Dangote Group is one of Nigeria’s most diversified business conglomerates with a hard - earned reputation for excellent business practices and products’ quality. Our operational headquarters is located the bustling metropolis of Lagos, Nigeria.
We are recruiting to fill the following position:
Job Title: Head, Risk Analytics
Location: Nigeria
Requirements
Minimum Education: Master’s degree or higher in a strongly technical degree (e.g. Mathematics, Statistics, Physics, Computer Science, engineering).
A minimum of 10 years working experience with a minimum of 5 years experience in financial mathematics, ideally in the field of statistics, probability or structured finance
Experience working in an R&D or entrepreneurial environment, particularly on a development team professional Excel plus experiences with relevant software packages, ideally SAS, VBA, C++, SQL, MS Access
Responsibilities
Develop methodologies for rating & scoring including decision analytics, portfolio modeling for all risk types across the group( VaR and economic capital.
Analytical support of portfolio management units in the risk assessment of sub-portfolios
Develop and validate expert rating models (rating sheets)
Capital planning: extension and maintenance of planning tools; support of the annual group-wide capital planning process
Risk adjusted return on capital (RaRoC) calculations: extension and maintenance of the RaRoC pricing/performance Tools RPT and Client RaRoC; regular RaRoC calculations
Portfolio management tools: establishment of a risk appetite grid and a portfolio optimization framework
Develop exposure methodologies and the calibration & validation of the respective risk parameters.
Develop and manage applications and tools for capital planning, stress testing, Raroc, portfolio optimization etc.)
Development of new scoring methodologies and extended use of sophisticated statistical methods for credit risk ;Data analysis on defaulted customers and modeling of recoveries
How to Apply
Interested and qualified candidates should:
Click here to apply online
Deadline 21st February, 2014
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