Member of Global Risk Management, Market Risk

The role

You will manage daily market risk for spot, lending and derivatives books at a 24/7 crypto platform. You will set limits, margin and haircuts, run stress tests, and report to senior management, risk committees and regulators.

What you will do

• Run daily market risk across spot, lending and derivatives books using VaR, stress tests, sensitivities and liquidity-adjusted exposure
• 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 turn results into limits and capital and 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 for risk-critical systems
• Produce risk reports for senior management, risk committees and regulators
• Make risk calls on thinly traded and volatile assets where historical data is limited
• Identify gaps in risk coverage, data or systems and drive fixes through to production
• Challenge business leaders with sound rationale and hold the line on limits while keeping relationships constructive

Required qualifications

• Understanding of how the Global Markets business works end to end
• Knowledge of CFTC and NFA requirements for a swap dealer and how risk outputs feed capital, liquidity and regulatory reporting
• Understanding of the systems and data that produce positions, prices and collateral values, including their limitations
• Ability to translate complex quantitative concepts into clear, actionable insights
• Ability to build relationships across teams to drive adoption of risk frameworks

Before you apply

• All new hires must complete an in-person onboarding process, with no exceptions

About the company

Anchorage Digital is a crypto platform that enables institutions to take part in digital assets through custody, staking, trading, governance and settlement. It holds the first federally chartered crypto bank in the U.S. and has a team of more than 600 members.