EXHIBIT 23.2

Consent of Independent Auditors

The Board of Directors

SEI Investments Company:

We consent to the incorporation by reference in the registration statement (No. 2-73997, No. 333-41343, No. 333-63709, No. 333-111224, No. 333-149549 and No. 333-197598) on Form S-8 of SEI Investments Company of our report dated February 25, 2019, with respect to the balance sheets of LSV Asset Management as of December 31, 2018 and 2017, the related statements of operations, changes in partners’ capital, and cash flows for each of the years in the three-year period ended December 31, 2018, and the related notes (collectively, the “financial statements”), which report appears in the December 31, 2018 annual report on Form 10-K of SEI Investments Company.

Our report on the financial statements refers to a change in accounting principle for revenue recognition in 2018 due to the adoption of a new accounting standard.

/s/ KPMG LLP

Philadelphia, Pennsylvania

February 25, 2019