this depends on how secure the exchanger you use, but my advice you should move the coin that you have from the exchanger to the private wallet, because there are many large exchangers that successfully hacked by hackers, eg etherdelta who have several times experienced it, and the loss is us the users
Most of us afraid of hackers because we need the security of our acount especially in dealing with business and also online transaction.
I think as long as we can protect our account from the attacker and we can keep safe the account then we don't have to be afraid with the hackers that we should know that there is no 100% guarantee that our account will be safe. and if we have done every way that we need to protect our account, then it's mean our account is safe but we still need to check the account and change the password or else in other time.