South Africa

Financial Engineering 

The Financial Engineering Group (FEG) is a team with quantitative and specialist risk management expertise in financial instruments. This team was formed within KPMG’s Financial Services Group to keep abreast the ever changing and exceedingly complex market and regulatory environment.

Gavin de Lange

Gavin de Lange

Director

+27 (0)83 287 2218

Pierre Jacobs

Pierre Jacobs

Director

+27 (0)83 305 4540

FEG provides support and advice on all matters related to financial instruments. This includes the valuation, accounting, auditing, and review of the operational and market risks of the treasury environments in which clients use financial instruments.


FEG relies on computational, mathematical and numerical skills together with accounting and auditing experience to provide valuation and risk management solutions. We have extensive experience in the local and international financial markets to provide support to our clients in all relevant fields of business.


Our service offering includes:

 

  • Investment management and banking treasury audits and operations;
  • Valuation and modelling of financial instruments;
  • Rates verification and benchmarking of credit spreads;
  • Market and Operational risk assessments;
  • Feasibility review, implementation and technical advisory assistance for the application of Hedge accounting.