Market Risk Senior Manager, Financial Risk Management

Kpmg-Southafrica; Johannesburg; On-site; ZAR 600 000 - 1 000 000; Full time

Job summary

An established industry player is seeking a Senior Manager in Market Risk to join their Financial Risk Management practice. This role involves working closely with partners to deliver top-notch reporting on market risk issues for banking and financial services clients. You will leverage your expertise in market risk analysis and quantitative finance to manage risks effectively and provide insightful guidance. The firm values diversity and innovation, fostering an inclusive environment that supports career growth and development. If you are passionate about financial risk and eager to make a significant impact, this opportunity is perfect for you.

Qualifications

• 7+ years of experience in financial risk management or advisory services.
• Technical excellence in market risk analysis and quantitative finance.

Responsibilities

• Deliver high-quality reporting on market risk issues to clients.
• Lead advisory engagements and audit assist assignments.
• Coach and inspire junior staff in the team.

Skills

Market Risk Analysis

Quantitative Risk Management

Financial Risk Management

Communication Skills

Project Management

Education

Degree in Finance

Degree in Quantitative Finance

Degree in Engineering

Degree in Mathematics

Degree in Statistics

Job description

About the job KPMG South Africa is part of a global network providing extensive services across a wide range of industries and sectors.

Our people collaborate, share their expertise and create innovation as we partner with clients to solve complex challenges, empower change, drive disruption and growth.

We look for talented people with the potential to make an extraordinary difference for our clients, our firm and our communities. Known for being a great place to work and build a career, KPMG provides audit, tax and advisory services for organizations in today's most important industries.

Our growth is driven by delivering real results for our clients. It's also enabled by our culture, which encourages individual development, embraces an inclusive environment, rewards innovative excellence and supports our communities. KPMG's Financial Risk Management - Market Risk is dedicated to a safer and more prosperous financial system.

We help clients in the financial services sector to manage their risks and meet their obligations to internal stakeholders and regulators.

To that end, we need a diverse team which offers top-shelf capability in risk modelling, policies and process, hedging and managing interest rate risk, managing and measuring liquidity risk, derivative valuation and risk management, as well as the measurement and management of risks on commodities and energy trading.

Your Opportunity

KPMG is currently seeking a Senior Manager in Market Risk for our Financial Risk Management practice. You will:

• Work closely with partners and associate directors to deliver high quality reporting on market risk issues to our banking and financial services sector clients.
• Prepare reports relating to market risk, counterparty credit risk, interest rate risk in the banking book, and liquidity risk.
• Complete quantitative financial risk management engagements related to but not limited to foreign exchange, interest rate, credit, commodity risks, and related controls.
• 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, IFRS2 Share-based payment valuation, IFRS9 / IAS39 Hedge Accounting, IFRS13 or exotic derivative modelling.
• Lead staff in advisory engagements and audit assist assignments.
• Integrate with the KPMG community, both locally and internationally, to identify and convert opportunities for business growth.
• Lead thinking about the changing financial landscape by contributing to research for our clients.
• Inspire, teach and coach the junior staff reporting to you.

Qualifications, Skills & Experience

At KPMG, we believe diversity of thought, background and unique experience strengthens relationships and delivers meaningful benefits to our people, our clients and communities. To be considered for this opportunity, your qualifications, skills & experience could include:

• Technical excellence in market risk analysis, as evidenced by a degree in finance or in quantitative finance, engineering, mathematics, or statistics from an accredited college/university coupled with advanced or professional qualifications.
• Experience working in a consulting environment, or with a regulator or a financial institution - ideally a bank - which has deep exposures to financial markets.
• A demonstrated ability to relate well to others and to build trusted business relationships and networks.
• Success at working within a project-based environment, where collaboration is vital.
• The power to communicate clearly and confidently, both in writing and in person.
• A minimum of 7 years of relevant experience including advisory services or project management.