Senior Consultant/Manager/Senior Manager – Quantitative Risk

Location: Johannesburg, South Africa
Salary: Negotiable
Recruiter: Exousia Human Resources
Job Ref: Kgogi
Summary: KPMG is currently seeking a Senior Consultant/Manager/Senior Manager in Risk Analytics/Quantitative Valuation for our KPMG FRM practice.



Job Description

Responsibilities Senior Consultant /Manager



Complete quantitative financial risk management engagements related to but not limited to foreign exchange, interest rate, credit, commodity risks, and related controls 

 Assist audit teams by pricing exotic derivatives including but not limited to barrier options, callable bonds, Cross Currency Swaps, Total Return Swaps and Path-dependent options 

 Review, validate, and develop derivative pricing, Value-at-Risk, and dynamic financial analysis models 

 Demonstrate high level of understanding of capital markets processes, including trading, limits, risk management, credit, settlement, and operations 

 Serve as subject matter professional in a product area, quantitative risk management, or exotic derivative modeling 

 Lead staff in advisory engagements and audit assist assignments 


 Additional Responsibilities for Senior Manager:



Support proposal and business development activities by identifying new target clients, building business relationships with key executives, and developing and presenting proposals 

 Provide leadership and oversight to KPMG team members regarding deliverables, project plans, and performance management 

 Liaise with other KMPG service groups and work within teams to foster efficiency and deliver quality services 



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