Global Market Risk Manager - Derivatives & Stress Testing

Pantera Capital; San Francisco, New York, Sioux Falls (CA, NY, SD); On-site; USD 180,000 - 240,000; Full time

Job summary

Anchorage Digital in San Francisco seeks a Market Risk Manager to own the market risk framework for our Global Markets business, including our swap dealer. You will measure, limit and report risk from derivatives, financing, and spot trading with delayed settlement.

This is a second-line, hands-on role combining risk judgment and engineering: you will write production code, own risk data, and replace spreadsheets with automated controls while collaborating with Trading, Treasury, Accounting and

Qualifications

• Experience owning market risk frameworks for a 24/7 trading business.
• Ability to challenge desk decisions with sound judgment.
• Familiarity with regulatory reporting for swap dealers.
• Strong collaboration with Trading, Treasury, Accounting, Ops and Engineering.

Responsibilities

• Run daily market risk across spot, lending and derivatives.
• Design and implement risk limits and monitor breaches.
• Set collateral haircuts and margin levels.
• Develop stress scenarios and translate results to limits.
• Produce risk reports for senior management and regulators.

Skills

Market risk

Derivatives risk

Stress testing

Regulatory reporting

Coding

Job description

Anchorage Digital in San Francisco seeks a Market Risk Manager to own the market risk framework for our Global Markets business, including our swap dealer. You will measure, limit and report risk from derivatives, financing, and spot trading with delayed settlement.

This is a second-line, hands-on role combining risk judgment and engineering: you will write production code, own risk data, and replace spreadsheets with automated controls while collaborating with Trading, Treasury, Accounting and