Anchorage Digital is hiring a

Quantitative Analytics Lead

Full-Time
Remote
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 only 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. 

As the Quantitative Analytics Lead for the Global Analytics team at Anchorage, you will take charge of spearheading the development and implementation of sophisticated models and methodologies aimed at the quantification of risk. Additionally, you will be responsible for providing comprehensive quantitative analysis along with other forms of analytical support to meet the firm's diverse business needs.
The role demands a high degree of versatility because it involves steering and managing a variety of quantitative analytics projects. Furthermore, it requires effective communication across both quantitative and non-quantitative audiences. You will be responsible for leading a team of technical experts who are engaged in developing statistical models relevant for market risk, credit risk, and stress testing purposes. In this capacity, you will be recognized as the go-to expert for quantitative analytics, shaping innovative solutions with your strategic insights, and fostering the technical expertise within the Global Analytics team.
We have created the Factors of Growth & Impact to help Villagers better measure impact and articulate coaching, feedback, and the rich and rewarding learning that happens while exploring, developing, and mastering the capabilities and contributions within and outside of the Quantitative Analytics Lead role:

Technical Skills:

  • Proficiency in quantitative modeling (stochastic and econometric), research, and data analysis.
  • Extensive knowledge in risk management methods (e.g., VaR, expected shortfall, stress testing, backtesting, scenario analysis).
  • Able to read and write code using a programming language (e.g., Python, R, Julia, etc.) in a collaborative software development setting.
  • A high level of proficiency in SQL programming and working with large data sets.

Complexity and Impact of Work:

  • Develop and maintain statistical models relevant for market risk, credit risk, and stress testing purposes, including margin, pricing, and VaR applications.
  • Participate in all aspects of the model life cycle, including design, implementation, testing, production, validation, and performance monitoring.
  • Perform quantitative analysis to support business operations and financial forecasts, including data analytics and statistical/econometric modeling.
  • Because of the need to build and mature certain analytics and new products, work is not clearly defined and may lack strategic direction requiring a thoughtful approach.
  • Capable of breaking down large projects and processes into smaller tasks, and accurately estimating their time and scope. Articulate effectively the different options considered, analyze trade-offs, justify and define priorities.

Organizational Knowledge:

  • Have a deep knowledge of the strategy of Anchorage Digital and its various business lines.
  • Possess strategic thinking and vision, with the ability to develop and implement a comprehensive quantitative analytics strategy aligned with organizational goals and objectives.

Communication and Influence

  • Prepare and deliver clear, accurate, and concise communication orally and in writing for quantitative and non-quantitative audiences.
  • Build effective relationships and rapport with stakeholders including cross-functional partners and external partners.
  • Communicate, organize and execute on cross-team goals and projects, utilizing relationships and resources cross-functionally to solve problems.

You may be a fit for this role if you have:

  • Masters or Ph.D. degree in a quantitative field such as statistics, applied mathematics, economics, quantitative finance, and operations research.
  • Strong quantitative skills and deep understanding of the following technical areas: 1) financial mathematics (e.g., derivatives pricing models, stochastic calculus, advanced linear algebra); 2) econometrics (e.g., time series analysis, GARCH, copula, etc.) and machine learning techniques; and 3) numerical methods and optimization (e.g., Monte Carlo simulation and finite difference techniques).
  • Direct work experience in financial risk modeling, risk measurement and management, and regulatory capital requirements.
  • Hands-on experience in the entire model development lifecycle including research, implementation, ongoing monitoring, and production maintenance.
  • Experience in writing, editing, or reviewing technical documents suitable for regulatory or banking context.

Although not a requirement, bonus points if:

  • You've kept up to date with the proliferation of blockchain and crypto innovations.
  • You were emotionally moved by the soundtrack to Hamilton, which chronicles the founding of a new financial system. :)

About Anchorage Digital: Who we are

The Anchorage Village, what we call our team, brings together the brightest minds from platform security, financial services, and distributed ledger technology to provide the building blocks that empower institutions to safely participate in  the evolving digital asset ecosystem. As a diverse team of more than 300 members, we are united in one common goal: building the future of finance by providing the foundation upon which value moves safely in the new global economy. 

Anchorage Digital is committed to being a welcoming and inclusive workplace for everyone, and we are intentional about making sure people feel respected, supported, and connected at work—regardless of who you are or where you come from. We value and celebrate our differences and we believe being open about who we are allows us to do the best work of our lives.
 
Anchorage Digital is an Equal Opportunity Employer. We are committed to equal employment opportunity regardless of race, color, ancestry, religion, sex, national origin, sexual orientation, age, citizenship, marital status, disability, gender identity or veteran status. Anchorage Digital considers qualified applicants regardless of criminal histories, consistent with other legal requirements. “Anchorage Digital” refers to services that are offered either through Anchorage Digital Bank National Association, an OCC-chartered national trust bank, or Anchorage Lending CA, LLC a finance lender licensed by the California Department of Financial Protection and Innovation, License No. 60DBO-11976, or Anchorage Digital Singapore Pte Ltd, a Singapore private limited company, all wholly-owned subsidiaries of Anchor Labs, Inc., a Delaware corporation.

Protecting your privacy rights is important to Anchorage Digital, and we work to maintain the trust and confidence of our clients when handling personal or financial information. Please see our privacy policy notices here.
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