Risk Quant Analyst

Responsibilities

• Develop and maintain VaR / ES models using parametric, historical simulation, and Monte Carlo methods
• Implement EVT / GPD approaches for tail risk analysis and perform model backtesting
• Design and execute historical and hypothetical stress scenarios to analyze P&L sensitivity
• Monitor real-time and end-of-day risk metrics including Greeks, exposure, and drawdowns
• Conduct performance and risk attribution analysis for equity portfolios
• Build and maintain Python-based risk analytics tools and use SQL for data processing
• Support pre-trade risk controls and position limits

Requirements

• Bachelor's or Master's degree in Finance, Mathematics, Statistics, or a related field
• 2–5 years of experience in market risk, quantitative analytics, or risk management
• Hands-on experience with VaR / ES and statistical modelling
• Proficiency in Python (pandas, NumPy, SciPy, statsmodels)
• Proficiency in SQL for data extraction and manipulation
• Strong knowledge of probability, statistics, and time series analysis
• Understanding of US equity markets and financial instruments

Preferred Qualifications

• FRM, CFA, or CQF certification (or currently in progress)
• Experience with Bloomberg or Refinitiv
• Exposure to trading environments or real-time risk systems
• Experience with stress testing frameworks
• Professional fluency in Ukrainian

Benefits

• Competitive salary package
• Professional growth and continuous learning opportunities
• Supportive and collaborative work environment
• Access to training programs, sports, leisure, and psychological support

About the Company

SFORS is a leading proprietary trading player that trades in global financial markets. With 20 years of success, the company focuses on constant investment in talent development, advanced trading technologies, and sophisticated risk management models. SFORS operates exclusively with proprietary funds.