Milan v Lagos/Abuja.....not in the same sentence!
If things are that bad in Milan think seriously about heading for Nigeria. Double and Triple check the small print with your job offer and always keep eyes in the back of your head when moving around the country. Nigeria is one of the most corrupt countries I've ever been to (and I've been to a few), the higher up the establishment a Nigerian gets, the more corrupt they appear to become.
If you have a family, don't bother. The constant security worries a wife and children will have to endure, coupled with enormous boredom, will scupper your chances of a normal, happy life.
At the end of the day, it's your choice, I hope you make the right one!