Member of Global Risk Management, Market Risk
Anchorage Digital offers institutions secure and regulated crypto custody, trading, staking, and financing services.
Funding history
About Anchorage Digital
Anchorage Digital is a regulated crypto platform that provides institutions with integrated financial services and infrastructure solutions. Founded in 2017, Anchorage offers custody, trading, staking, and other services for digital assets, serving banks, fintechs, and investment funds. Anchorage aims to make it simple and secure for institutions to participate in the digital asset space.
Skills
Candidate Availability
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
You will run daily market risk across spot, lending and derivatives books, covering VaR, stress tests, sensitivities and concentration. You will design and enforce limits, set collateral haircuts and margin, build stress scenarios, contribute to the swap dealer risk program, and produce reports for senior management, risk committees and regulators, while working with platform, trading and data teams.
Requirements
- Understanding of Global Markets business end to end
- Knowledge of CFTC and NFA requirements for swap dealers
- Understanding of systems and data producing positions, prices and collateral values
- Ability to make risk judgments on thinly traded and volatile assets
- Ability to translate complex quantitative concepts for senior management and regulators
- Must complete in-person onboarding
Responsibilities
- Run daily market risk across spot, lending and derivatives books including VaR, stress tests and sensitivities
- Design, revise and implement limits, escalate breaches and track remediation to closure
- Set and review collateral haircuts, initial and variation margin, concentration add-ons and liquidation thresholds
- Build historical and hypothetical stress scenarios and translate results into limits and capital/liquidity impacts
- Contribute to the swap dealer risk management program including limit documentation
- Work with platform, trading and data teams on system design, access controls and change management
- Produce risk reports for senior management, risk committees and regulators
- Identify gaps in risk coverage, data or systems and drive fixes to production
- Challenge business leaders and hold the line on limits
