Point72

Associate, Macro Valuation

New York, NY · Senior

Sponsorship not specified$115k-$145kDetected 8 days ago

ValuationCommunication

About the role

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.
We take care of our people We invest in our people, their careers, their health, and their well-being.

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.
Support for employee-led affinity groups representing women, minorities and the LGBTQ+ community
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.

The annual base salary range for this role is $115,000-$145,000 (USD), which does not include discretionary bonus compensation or our comprehensive benefits package.

This listing is sourced directly from Point72's careers page and normalized into a canonical job model.