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

• 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