Capital and Risk Analytics Lead

About the role

This role focuses on capital and risk analytics for Anchorage Digital, a platform providing digital asset services to institutions. The primary responsibility involves developing and maintaining frameworks to manage financial risks, including margin, settlement exposure, and liquidity. This work directly supports the company's banking and regulatory compliance needs within the crypto sector.

A key aspect of the position is conducting scenario analysis and stress testing to assess the impact of market volatility and other adverse conditions. The lead will also evaluate capital and risk implications for new product designs and settlement architectures. This requires a deep understanding of financial risk management in a regulated environment.

Success in this role means independently leading complex analytical projects from start to finish, collaborating with various internal teams. The individual will also be responsible for creating clear documentation and governance artifacts, which are crucial for discussions with supervisors and for internal control processes. This ensures the company's analytical methodologies are robust and defensible.

The annual salary for this position is between $120,000 and $200,000 USD.

Skills that matter here

• Python: This skill is used for designing and maintaining quantitative frameworks for risk and capital analytics.
• R: This skill is used for designing and maintaining quantitative frameworks for risk and capital analytics.

Who this role suits

• Someone with a quantitative academic background and at least eight years of experience in capital or risk analytics.
• An individual who has direct experience with capital adequacy, margin requirements, or liquidity risk in regulated financial settings.
• A professional who can develop and defend analytical methodologies in regulatory contexts and work with limited oversight.

From the employer

• Own capital and risk analytics across banking and other regulatory requirements
• Design and maintain frameworks for margin, settlement exposure, netting, prefunding, and liquidity analysis
• Perform scenario analysis and stress testing tied to market volatility, volume growth, and adverse conditions
• Evaluate capital and risk tradeoffs to support product design, limits, and settlement architecture
• Produce clear documentation and governance artifacts to support supervisory discussions and internal controls
• Lead complex analytical workstreams end-to-end with limited oversight while coordinating with cross-functional partners

• Bachelor’s degree in a quantitative field such as statistics, applied mathematics, economics, quantitative finance, and operations research. Advanced degrees preferred.
• 8+ years of experience in capital, margin, or risk analytics within banking, derivatives markets, clearing, or regulated financial infrastructure
• Direct experience with capital adequacy, margin requirements, counterparty exposure, or liquidity risk
• Hands-on experience designing and maintaining quantitative frameworks used in regulated environments
• Experience writing and defending analytical methodologies in regulatory or supervisory contexts