A Career with Point72’s Valuation team
The Point72 Valuation team manages the valuation 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, venture capital and private equities.
The Valuation team provides valuations and P&L for investments on a real time basis for portfolio managers, the Risk team, and senior management.
What you’ll do
This job will give you the opportunity to manage the valuation and models for various products, such as interest rate swaps / swaptions, FX derivatives, Government bond, Corporate bonds, and Credit derivatives
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 valuation policy.
Perform model validation on new valuation models required for model upgrades or the new products.
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.
This position is required to work UK hours and follow the US holiday schedule.
3-5 years’ experience pricing financial derivatives
Strong understanding of financial products including interest rate derivatives, FX derivatives, credit derivatives
Strong knowledge of modelling principles
Strong Quantitative or Finance background required. Master’s degree in Financial Engineering or mathematical finance is a plus but not required
FRM, CFA or comparable certifications or progress towards those certifications is a plus
Valuation experience in Corporate Bonds and Emerging market products is a plus
Knowledge of financial products and greeks specifically in derivatives space
Strong personal ownership and ability to resolve issues independently
Excellent interpersonal skills, English communication skills (verbal and written), and the ability to work effectively on a team
Murex system experience is a plus
Strong programing skill is plus (VBA Macro, Python)
We take care of our people
We invest in our people, their careers, their health, and their well-being. We want you to concentrate on success and leave the rest to us.
When you work here, we provide :
Private life insurance
Private medical and dental care, with vision allowance
Private pension scheme
Business travel accident insurance
Employee assistance program
Educational assistance reimbursement
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.
Our Warsaw office gives us access to world-class talent with a reputation for excellence and innovation. We’re looking to build an office of subject-matter experts whose fresh perspectives will help evolve our infrastructure and advance the capabilities of our teams.
Learn more at Point72.com / Warsaw.
Point72 is an Equal Opportunity Employer. Point72 is committed to the principles of equal employment opportunity for all employees and applicants for employment.
Point72 complies with applicable, local, state and federal laws on the subject of equal employment opportunity.