🕒 12 days ago
Lead independent validation of credit models across impairment, capital, stress testing, forecasting and decisioning, challenging assumptions and governance while strengthening validation methods, monitoring and model risk controls.
Member of Global Risk Management, Market Risk
🕒 4 days ago
Market Risk ManagementValue At Risk (var)Stress TestingDerivatives Risk
📜 Description
- Oversee daily market risk across spot, lending, and derivatives books using VaR, stress tests, sensitivities, concentration, and liquidity-adjusted exposure.
- Design and implement risk limits, escalate breaches, and track remediation through closure.
- Set and review collateral haircuts, margin requirements, concentration add-ons, and liquidation thresholds.
- Build stress scenarios and assess their implications for limits, capital, and liquidity.
- Develop production risk tools and systems, improve risk data, and replace spreadsheet-based controls with automation.
- Prepare risk reporting for senior management, committees, regulators, and auditors; partner with Trading, Treasury, Accounting, Operations, and Engineering.
🛠️ Requirements
- Run daily market risk across spot, lending and derivatives books: VaR, stress tests, sensitivities (delta, gamma, vega, basis), concentration and liquidity-adjusted exposure.
- Design, revise, and implement limits, escalating breaches and tracking 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/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.
Full job description
At Anchorage Digital, we are building the world’s most advanced digital asset platform for institutions to participate in crypto.
Anchorage Digital is a crypto platform that enables institutions to participate in digital assets through custody, staking, trading, governance, settlement, and the industry's leading security infrastructure. Home to Anchorage Digital Bank N.A., the first federally chartered crypto bank in the U.S., Anchorage Digital also serves institutions through Anchorage Digital Singapore, Porto by Anchorage Digital, and other offerings.
The company is funded by leading institutions including Andreessen Horowitz, GIC, Goldman Sachs, KKR, and Visa, with its Series D valuation over $3 billion. Founded in 2017 in San Francisco, California, Anchorage Digital has offices in New York, New York; Porto, Portugal; Singapore; and Sioux Falls, South Dakota. Learn more at anchorage.com, on X @Anchorage, and on LinkedIn.
With the evolving landscape of digital threats and an increasing volume of sophisticated attacks by malicious actors, we have a security policy mandating all new hires complete an in-person onboarding process - no exceptions. Security is our foundation and we prioritize physical identity verification and secure IT setup. While our security and IT logistics require physical presence to protect our infrastructure from sophisticated global threats, this move is equally about our Village culture. We believe that a laptop can be shipped, but our culture cannot.
- Anchorage Digital is hiring a Market Risk Manager to own the market risk framework and day-to-day oversight for our Global Markets business, including our swap dealer. In this role, you will measure, limit and report the risk from derivatives, financing, spot trading with delayed settlement, and collateral rehypothecation. You will also build tools and systems that measure risk.
- This is a second-line role, independent of trading and sales, and a hands-on one. Half the job is risk judgment: challenging a desk decision, sizing a stress scenario, explaining exposure to management. The other half is engineering: writing production code, owning risk data, and replacing spreadsheets with automated controls. You'll work with Trading, Treasury, Accounting, Operations and Engineering, and help represent the risk function to regulators and auditors.
- People make this organization, and in this role, it is your mission to cultivate and contribute to a culture of risk management, continuous improvement, and strategic innovation. A healthy outcome is a business that is both agile and resilient, capable of navigating the complexities of the crypto market while achieving its strategic goals.
Technical Skills
Complexity and Impact of Work
Organizational Knowledge
Communication and Influence
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