Head, Risk Analytics at Dangote - Phillips Consulting

Posted on Tue 25th Feb, 2014 - hotnigerianjobs.com --- (0 comments)

Phillips Consulting - Our Client is a leading diversified business conglomerate in Africa with a reputation for excellent business practices and product quality. As part of a remodeling exercise, Dangote is seeking to recruit astute and qualified candidates to fill vacancies for its new Corporate Centre.

Job Title: Head, Risk Analytics

Ref No: DGT-PCL-HRA
Location: Lagos, Nigeria

Job Responsibilities

Development of methodologies for rating & scoring including decision analytics, portfolio modeling for all risk types across the group( VaR and economic capital – REGULATORY CAPITAL IS NOT CURRENTLY APPLICABLE)
Development of exposure methodologies and the calibration & validation of the respective risk parameters
Development and management of 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
Development and validation of 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
Definition of integrated scenarios for financial (market and liquidity), credit, operational, business risk and develop the different approaches into one unified framework
Identification of risk drivers and their stress impact
Analysis of stress test results and communication with relevant stakeholders i.e. Business Units, Risk
Management units, Finance (Treasury and Capital Management)
Establishment of a reporting engine that allows ready and efficient result dissemination

Requirements

Minimum Education: Master’s degree or higher in a strongly technical degree (e.g. Mathematics, Statistics, Physics, Computer Science, engineering).
Minimum experience – 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
Proficiency in MS Office suite (Excel, Word, PowerPoint, Access)
At least one programming language: C, C++, Matlab, Java, Mathematica, SAS, VBA
Strong understanding of Risk Management principles

Application Closing Date
11th March, 2014

Method of Application
Interested and qualified candidates should
Click here to apply online

Share this job:

Guaranty Trust Holding Company (GTCO) Entry Level Recruitment 2024 (Nationwide)

Flour Mills of Nigeria Plc Millers Apprenticeship Programme (MAPS) 2024

British American Tobacco Nigeria (BATN) Global Graduate Program - Marketing 2024

British American Tobacco Global Graduate Programme in Operations

Ecobank Nigeria Associate Programme 2024

Union Bank of Nigeria Plc Graduate Trainee Program 2024

Egbin Power Plc PowerUp Internship Programme 2024

Saroafrica International Limited Graduate Trainee Programme 2024

British American Tobacco Nigeria (BATN) Global Graduate Program - Operations 2023

FSDH Merchant Bank Limited Graduate Analyst Programme 2024

Grand Cereals Limited (GCL) Graduate Trainee Programme 2024

United Nations High Commissioner for Refugees (UNHCR) Job Recruitment (9 Positions)

Data Entry Officers at HotNigerianJobs.com (10 Openings)

Entry Level Programme (Guaranty Trust Fund Managers) at Guaranty Trust Holding Company (GTCO)

Engineer - Graduate Trainee / GEN-E Graduate Program at Ericsson Nigeria

Comments (0)

Post a Comment

Name: *
Email: *
Comment: *