JOB TITLE

Macro Valuation Associate

A Career with Point72’s Valuation team

The Point72 Valuation team manages the valuation of all investments across the firm’s extensive hedge fund, private equity, and venture capital portfolios. The team’s investment valuation coverage ranges from exchange traded products to derivatives traded in OTC markets, to venture capital and private equity. The Valuation team provides valuations and P&L for investments for stakeholders across the firm, including Senior Management, portfolio managers/deal teams, Risk Management, and investor reporting.

What you’ll do

• Manage intraday pricing of various macro products, such as credit derivatives, interest rate swaps and swaptions, foreign exchange derivatives, and government and corporate bonds.
• Oversee process to control market data inputs to the valuation models, such as yield curve, inflation curve, volatility surfaces, and credit curves.
• Liaise with Front Office, Technology, Risk, and other supporting teams on pricing and P&L.

• Collaborate with our Technology team to implement pricing configurations for new and existing products.
• Contribute to reengineering workflows around pricing feeds to improve reliability and efficiency.

What’s required

• 3-5 years of experience with valuation and P&L for credit derivatives, emerging market products and/or foreign exchange derivatives, with a strong quantitative or finance background.
• Experience with intraday P&L support.
• Strong knowledge of derivatives valuation modelling principles.
• Knowledge of financial products and Greeks, specifically in derivatives space.
• Strong personal ownership and ability to resolve issues independently.
• Excellent interpersonal and communication skills, with the ability to work effectively on a cross-functional team.
• Strong analytic and problem-solving skills.
• Ability to multi-task and adapt to fast-paced and changing work environment. 
• Commitment to the highest ethical standards.

 

 

About point72

Point72 is a leading global alternative investment firm led by Steven A. Cohen. Building on more than 30 years of investing experience, Point72 seeks to deliver superior returns for its investors through fundamental and systematic investing strategies across asset classes and geographies. We aim to attract and retain the industry’s brightest talent by cultivating an investor-led culture and committing to our people’s long-term growth. For more information, visit https://point72.com/.