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13 дней назад

Head of Risk Measurement & Policy (Fintech)

Формат работы
onsite
Тип работы
fulltime
Грейд
head
Английский
b2
Страна
UK
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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TL;DR
Head of Risk Measurement & Policy (Liquidity/Credit Risk): Defining and governing quantitative liquidity and credit risk frameworks for a cross-border payments business with an accent on stress testing, risk appetite, model governance, and executive reporting. Focus on designing forward-looking measurement methodologies, challenging analytics models, and translating complex exposures into strategic decisions for senior leadership and the Board.

Location: London office, The Point - Cross Border

Employment type: Full time

Company

hirify.global is a global commercial payments technology organization providing solutions for fuel, payables, toll, and lodging expenses across more than 80 countries.

What you will do

  • Own the end-to-end liquidity and credit risk measurement framework for the Cross-Border Solutions business.
  • Define stress testing, cash flow risk analytics, counterparty and concentration risk frameworks, exposure aggregation, scenario analysis, and credit loss estimation concepts.
  • Architect risk appetite statements, limits, thresholds, triggers, escalation protocols, and forward-looking early warning indicators.
  • Provide executive oversight and credible challenge for model development, assumptions, stress parameters, data integrity, validation, and documentation.
  • Lead risk reporting for Executive Committees and the Board, translating quantitative outputs into strategic narratives.
  • Advise senior leaders on risk implications of new corridors, products, strategic initiatives, and counterparties while building and mentoring a risk analytics oversight function.

Requirements

  • 10–15+ years of progressive liquidity and/or credit risk experience in financial services, payments, treasury, banking, or capital markets.
  • Previous hands-on experience designing or implementing quantitative risk models, with current experience at an oversight and governance level.
  • Deep expertise in liquidity risk frameworks, credit portfolio analytics, stress testing, scenario design, risk appetite, and regulated risk governance.
  • Experience presenting to Executive Committees and Boards and influencing senior stakeholders.
  • Advanced degree in Finance, Economics, Mathematics, or a related field.
  • FRM, CFA, or PRM preferred.

Culture & Benefits

  • Assigned workspace and company-issued equipment in the London office.
  • 25 days of annual leave plus 8 bank holidays.
  • Option to buy or sell up to 5 annual leave days.
  • Pension scheme with a minimum 3% employee contribution and up to 5% employer contribution.
  • Private medical insurance through Vitality and access to flexible discounts and savings.
  • Free LinkedIn Learning access for professional and personal development.

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