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/.
Skills Required
- 10-15+ years of valuation/P&L experience on credit derivatives, emerging market products, and 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
- FRM, CFA or comparable certifications or progress towards those certifications
- Knowledge of financial products and greeks in derivatives space
- Experience with Murex and/or Orchestrade systems
- Strong programming skill (VBA Macro, Python)
- Familiarity with market data platforms like Bloomberg and Reuters/Eikon
Point72 Compensation & Benefits Highlights
The following summarizes recurring compensation and benefits themes identified from responses generated by popular LLMs to common candidate questions about Point72 and has not been reviewed or approved by Point72.
-
Healthcare Strength — Healthcare coverage is described as exceptional with comprehensive options and low out-of-pocket costs. Medical, dental, and vision are characterized as fully covered or no-premium for U.S. employees.
-
Retirement Support — The 401(k) program features a generous employer match and access to after-tax contributions with in-plan Roth conversions. Value accrues through a multi-year vesting schedule that rewards tenure.
-
Parental & Family Support — Parental and family leave is highlighted as generous and has strengthened over time. Clear primary and secondary caregiver policies are in place and seen as competitive.
Point72 Insights
What We Do
Point72 Asset Management is a global firm led by Steven Cohen that invests in multiple asset classes and strategies worldwide. Resting on more than a quarter-century of investing experience, we seek to be the industry’s premier asset manager through delivering superior risk-adjusted returns, adhering to the highest ethical standards, and offering the greatest opportunities to the industry’s brightest talent. We’re inventing the future of finance by revolutionizing how we develop our people and how we use data to shape our thinking. For more information, visit www.Point72.com/working-here.
