Job Detail Africa

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Location

(SOUTH AFRICA) and various
Job Reference

20863
Functional Area/Experience

Business, Accounting & Finance / Fresh Graduate

Job Description & Qualifications

Financial Risk Management (FRM) assists clients in defining, supporting, and implementing risk strategies, actuarial and risk analytics, while ensuring compliance with all relevant regulatory requirements. Our service lines include Credit and Capital Risk, Actuarial Services, and Market/Treasury Risk. Our teams work closely with clients to foster a culture of continuous improvement in meeting regulatory obligations and implementing effective risk management programs and solutions.

Join Our 2025 Graduate Program: KPMG is currently recruiting for the 2025 Graduate Program within the FRM (Credit and Market Risk) Teams.

About Us:

Our FRM team is committed to enhancing clients' credit risk and market risk management capabilities and developing robust capital management strategies. In the credit and capital risk domain, we specialise in credit risk model review and development for impairment (IFRS 9) and capital modelling (Basel). Our expertise also extends to capital and balance sheet management, including ICAAP, Risk Appetite, and Economic Capital modelling. Additionally, we provide support in credit policy reviews, audit support, and other strategic engagements aimed at optimising credit risk management frameworks. In the market risk domain, we concentrate on the valuation of complex financial instruments (IFRS 13) and liability calculations for BEE schemes and employee incentive schemes under IFRS 2. Our team possesses in-depth knowledge of market risk matrices and stays current with the latest SARB regulations to deliver models that meet our clients' expectations (VaR, IRRBB, PVA, etc.). We leverage advanced trading and risk software, with coding being a key aspect of our work to ensure precision and reliability in our results.

What We Offer

Exceptional Learning Experiences: Engaging in advisory services means that no two projects or clients are the same, offering you continual challenges and the chance to expand your professional network.

Promising Career Development: You’ll find exciting opportunities for career advancement, with competitive compensation and the chance to work alongside industry leaders. Explore unconventional fields and participate in pioneering projects.

Comprehensive Risk Management Exposure: Gain extensive experience across various risk-related areas, allowing you to develop and refine a wide range of risk management skills.

Robust Professional Support: Work within a large team of experts dedicated to supporting both your business and professional growth, and providing ample project resources.

Global Opportunities: The extensive KPMG network offers travel opportunities and access to international best practices.

Supportive Study Policies: We offer competitive support for further education and study leave.

You will be involved in:

Credit & Market Risk

Supporting with credit risk model review and development for impairment (IFRS 9) and capital modelling (Basel) purposes.
Supporting with other credit strategic engagements to assist clients with enhancing their credit risk management capabilities.
Potential involvement with capital management and balance sheet management engagements, including ICAAP, Risk Appetite, Economic Capital modelling, etc.
Supporting with valuations of financial instruments ranging from bonds to Asian options
Supporting with Monte Carlo simulations for the valuations of BEE scheme and Long Term Incentive Plans
Review of market risk models and implementation of latest regulatory models
Engaging with vast client-base within the financial services industry, including banks, development finance institutions, micro-lenders and retailers as well as most of the JSE Top 40 ranging from mining to utilities and telecom
Potential travel opportunities, including destination within Rest of Africa, Europe and the Middle-East

Qualifications

University graduates or students in their final year of study pursuing Bachelor's, Honours or Post-Graduate Degrees in: