury, stockbroking, and asset management clients would be preferred. * Has led an advisory FEG engagement. * Completion or studying towards a CFA accreditation would similarly be an added advantage.

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