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Risk Quantitative Analyst

SFORSDubai, Dubai, United Arab Emirates
On-site Full-time

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Experience Level

Experience

Qualifications

Core Responsibilities:Market Risk Modelling:Develop and maintain Value at Risk (VaR) and Expected Shortfall (ES) models using parametric, historical simulation, and Monte Carlo methods. Apply Extreme Value Theory (EVT) and Generalized Pareto Distribution (GPD) for tail risk assessments. Conduct backtesting and validation of risk models to ensure accuracy. Support factor-based risk decomposition including beta, sectors, and idiosyncratic risk. Scenario Analysis & Stress Testing:Create and execute historical and hypothetical stress scenarios. Formulate forward-looking market risk scenarios. Analyze Profit & Loss (P&L) sensitivity under stress conditions. Contribute to enhancing the firm’s stress testing framework. Portfolio Risk Analysis:Oversee real-time and end-of-day risk metrics including Greeks, exposure, and drawdowns. Perform performance and risk attribution analysis. Facilitate pre-trade risk controls and establish position limits. Compile regular risk reports for internal stakeholders. Quantitative Development & Analytics:Develop and maintain Python-based risk analytics tools. Utilize SQL for data extraction and processing of trading data. Prototype innovative analytical approaches and models. Contribute to comprehensive model and methodology documentation.

About the job

Company: SFORS

Location: Dubai, United Arab Emirates

About SFORS

SFORS is an established name in global financial markets, focused on proprietary trading and pre-market strategies. For over two decades, the firm has built its reputation on developing talent, investing in advanced trading technology, and applying sophisticated risk management models. SFORS trades exclusively with proprietary capital, creating a focused environment for its teams.

Role Overview: Risk Quantitative Analyst

The Risk Quantitative Analyst will join the Risk Management team. This role works directly with traders and risk managers to develop, validate, and improve market risk models. The main goal: ensure strong risk oversight of equity portfolios, especially those in US markets.

What You Will Do

  • Collaborate with traders and risk managers on risk model development
  • Validate and refine market risk models for equity portfolios
  • Support effective risk oversight for US market trading activities

Work Environment

SFORS operates with proprietary funds only, offering a dedicated and focused trading setting.

About SFORS

SFORS is a dynamic and forward-thinking company that thrives in the competitive landscape of proprietary trading. With a foundation built on two decades of market expertise, we prioritize talent development and technological innovation to empower our traders' success.

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