Jobs

Dangote Group Vacancy for a Head of Risk Analytics


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
Method Of Application
Interested and qualified candidates should:
Click here to apply

Application Deadline 21st February, 2014