Associate – Macro Valuation
Posted on 4/3/2024
Point72

1,001-5,000 employees

Global asset management firm investing in diverse strategies.
Company Overview
Point72 Asset Management, under the leadership of Steven Cohen, is a global investment firm that values entrepreneurial thinking and continuous adaptation, fostering a culture where ideas are welcomed from all levels within the organization. The firm's competitive advantage lies in its commitment to superior risk-adjusted returns and high ethical standards, backed by over a quarter-century of investing experience. Point72's industry leadership is evident in its strategic use of data to shape decision-making and its dedication to developing its talent, positioning it as a promising workplace for those seeking to shape the future of finance.
Quantitative Finance
Venture Capital

Company Stage

Private

Total Funding

$645.2M

Founded

2014

Headquarters

Stamford, Connecticut

Growth & Insights
Headcount

6 month growth

11%

1 year growth

32%

2 year growth

67%
Locations
New York, NY, USA
Experience Level
Entry
Junior
Mid
Senior
Expert
Desired Skills
Python
Communications
CategoriesNew
Financial Planning and Analysis (FP&A)
Investment Banking
Risk Management
Finance & Banking
Requirements
  • 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
Responsibilities
  • 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.