Associate, Macro Valuation
Company: Point72
Location: New York City
Posted on: April 1, 2026
|
|
|
Job Description:
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 communication skills, with the ability to work effectively
on a cross-functional team. 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. When you work
here, we provide: Fully-paid health care benefits Generous parental
and family leave policies Mental and physical wellness programs
Volunteer opportunities Non-profit matching gift program Support
for employee-led affinity groups representing women, minorities and
the LGBTQ community Tuition assistance A 401(k) savings program
with an employer match and more 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/ . 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. Actual
compensation offered to the successful candidate may vary from
posted hiring range based upon geographic location, work
experience, education, and/or skill level, among other things.
Keywords: Point72, Edison , Associate, Macro Valuation, Accounting, Auditing , New York City, New Jersey