Head of Risk Measurement and Policy

Role Overview

Corpay is currently looking to hire a Head of Risk Measurement & Policy for the Risk Measurement Division. This senior risk leader will be based in the London office under the Cross Borders Line of business. The role is responsible for defining, governing, and continuously enhancing the risk measurement architecture for liquidity and credit risk across Corpay's Cross Border Solutions business.

Key Responsibilities

• Own the end to end framework for liquidity and credit risk measurement, ensuring alignment with the business model, funding structure, and cross border settlement dynamics.
• Define forward looking measurement methodologies, including liquidity stress testing, cash flow risk analytics, counterparty and concentration risk frameworks, portfolio exposure aggregation, credit loss estimation, and scenario/sensitivity analysis.
• Ensure frameworks are scalable, documented, and embedded within governance processes.
• Architect and maintain quantitative risk appetite statements, calibrate limits, thresholds, triggers, and escalation protocols.
• Ensure early warning indicators are forward looking, decision useful, and transparently reported to executive and Board level.
• Provide executive oversight of model development performed by analytics teams; challenge assumptions, methodology, stress parameters, data integrity, and ensure model governance, validation standards, and documentation.
• Lead high impact risk reporting for Executive Committees and the Board, translating complex quantitative outputs into concise strategic narratives.
• Advising on liquidity and credit risk implications of strategic initiatives, new corridors, products, and counterparties, acting as a trusted advisor to CRO, CFO, Treasurer, and Business Heads.
• Represent Risk Measurement in regulatory dialogue, internal audit engagements, and governance forums.
• Build and mentor a high performing risk analytics oversight function.

Required Qualifications & Skills

• 10-15+ 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 early in career, with current oversight and governance focus.
• Deep expertise in liquidity risk frameworks, credit portfolio analytics, stress testing and scenario design, risk appetite structuring, and risk governance in regulated environments.
• Proven ability to influence senior stakeholders and shape risk culture.
• Advanced degree in Finance, Economics, Mathematics, or a related field; FRM, CFA or PRM preferred.

Benefits & Perks

• Life insurance, pension scheme (5% employer contribution), private healthcare.
• 25 days holiday (plus holiday buy/sell).
• Access to LinkedIn Learning and free rewards through Gratitudes.
• Career progression opportunities.

Equal Opportunity Employer

Corpay is an Equal Opportunity Employer. Corpay provides equal employment opportunities to all qualified applicants without regard to race, color, gender (including pregnancy), religion, national origin, ancestry, disability, age, sexual orientation, gender identity or expression, marital status, language, ancestry, genetic information and/or any other group status protected by federal or local law. If you require reasonable accommodation for the application and/or interview process, please notify a representative of the Human Resources Department.