Egypt forced a 1-1 draw in Kaduna before they won 1-0 in Alexandria to go on to qualify for the 2017 AFCON in Gabon.
“I do not have job now because I did not qualify Nigeria to the AFCON,” Siasia said.
“It has shown that anytime I have taken a point midway, I do not do well.
“When I have started a job, I have always finished well.”
Siasia was linked with a lucrative offer in Qatar after he led Nigeria to third place at the Rio Olympics in Brazil.