I think it just depends. If you're anxiety is so severe that it would impede your work, then it's probably not the best course. I have severe anxiety issues too. Any official job like that is probably not the best choice. It depends on -them- whether they want to hire you or not or if you'll become a liability if it's crippling.
As long as its not debilitating - a slight edginess can be an asset in keeping you alert. However, if you're carrying a firearm, you should talk to your commander / immediate authority - to watch your performance under stress.