Associate, Macro Intraday Pricing

Point72 • New York, NY

2d • $150,000 - $170,000

About The Position

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.

Requirements

• 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

Responsibilities

• 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

Benefits

• 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

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Education Level: No Education Listed