Associate, Macro Valuation

A Career with Point72’s Valuation team 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. 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 communicati