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Auguste Claude-Nguetsop

Head of Market Risk

KPMG in South Africa

Auguste leads the Market Risk and Quantitative Valuation team for KPMG in South Africa. He is responsible for the firm’s service offerings around Risk and Trading Book Capital, Risk Technology platforms, XVA & Derivatives Valuations. His team has deep expertise in assisting clients with structuring and valuing complex financial transactions, defining finance and risk strategic frameworks, and implementing leading trading and risk platforms.

Prior to joining KPMG in 2013, he was a Senior Director at Lloyds Banking group in London, in charge of risk measurement and capital markets transformation initiatives.  

Areas of expertise

Advisory Financial Services Risk Consulting Risk Management
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Education and qualifications

  • MSc in Mathematical Finance

  • MSc in Electrical Engineering and Computer Science

  • Master of Business Administration

  • Professional Risk Management (PRM) certification

Professional Involvement & Publications

  • Business impacts and challenges around the implementation of FRTB (2017)

  • Challenges around the implementation and validation of BCBS239/Risk Data Aggregation Programme (2016)

  • IBOR Transition – Challenges and Impacts for Corporate Treasurers (2019)

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