Job: frm: credit & capital risk - junior consultant intern

FRM: Credit & Capital Risk - Junior Consultant Intern 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 m...