Job Description

Associate, Macro Valuation

A Career with Point72’s Valuation team

The Point72 Macro Intraday Pricing team manages the intraday pricing 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, and commodity products.

What you’ll do

As a Macro Valuation Associate, you will manage the intraday pricing of various Macro products, such as credit derivatives, interest rate swaps/swaptions, FX derivatives, government bonds, and corporate bonds. Specifically, you will:

• Manage the process to control market data inputs to the valuation models (yield curve, inflation curve, volatility surfaces, credit curves, etc.)
• Liaise with investment teams, Technology, Risk, and other supporting teams about pricing and P&L

• Collaborate with the 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

• 10-15+ years of valuation/P&L experience on credit derivatives, emerging market (e.g., LATAM) products (Rates, Bonds, FX), and/or FX derivatives
• Experience with intraday P&L support
• Strong knowledge of derivatives valuation modelling principles
• Strong Quantitative or Finance background required. Master’s degree in Financial Engineering or Financial Mathematics is a plus but not required
• FRM, CFA or comparable certifications or progress towards those certifications is a plus
• Knowledge of financial products and greeks specifically in derivatives space
• Experience with Murex and/or Orchestrade systems is a plus
• Strong programing skill is plus (VBA Macro, Python)
• Familiarity with market data platforms like Bloomberg and Reuters/Eikon is a plus
• 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. We want you to concentrate on success and leave the rest to us. When you work here, we provide:

• 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

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/