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2 Oct 2019

Internship KPMG Intern

Your Jobs Johannesburg, Gauteng, South Africa

Job Description

The KPMG Intern opportunity is available for interested candidates. This internship opportunity will be based in Johannesburg, South Africa.
The key requirement of the role is to design and implement quantitative risk valuation methodologies covering derivative pricing, hedge accounting, and Counterparty credit risk (CVA/DVA/FVA), market risk (FRTB), IFRS 13 and IFRS2 valuation.
This will typically cover simulation models, calibration methods, general derivatives valuation methodologies etc. but will also require a general understanding of the valuation under IFRS13 & IFRS2.
Accordingly, the role does require a solid quantitative background in derivatives valuation, market risk and counterparty credit risk:
Working in close partnership with senior quantitative analysts and risk managers the successful candidate will be expected to:
Contribute to the delivery of methodology projects, gathering and documenting requirements, considering all stakeholders’ interest, regulatory constraints and any potential deficiencies in the current methods exposed by quality assurance and reviews;
The KPMG Intern will also Investigate, analyse and design valuation methodologies;
Design, develop and test valuation methodologies using in-house derivation valuation system(CompatibL), client systems or Excel; and
Ensure the methods and final valuation results are adequately documented to support internal reviews and validation by internal audit, regulators and other internal quantitative valuation team, by providing sufficient developmental evidences (i.e. materiality studies, assumptions, literature review/benchmarking against external methodologies).

KPMG Intern Qualifications
Actuarial Science / CFA /Quantitative Risk Management

Being part of KPMG means being part of a community of talented people. Our colleagues have incredibly diverse backgrounds and you’ll be encouraged to bring your own unique perspective. We’ll value your ideas, enthusiasm, and curiosity.
You’ll also be encouraged to be innovative in your thinking. Rather than reacting to emerging trends, we anticipate them. Rather than being afraid of disruptive technologies, we embrace them. For example, we’re currently harnessing the power of artificial intelligence and predictive analytics to empower our clients like never before. It all adds up to an exciting environment.

How to Apply


Job Categories: Internships. Job Types: Internship. Job Tags: internships in south africa and internships johannesburg.

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