An address and phone number is one thing. In certain cases, this might be considered public information, think about a telephone book.
I agree with you that submitting your SSN is a bit tricky, to say the least. I can imagine that once you're hired you are required to submit this information.
In my opinion there is no need to supply this kind of sensitive information up front. I suggest to tell the possible employer(s) that this information will be given in person if it comes to a contract.
In addition, try to explain to them that if this kind of information falls in to the wrong hands, it can be used to perform identity theft. Try saying it in a way where you don't say that you don't trust them, but that you don't trust sending this information over the internet.
Is this a major security risk?
I think the likelihood of your traffic being sniffed is quite low. Apparently you're quite security aware. In addition, you could tell the employer(s) you only want to send this information encrypted by using PGP (or GPG) for example.
My personal concern would be where this information is stored. I've done some research about CV's and passports being stored on web servers, the results are scary.