drjobs Manager, Macro Valuation

Manager, Macro Valuation

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1 Vacancy
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Job Location drjobs

London - UK

Monthly Salary drjobs

Not Disclosed

drjobs

Salary Not Disclosed

Vacancy

1 Vacancy

Job Description

A Career with Point72s Valuation team

The Point72 Valuation team manages the valuation of all investments across the firms extensive hedge fund private equity and venture capital portfolios. The teams 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 youll do

  • Manage the intraday pricing of various macro products such as credit derivatives interest rate swaps/swaptions FX derivatives government bonds and corporate bonds
  • Manage process to control market data inputs into valuation models (yield curve inflation curve volatility surfaces credit curves etc.)
  • Liaise with investment professionals Technology Risk and other teams with respect to pricing and P&L
  • Collaborate with Technology to implement pricing configurations for new and existing products
  • Help reengineer workflows around pricing feeds to improve reliability and efficiency

Whats required

  • 715 years of valuation/P&L experience in credit derivatives emerging market (e.g. LATAM) products (such as rates bonds and 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 the derivatives space
  • Excellent interpersonal and communication skills (both verbal and written) and the ability to work effectively on a team across functions
  • Strong analytic and problemsolving skills
  • Ability to multitask andadapt to fastpaced 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 wellbeing. When you work here we provide:

  • Private medical and dental insurances
  • Generous parental and family leave policies
  • Volunteer opportunities
  • Support for employeeled affinity groups representing women people of colour and the LGBTQ community
  • Mental and physical wellness programs
  • Tuition assistance
  • Noncontributory pension 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 industrys brightest talent by cultivating an investorled culture and committing to our peoples longterm growth. For more information visit Experience:

Manager

Employment Type

Full Time

About Company

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