Rule 283: If the kaffarah was for hunting, in the course of an Umrat-ul-Mufradah in a state of ihram, the animal must be sacrificed in Makkah. If it was in the course of Hajj, the animal must be sacrificed in Mina. As a matter of precaution, the same ruling applies to any other penalty.
Rule 284: If the kaffarah has become due on the pilgrim, in a state of ihram, for hunting or otherwise, but it was not fulfilled, until after completing the pilgrimage and arriving home, he is, evidently, free to kill the animal wherever he likes.
The laws are taken from www.sistani.org