Associate, Macro Valuation

What you ’ll do

• Manage the valuation and models for various products, such as credit derivatives, interest rate swaps/swaptions, FX derivatives, government bonds, and corporate bonds.
• Manage the process to control market data inputs to the valuation models—such as yield curve, inflation curve, volatility surfaces, and credit curves—and ensure the valuation process followes the firm’s valuation policy.
• Perform price testing analysis with counterparty valuation and other third-party vendors’ prices.
• Maintain valuation support documentation to evidence the accuracy of investment valuations.
• Liaise with investment professionals and our various support teams, such as Risk, about pricing, valuation, P&L, and valuation models.
• Work closely with our Technology team to implement valuation setup for new products and automate the valuation process.

What’s required

• 3-5 years of 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 within the derivatives space.
• Strong programing skills using VBA, Macros, and Python.
• Strong personal ownership and ability to resolve issues independently.
• Ability to multitask and adapt to fast-paced and changing work environment.
• Excellent interpersonal and written and verbal communication skills, with the ability to work effectively on a cross-functional team.
• 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 LGBTQ+ community
• 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. t .

The annual base salary range for this role is $115,000-$145,000 (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.