The Point72 Valuation team manages the valuation of various investments ranging from the exchange traded products to derivatives traded in OTC markets, including equities, listed futures/options, bonds, fixed income OTC derivatives (interest rate swaps/swaptions, FX spot/forwards/options), credit derivatives, commodity products, venture capital and private equities. The Valuation team provides valuations and P&L for investments for portfolio managers, the Risk team, and senior management.
Manage the valuation and models for various 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.) and ensure the valuation process is in compliance with Point72’s valuation policy.
Perform price testing analysis with counterparty valuation and other 3rd party vendors’ prices such as Bloomberg or Markit. Maintain the valuation support as evidence that investment valuation is accurate.
Liaise with front office, risk team, and other supporting teams about pricing, valuation, P&L, and valuation models.
Work closely with Technology team to implement valuation setup for new products and automate the valuation process.
3-5 years’ valuation experience on Fixed income derivatives such as Interest Rate, Credit, or FX derivatives.
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
Ability to multi-task and adapt to fast-paced and changing work environment
Excellent interpersonal skills, Communication skills (verbal and written), and the ability to work effectively on a team across functions (e.g., Risk, Operations, Front Office and Senior Management)
Strong programing skills (VBA Macro, Python)
Commitment to the highest ethical standards
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
Non-profit matching gift program
Support for employee-led affinity groups representing women, minorities and the LGBTQ+ community
A 401(k) savings program with an employer match and more
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 $110,000-$140,000, 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.