Senior Director, Financial Risk

Responsibilities

• Establish and lead Airwallex’s global Financial Risk framework across credit, liquidity, capital, market, and model risk, including the standards, policies, limits, and escalation paths that support safe product and business growth.
• Owning second line credit risk oversight by defining global underwriting standards, credit limits, and governance, reviewing and challenging first line lending policies, and deciding on complex or escalated credit exposures and exceptions.
• Direct the firm’s liquidity, funding, and capital resilience agenda by overseeing intraday and structural liquidity risk, maintaining contingency funding readiness, designing stress testing scenarios, and supporting internal adequacy assessments and high-stakes regulatory submissions.
• Set and enforce global FX and market risk guardrails, and partner closely with Finance and Treasury leaders on exposure management and hedging strategy.
• Build and institutionalize model governance and independent validation across risk, pricing, forecasting, and automated decisioning models, ensuring strong inventory management, validation standards, and regulator-ready governance.
• Lead and grow a high-performing Financial Risk team spanning Liquidity & Market Risk, Capital Risk & Stress Testing, Model Governance & Validation, and Lending, Acquiring & Counterparty oversight, while acting as a visible and trusted advisor to senior management, committees, boards, and regulators.

Requirements

• 12 to 15+ years of experience in financial risk management within banks, fintechs, payments companies, digital banks, non-bank lenders, or similarly regulated financial institutions, including 5 to 7+ years in a senior leadership role with global or multi-jurisdictional scope.
• Deep expertise across several core financial risk disciplines, including credit risk, liquidity risk, capital adequacy, stress testing, FX or market risk, treasury risk, or model risk management.
• Strong second line experience designing frameworks, setting limits, challenging first line decisions, and escalating material matters to senior governance forums and executives.
• Experience developing or overseeing capital and liquidity adequacy frameworks such as ICAAP, ILAAP, or equivalent prudential processes, and designing or governing enterprise stress testing programs.
• Experience building or scaling model governance standards, validation processes, and model inventory governance in a regulated environment.
• Bachelor’s degree in finance, economics, mathematics, statistics, engineering, actuarial science, or another quantitative discipline.

Preferred Qualifications

• Experience leading financial risk in a global fintech, payments company, digital bank, or other high-growth platform business.
• Familiarity with major prudential and model governance expectations, including Basel-related capital and liquidity frameworks and regulatory model risk standards.
• Experience with IFRS 9, expected credit loss methodologies, or quantitative underwriting and portfolio analytics environments.
• An advanced degree in a quantitative discipline, or credentials such as CFA or FRM.