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

FEG provides support and advice on all matters related to financial instruments. FEG’s area of specialisation includes valuation, accounting, auditing, and the 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, hedge accounting 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.

Using bespoke valuation and modelling tools, we can provide comprehensive, accurate and efficient fair valuation benchmarking for financial instruments, as well as consolidation and analysis of market risks and consideration of more complex valuation provisions and adjustments.

The Group currently consists of over 80 members operating between Johannesburg and Cape Town across various disciplines such as banking, insurance, asset management and capital markets.

Our goal is to be the leading independent treasury advisory and financial instrument valuation assurance service provider for emerging global markets.