Head of Risk Measurement and Policy

What We Need Corpay is currently looking to hire a Head of Risk Measurement & Policy for Risk Measurement Division. This position falls under our Cross Borders Line of business and will be based out of our London office. The Head of Risk Measurement & Policy is a senior risk leader responsible for defining, governing, and continuously enhancing the risk measurement architecture for liquidity and credit risk across Corpays Cross-Border Solutions business.

This role owns the design of quantitative risk frameworks, risk appetite metrics, and escalation structures. While not directly building models, the incumbent provides executive oversight, methodological direction, and credible challenge to analytics teams. You will report directly to the Chief Risk Officer and serve as the primary interface to senior leadership and the Board on risk measurement matters, translating complex risk exposures into clear strategic insights.

How We Work As a Head of Risk Measurement & Policy, Corpay will set you up for success by providing:
Assigned workspace in the London office. Company-issued equipment Role Responsibilities The responsibilities of the role will include:
Owning the end-to-end framework for liquidity and credit risk measurement, ensuring alignment with business model, funding structure, and cross-border settlement dynamics. Defining forward-looking measurement methodologies including:
Liquidity stress testing and cash flow risk analytics Counter party and concentration risk frameworks Portfolio exposure aggregation and credit loss estimation concepts Scenario and sensitivity analysis design Ensuring frameworks are scalable, documented, and embedded within governance processes. Architecting and maintaining quantitative risk appetite statements for liquidity and credit risk. Defining and calibrating limits, thresholds, triggers, and escalation protocols. Ensuring early warning indicators are forward-looking and decision-useful.

Overseeing breach governance and ensure transparency at executive and Board level. Providing executive oversight of model development performed by analytics teams. Challenging assumptions, methodology choices, stress parameters, and data integrity. Ensuring strong model governance, validation standards, and documentation. Leveraging prior hands-on modeling experience to ensure conceptual rigor without direct model build responsibility. Leading development of high-impact risk reporting for Executive Committees and the Board.

Translating complex quantitative risk outputs into concise strategic narratives. Articulating emerging risk themes, structural vulnerabilities, and trade-offs clearly. Elevating reporting from descriptive metrics to insight-driven decision support. Advising on liquidity and credit risk implications of strategic initiatives, new corridors, products, and counter parties. Acting as a trusted advisor to CRO, CFO, Treasurer, and Business Heads. Representing Risk Measurement in regulatory dialogue, internal audit engagements, and governance forums.

Building and mentoring a high-performing risk analytics oversight function.

Qualifications & Skills 1015 years of progressive experience in liquidity and/or credit risk within financial services, payments, treasury, banking, or capital markets. Demonstrated experience designing or implementing quantitative risk models earlier in career; currently operating at oversight and governance level. Deep expertise in:
Liquidity risk frameworks Credit portfolio analytics Stress testing and scenario design Risk appetite structuring Risk governance in regulated environments Experience presenting to Executive Committees and Boards. Proven ability to influence senior stakeholders and shape risk culture. Advanced degree in Finance, Economics, Mathematics, or related field; FRM/CFA/PRM preferred. Benefits & Perks 4X Life Insurance Pension Scheme - 5% employer contribution Private Healthcare 25 days Holidays (plus Holiday buy/sell) Access to Linked In Learning Free rewards and discounts via Gratitudes Career Progression