Prime Risk & Margin Technology Manager, Executive Director

Prime Risk & Margin Technology Manager, Executive Director
The position is within the Prime Services Technology organization for a hands-on senior technology leader responsible for driving the build-out of the strategic Prime Risk & Margin platform. The role oversees the end-to-end technology team delivering real-time risk, margin, and analytics capabilities supporting Prime Brokerage, Delta-1, and Synthetic Financing businesses.
Qualified candidates will have deep experience delivering large-scale technology transformations in front-office risk, margin, or capital optimization domains, with proven ability to partner with senior stakeholders across Front Office, Risk, Finance, Operations, and Compliance.
Responsibilities

• Lead the design, build, and rollout of the strategic Prime Risk & Margin platform supporting Prime Brokerage, Delta-1, Synthetics, and Financing desks.
• Drive migration of risk, margin, exposure, and scenario workflows from legacy systems onto the new strategic architecture.
• Partner with MD-level stakeholders across trading, risk policy, quant, and product teams to shape roadmap and delivery priorities.
• Collaborate closely with Product Development, BA, and cross-functional teams to ensure functional and non-functional requirements are met.
• Own and execute the multi-year technology roadmap across globally distributed teams (New York, India, and other regions).
• Architect target-state distributed systems for Prime Risk, Portfolio Margining, stress testing, and exposure management.
• Produce functional specifications, technical design documents, and oversee testing frameworks for risk and margin workflows.
• Manage full SDLC lifecycle including analysis, design, coding, testing, deployment, and production readiness.
• Conduct code reviews and ensure high engineering standards across risk, margin, and exposure technology domains.
• Serve as the technical and functional SME for Prime Risk & Margin processes, methodologies, and system integration.
• Tackle complex analytical and computational challenges involving large datasets, high-performance calculation engines, and time-sensitive risk workloads.
• Ensure quality, maintainability, resiliency, and scalability across all platform components.

Required Experience:

• 6+ years of Specialty Software Engineering experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• 3+ years of management or leadership experience
• 6+ years of capital markets or securities industry experience
• 6+ years of direct experience in Prime Brokerage, Equity Finance, Delta-1, Synthetic Financing, or Margin/Risk technology
• 6+ years of application development experience, Strong proficiency in Java and/or C++ in low-latency trading or risk environments
• 6+ years designing or building high-performance distributed systems
• 6+ years managing application development teams (onshore + offshore) in Agile environments.
• 5+ years of architectural design experience with distributed compute, caching, and messaging systems.
• 6+ years of experience integrating quant libraries, pricing models, and risk engines

Desired Experience:

• Experience building front-to-back platforms supporting sales & trading or prime financing organizations
• Experience running technology working groups, governance forums, and senior steering committees
• Knowledge of object-oriented analysis/design patterns, distributed systems, and large-scale architecture
• Understanding of complex margin/risk model integration for Prime Brokerage and Synthetic Financing
• Strong command of SDLC tooling: Git, Jenkins, Jira, Artifactory, uDeploy, etc.
• Proven track record delivering regulatory or operational risk projects under tight timelines
• Exceptional communication skills, including the ability to articulate complex risk/margin workflows to senior stakeholders
• Experience with regulatory margining (e.g., Basel, SEC/FINRA rules)
• Understanding of risk methodologies (e.g., VaR, stress tests, Greeks, exposure measures)
• Understanding of capital and liquidity calculations related to prime financing

Job Expectations

• This position is not eligible for Visa sponsorship
• Relocation assistance is not available for this position
• Position offers a hybrid work schedule

Locations

• 300 S Brevard St., Charlotte, North Carolina 28202
• 194 Wood Ave S, Iselin, New Jersey 08830
• 150 E 42nd St. New York, NY 10017