FRM: Credit & Capital Risk - Junior Consultant FY2027 at KPMG India

, , South Africa -

Full Time

Start Date

Immediate

Expiry Date

01 Jul, 26

Salary

0.0

Posted On

02 Apr, 26

Experience

0 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Credit risk, Capital risk, IFRS 9, Basel, SAS, Python, R, Matlab, Financial modelling, Data analysis, Risk management, ICAAP, Economic capital modelling, Quantitative valuation, Monte Carlo simulation, PowerBI

Industry

Financial Services

Description

KPMG is currently recruiting Graduates for on-the-job training in 2027 within the Financial Risk Management: Credit & Capital Risk team. About the Division Financial Risk Management (FRM) assists clients in defining, supporting, and implementing risk strategies, actuarial and risk analytics, while ensuring compliance with all relevant regulatory standards. 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 implementing effective risk management programs and solutions and meeting regulatory requirements. 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. Coding is a key aspect of our work, preferred programming languages being SAS, Python, R and Matlab. 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 market-leading practices. Supportive Study Policies: We offer competitive financial support and study leave for further education. Our team is complemented by curious, ambitious graduates who are eager to take ownership of their learning, thrive on solving complex challenges, and bring energy and resilience to a fast-paced consulting environment where their contributions make an immediate impact. We believe what makes a successful Junior Consultant in Credit Risk at KPMG is someone who: Has a keen interest in Credit & Capital Risk backed by the relevant tertiary education/qualification Is a high performing team player who can work independently and contribute to a positive and cohesive team environment Is agile and can adapt to changing environments, spot problems and trace root cause to recommend solutions Is a dedicated self-starter, eager to learn in a high-performing environment You will be involved in: 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 Coding in SAS and Python, developing deep skills related to quantitative valuations Technical training and research, as well as soft skills development in the business context 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 Software MS Office tools (PowerPoint, Word, Excel & Visio) Coding: SAS, Python, R, MATLAB BI Tools for Visualization: PowerBI etc

Responsibilities

The Junior Consultant will assist in credit risk model development, impairment modelling, and capital management engagements. They will also support strategic credit risk projects and perform quantitative valuations for a diverse range of financial services clients.