Associate, Macro Intraday Pricing

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 the intraday pricing of various macro products, such as credit derivatives, interest rate swaps/swaptions, FX derivatives, government bonds, and corporate bonds

• Manage process to control market data inputs to the valuation models (yield curve, inflation curve, volatility surfaces, credit curves etc.)

• Liaise with investment professionals, Technology, Risk and other teams with respect to pricing and P&L

• Collaborate with Technology to implement pricing configurations for new and existing products

• Help re-engineer workflows around pricing feeds to improve reliability and efficiency

What’s required

• 5+ years of valuation/P&L experience in credit derivatives, emerging market (e.g. LATAM) products (such as rates, bonds, and FX) and/or FX derivatives

• Experience with intraday P&L support

• Strong knowledge of derivatives valuation modelling principles

• Strong quantitative or finance background

• Knowledge of financial products and greeks, specifically in derivatives space

• Strong personal ownership and ability to resolve issues independently

• Excellent interpersonal and communication skills (both verbal and written), and the ability to work effectively on a team across functions

• 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

We take care of our people

We invest in our people, their careers, their health, and their well-being. When you work here, we provide:

• Fully-paid health care benefits

• Generous parental and family leave policies

• Mental and physical wellness programs

• Volunteer opportunities

• Non-profit matching gift program

• Support for employee-led affinity groups representing women, minorities and the LGBT+ community

• Tuition assistance

• A 401(k) savings program with an employer match and more

About Point72

Point72 Asset Management is a global firm led by Steven Cohen that invests in multiple asset classes and strategies worldwide. Resting on more than a quarter-century of investing experience, we seek to be the industry’s premier asset manager through delivering superior risk-adjusted returns, adhering to the highest ethical standards, and offering the greatest opportunities to the industry’s brightest talent. We’re inventing the future of finance by revolutionizing how we develop our people and how we use data to shape our thinking. For more information, visit www.Point72.com/working-here

The annual base salary range for this role is $150,000-$170,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.