Assistant Manager / Manager

Kpmg South Africa; Johannesburg; On-site; ZAR 600,000 - 900,000; Full time

Job summary

Join KPMG's Financial Risk Management team as a Manager / Assistant Manager in Johannesburg. This role focuses on the development and auditing of complex credit risk models, offering exposure to diverse banking models and technologies. Ideal candidates will possess strong quantitative skills, project management experience, and a passion for mentoring junior staff.

Qualifications

• At least five years of experience in credit risk.
• Able to read, interpret and create software code.
• Relevant experience within a quantitative credit risk-based role.

Responsibilities

• Development and review of credit risk models for provisioning and regulatory requirements.
• Assist with managing projects in planning, execution, and close-out phases.
• Coaching and mentoring junior staff in the team.

Skills

Statistical techniques

Credit risk modelling

Python

R

SAS

Communication

Team management

Education

Hons or Masters degree in a quantitative discipline

Job description

Description Of The Role And Purpose Of The JobWe have an exciting opportunity to join our Financial Risk Management business unit, since we are looking to fill a Manager / Assistant Manager position in our Credit Risk & Capital Management team.

We are a specialist function within KPMG's Advisory Practice which has as its main purpose to assist clients with the development and review of often complex statistical models used to quantify financial risks.

The Credit Risk & Capital management team is made up of credit risk modellers and analysts from a broad and diverse range of quantitative backgrounds, including mathematics, statistics, engineering and actuarial.As a Manager / Assistant Manager, you will not only have a technical specialist role in the auditing and the development of credit risk models (IFRS9, scorecards, etc.

but also assist the Senior Manager with responsibilities with regard to the planning, organization and quality control of projects.

The role offers exposure to a wide range of modelling techniques used by banks ranging from smaller local credit providers to globally systemically important banks.

It also provides access to the latest technologies and developments, and you will be able to hone your coding skills in packages like Python, R and SAS.Key ResponsibilitiesDevelopment and review of credit risk models both for provisioning and regulatory capital requirement purposes.Support with managing projects in the planning / budgeting, execution, and close-out phases.Assisting with the coding and automation of financial risk management models.Participating in building a coaching culture aimed at getting the best out of others in an environment where everyone in the team feels empowered to speak up or challenge where appropriate.Skills And Attributes Required For The RoleRelevant experience within a quantitative credit risk-based role.Well versed in contemporary statistical techniques and practices in credit risk modelling.Able to read, interpret and create software code, and relevant experience with modern computing languages related to credit risk modelling (e.g.

SAS, Python, or R).Strong organisational and time management skills.Proven track record of managing and delivering small workstreams.Experience of managing teams, coaching and mentoring junior staff.Able to work effectively in a fast-paced environment with conflicting priorities and deadlines.Good presentation and communication skills with ability to articulate quantitative concepts to both technical and non-technical individuals.Minimum requirements to apply for the role (including qualifications and experience) : A Hons or Masters degree in a quantitative discipline such as Quantitative Finance, Mathematics, Statistics or equivalent, FRM advantageous.At least five years of experience in credit risk.

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