Risk Quant Analyst

SFORS trades in the global financial markets and is among the key proprietary trading players and pre-market trading leaders.

Our company owes its 21 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.

• 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)

• 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

• 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

• 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

• 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

• Python (pandas, NumPy, SciPy, statsmodels)

• SQL (data extraction and manipulation)

• Strong knowledge of probability, statistics, and time series analysis

• FRM / CFA / CQF (or in progress)

• Experience with Bloomberg / Refinitiv

• Exposure to trading environments or real-time risk systems

• Experience with stress testing frameworks

• English — Upper-Intermediate or higher

• Ukrainian — Professional fluency (would be an advantage)