Head, Risk Analytics - Nigeria Job at Dangote Industries Limited

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Job Title: Head, Risk Analytics

Location: Nigeria

Employer: Dangote Industries Limited (part of Dangote Group)

Job description:

•   Develop methodologies for rating & scoring including decision analytics, portfolio modeling for all risk types across the group( VaR and economic capital.

•   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

•   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

Desired Skills and Experience:

•   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

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