KPMG in South Africa
Auguste is a financial services and risk management consultant within the Financial Risk Management division of KPMG Advisory in South Africa.
Auguste has more than 16 years’ experience with major international banks and asset management firms in areas related to risk measurement and modeling, regulatory changes, change management and risk technology.
He currently leads the FRM Quantitative Risk, Treasury Transformation & Risk Technology services in South Africa. His team has deep expertise on the valuation of complex financial derivatives instruments, the validation of financial models, the design and implementation of liquidity and market risk frameworks, and finally the implementation of trading/risk management systems.
Prior to KPMG, he was a Director of Market Risk Change, Measurement and Modeling at Lloyds Banking Group in London.
Master in Electrical Engineering and Computer Science
Master in Mathematical Finance