Risk Quant Analyst
Hi,
SFORS trades in the global financial markets and is among the key proprietary trading players and pre-market trading leaders.
Our company owes its 20 years of success in the stock market to constant investment in talent development, trading technologies, advanced risk management models, and effective trading strategies— all of which drive trader success.
SFORS operates exclusively with proprietary funds, without any third-party investments.
We are looking for a Risk Analyst (Risk Quant Analyst) to join our Risk Management team. In this role, you will work closely with traders and risk managers to develop, validate, and enhance market risk models, ensuring effective risk oversight of equity portfolios across US markets.
Key Responsibilities:Market Risk Modelling:
Develop and maintain VaR/ ES models (parametric, historical simulation, Monte Carlo)
Implement and apply EVT/ GPD approaches for tail risk analysis
Perform backtesting and validation of risk models
Support factor-based risk decomposition (beta, sectors, idiosyncratic risk)
Scenario Analysis & Stress Testing:
Design and run historical and hypothetical stress scenarios
Develop forward-looking market risk scenarios
Analyze P&L sensitivity under stress conditions
Contribute to the firm’s stress testing framework
Portfolio Risk Analysis:
Monitor real-time and end-of-day risk metrics (Greeks, exposure, drawdowns)
Conduct performance and risk attribution analysis
Support pre-trade risk controls and position limits
Prepare regular risk reports for internal stakeholders
Quantitative Development & Analytics:
Build and maintain Python-based risk analytics tools
Work with SQL to extract and process trading data
Prototype new analytical approaches and models
Contribute to model and methodology documentation
Skills & Requirements:
Education & Experience:
Bachelor’s or Master’s degree in Finance, Mathematics, Statistics, or related field
2–5 years of experience in market risk/ quantitative analytics/ risk management
Hands-on experience with VaR/ ES and statistical modelling
Understanding of US equity markets and financial instruments
Technical
Skills:
Python (pandas, Num Py, Sci Py, stats models)
SQL (data extraction and manipulation)
Strong knowledge of probability, statistics, and time series analysis
Nice to Have:
FRM/ CFA/ CQF (in progress)
Experience with Bloomberg/ Refinitiv
Exposure to trading environments or real-time risk systems
Experience with stress testing frameworks
Language requirements:
English— Upper-Intermediate or higher
Ukrainian— Professional fluency (would be advantageous)
Competitive salary package
Professional growth and learning opportunities
Supportive and collaborative work environment
SFORS invests in talent development through training programs, sports, leisure, and psychological support.
#J-18808-Ljbffr(If this job is in fact in your jurisdiction, then you may be using a Proxy or VPN to access this site, and to progress further, you should change your connectivity to another mobile device or PC).