Techo Functional Lead -

Role : Techo Functional Lead
Location : Iselin, NJ (Hybrid)
Contract

Experience: 15+ Years

Techo Functional Lead for Risk technology:

Exp in quantitative finance, pricing derivatives and risk analytics, capital market products in Interest Rates, FX, Equity, Credit and Hybrid asset classes.

Basel II, Basel III,SIMM, SACCR, Counterparty credit risk (PFE)

xVAs (CVA, DVA, FVA, COLVA, KVA, MVA)

Techno Functional Lead Risk Technology

Experience: 15+ Years

Domain: Capital Markets | Risk Management | Quantitative Analytics

Role Overview

Seeking an experienced Techno Functional Lead with strong expertise in Risk Technology, Quantitative Finance, Derivatives Pricing, Counterparty Credit Risk, and xVA analytics. The role requires close collaboration with Front Office, Risk, Quant, and Technology teams to deliver risk and regulatory solutions for global capital markets.

Key Responsibilities

• Lead functional and techno-functional initiatives across Risk Technology platforms.
• Gather and translate business requirements into functional specifications and technology solutions.
• Drive implementation and enhancement of risk analytics, exposure management, and regulatory capital frameworks.
• Partner with Quants, Risk Managers, and Development teams to deliver scalable risk solutions.
• Support UAT, production releases, stakeholder management, and solution governance.

Required Domain Expertise

• Quantitative Finance and Derivatives Pricing
• Risk Analytics and Exposure Management
• Counterparty Credit Risk (CCR)
• Potential Future Exposure (PFE)
• SA-CCR
• SIMM
• Basel II / Basel III
• Regulatory Capital Calculations

Product Knowledge

Strong understanding of:

• Interest Rate Derivatives
• FX Derivatives
• Equity Derivatives
• Credit Derivatives
• Hybrid Products

xVA Expertise

Hands-on knowledge of:

• CVA (Credit Valuation Adjustment)
• DVA (Debit Valuation Adjustment)
• FVA (Funding Valuation Adjustment)
• COLVA (Collateral Valuation Adjustment)
• KVA (Capital Valuation Adjustment)
• MVA (Margin Valuation Adjustment)

Technical Skills (Preferred)

• SQL
• Python
• Risk Analytics Platforms
• Data Warehousing / Reporting
• Agile Delivery Methodologies

Preferred Qualifications

• Bachelor's/Master's degree in Finance, Mathematics, Engineering, or related field
• FRM/CFA certification preferred
• Experience working with Investment Banks, Capital Markets, or Risk Technology platforms

Key Competencies: Stakeholder Management, Risk Domain Expertise, Analytical Thinking, Leadership, Communication, and Problem Solving.