Role in brief
Anchorage is seeking a Quantitative Analyst to develop and manage models for derivatives pricing and risk within the crypto space. This role involves close collaboration with trading, engineering, and risk teams to integrate models and improve risk management systems. Candidates with strong quantitative modeling skills in derivatives and experience in a fast-paced environment should apply.
About the role
This role focuses on designing and operating quantitative models specifically for digital asset derivatives and financing products. The Quantitative Analyst will develop models for pricing, credit valuation, and balance sheet management, ensuring they meet the firm's risk parameters and regulatory requirements. A key aspect involves optimizing balance sheet utilization and capital efficiency for these products.
The position requires conducting data analysis to assess risk exposures and enhance existing risk models. Success in this role means providing quantitative support for new product development, ensuring appropriate valuation and risk considerations are integrated. The analyst will also automate processes for risk monitoring and reporting within the trading and financing businesses.
Collaboration is central to this role, as the analyst will work closely with trading, engineering, and risk teams. This partnership aims to integrate valuation and credit models into the trading infrastructure and improve overall risk management systems. The analyst will also analyze the impact of trading activities on the firm's balance sheet, offering recommendations for optimization.
The salary for this position ranges from $98,000 to $162,000 annually.
Skills that matter here
- quantitative analysis: This role requires developing and managing quantitative models for derivatives pricing, credit valuation, and risk management in the digital asset space.
- financial modeling: The analyst will build and implement models for derivatives pricing, credit risk, and balance sheet management for crypto products.
- Python: Strong programming skills in Python are preferred for model development, data analysis, and automation of risk monitoring.
- risk management: A core responsibility is to assess and quantify risk exposures, enhance risk models, and partner with the Risk team to implement frameworks for monitoring risk.
Who this role suits
- Someone with a strong background in quantitative trading, preferably with crypto experience.
- An individual who excels at problem-solving and can articulate complex quantitative concepts clearly.
- A team player who can thrive in a fast-paced, high-pressure environment.
- A professional who stays informed about market structure changes and regulatory developments in the crypto ecosystem.
From the employer
Key Responsibilities:
- Develop, implement, and manage quantitative models for derivatives pricing, credit valuation and risk, and balance sheet and collateral management for digital asset derivatives and financing products.
- Conduct rigorous research and data analysis to assess and quantify various risk exposures, and to enhance existing risk models and methodologies.
- Partner closely with the Risk team to develop and implement frameworks for managing and monitoring risk for the derivatives and financing books, ensuring adherence to the firm's risk parameters and regulatory requirements, with a focus on optimizing balance sheet utilization and capital efficiency.
- Collaborate with trading, engineering, and risk teams to integrate valuation and credit models into our trading infrastructure and improve risk management systems.
- Develop and build automations and other process improvements for risk monitoring, reporting, and analysis within our trading and financing businesses.
- Provide quantitative support and insights for new product development, ensuring appropriate valuation, credit assessment, and risk considerations.
- Analyze and report on the impact of trading and financing activities on the firm's balance sheet, providing recommendations for optimization and risk mitigation, in close collaboration with the Risk team.
- Stay at the forefront of market structure changes, regulatory developments, and emerging risk factors within the rapidly evolving crypto ecosystem.
Core Competencies & Experience:
- A degree in a quantitative field such as Finance, Computer Science, Statistics, or Mathematics is required.
- Experience: 5+ years of experience in a quantitative trading role. Professional crypto trading experience is highly preferred.
- Deep expertise in quantitative modeling techniques for derivatives pricing, credit valuation, counterparty credit risk, and collateral management.
- Exceptional quantitative, analytical, and problem-solving skills.
- Strong programming skills (Python preferred) for model development, data analysis, and automation.
- Strong written and verbal communication skills, with the ability to articulate complex quantitative concepts to diverse stakeholders.
- A team player and ability to work well in a fast-paced, high pressure environment, demonstrating a disciplined approach to risk management.
Preferred Qualifications:
- CFA (Chartered Financial Analyst) or FRM (Financial Risk Manager) designation.
- Experience with derivatives valuation, credit portfolio management, or capital markets quantitative analysis.
- Experience in balance sheet optimization or capital management within a financial institution, with a strong quantitative modeling component.
Questions about this role
What is the remote work policy for this position?
This position is fully remote.
What level of seniority is expected for this role?
This is a middle-seniority position.
What are the key skills required for this role?
Key skills include quantitative analysis, financial modeling, Python programming, and risk management, with deep expertise in derivatives pricing and credit valuation.