Rosalind Wright, who replaces current director George Staple next month, also backs a shake-up in the law and judges' attitudes to white-collar crime.
For 1997/98, the SFO has seen its budget cut to pounds 15.9m from pounds 16.7m this year and pounds 17.4m last.
"It is not enough," Mrs Wright said. "Extra funding and resources would be very welcome."
Mrs Wright moves from City watchdog the Securities and Futures Authority (SFA), where she is chief prosecutor, on 21 April.
Her appointment was approved by Labour, yet the office remains concerned for its survival under a new government.
The SFO is now handling more than 80 cases in the UK and assisting overseas police forces in another 85 - a large drain on resources.
The effect, insiders say, is that it now selects cases more carefully despite a reduction in the value of frauds qualifying for investigation - from pounds 5m to pounds 1m two years ago. The SFO has been slated over its failure to gain convictions in a series of high-profile cases, including the Blue Arrow and Maxwell scandals.
Yet SFO staffers point to its relatively high conviction rate and notable successes in cases such as BCCI.
They also feel hamstrung by the system, not least in the Maxwell case last year. Then one judge ruled that the prosecution should be split into two trials to make it manageable; and another that a second set of fresh charges could not be heard after acquittals in the first trial, which still lasted eight months.
Last week, Mrs Wright called for shorter trials and has not ruled out removing juries from complex fraud trials.
She also defended the SFA's banning of former Barings treasurer Ian Hopkins last week, despite more lenient treatment of other senior executives.
Mr Hopkins' claims of whistle-blowing did not bear serious examination, she said. He was responsible for transferring millions to fund rogue trader Nick Leeson's activities.
"He allowed the money to haemorrhage out," she said.Reuse content