Associate, Macro Intraday Pricing
Point72 Asset Management
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
- Volunteer opportunities
- Support for employee-led affinity groups representing women, people of color and the LGBT+ community
- Mental and physical wellness programs
- Tuition assistance
- A 401(k) savings program with an employer match and more
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/.
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.