Point72 · 11 hours ago
Associate, Macro Valuation
New York, United States
Full-time
Onsite
Mid Level
$115K/yr - $145K/yr
3+ years expPoint72 is a leading global alternative investment firm seeking to enhance its Valuation team. The Associate, Macro Valuation will manage the valuation of various investment products, ensure compliance with valuation policies, and collaborate with multiple teams to support accurate pricing and valuation processes.
Asset ManagementFinanceFinancial Services
Responsibilities
Manage the valuation and models for various products, such as Credit derivatives, interest rate swaps/swaptions, FX derivatives, Government bonds, and Corporate bonds
Manage process to control market data inputs to the valuation models (yield curve, inflation curve, volatility surfaces, credit curves etc.) and ensure the valuation process is in compliance with Point72’s valuation policy
Perform price testing analysis with counterparty valuation and other 3rd party vendors’ prices such as Bloomberg or Markit. Maintain the valuation support as evidence that investment valuation is accurate
Liaise with front office, risk team, and other supporting teams about pricing, valuation, P&L, and valuation models
Work closely with Technology team to implement valuation setup for new products and automate the valuation process
Qualification
Required
3-5 years' 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 in derivatives space
Strong personal ownership and ability to resolve issues independently
Ability to multi-task and adapt to fast-paced and changing work environment
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 programing skills (VBA Macro, Python)
Commitment to the highest ethical standards
Benefits
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
Company
Point72
Point72 invests in multiple asset classes and strategies worldwide.
1001-5000 employees
H1B Sponsorship
Point72 has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (64)
2024 (42)
2023 (48)
2022 (35)
2021 (42)
2020 (34)
Funding
Current Stage
Late StageTotal Funding
$45.17M2012-06-15Series Unknown· $45.17M
Leadership Team
Nanssia Fragoudaki
Chief Operating Officer for Technology
S
Sam Wadhams
Senior Manager, Corporate Communications
Recent News
2026-01-15
Business Insider
2026-01-09
Company data provided by crunchbase