FRM: Credit & Capital Risk - Junior Consultant

About

Description

KPMG is currently recruiting Graduates for on-the-job training in 2027 within the Financial Risk Management: Credit & Capital Risk team

Responsibilities

• Credit risk model review and development for impairment (IFRS 9) and capital modelling (Basel) purposes.
• 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, Risk Based Pricing, Economic Capital modelling, etc.
• Supporting with fair valuations of financial instruments such as debt investments and performance guarantees (involving discounted cash flow models, Monte Carlo simulation, and copulas).
• Engaging with a vast client-base within the financial services industry, including banks, development finance institutions, micro-lenders and retailers as well as JSE listed companies across the mining, utilities and telecom industries.
• Potential travel opportunities, including destinations within Rest of Africa, Europe and the Middle East.

Qualifications

• Applicants must hold (or be completing) honours or master’s degree in one of the following fields
• Mathematical Sciences or Statistics
• Applied or Financial Mathematics
• Quantitative Risk Management
• Computer Science, Data Science, or Analytics
• Any other relevant degree in mathematics or statistics

Application instructions:

• Apply Urgently!