Associate, Macro Intraday Pricing

A Career with Point72’s Macro Intraday Pricing 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, commodity products. The Macro Intraday Pricing team provides intraday pricing and P&L support for Macro focused portfolio managers, the Risk team, and senior management.

What you’ll do

In this role, you will have the opportunity to manage the intraday pricing of various Macro products, such as Credit derivatives, interest rate swaps/swaptions, FX derivatives, Government bond, 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 front office, technology, risk and other supporting teams about pricing and P&L.
• Work with Murex and Orchestrade systems to monitor and resolve intraday pricing issues.
• Collaborate with 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

• 3-5 years’ 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
• Knowledge of financial products and greeks specifically in derivatives space
• Strong personal ownership and ability to resolve issues independently
• Excellent interpersonal skills, Communication skills (verbal and written), and the ability to work effectively on a team across functions (e.g., Risk, Operations, Front Office and Senior Management)
• 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

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
• Volunteer opportunities
• Support for employee-led affinity groups representing women, people of color and the LGBTQ+ community
• Mental and physical wellness programs
• Tuition assistance
• A 401(k) savings program with an employer match and more

About Point72

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.

The annual base salary range for this role is $130,000-$180,000, 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.