Quantitative Analyst • Mid-Level

Who you are

You have 5+ years of valuation and P&L experience in credit derivatives and FX derivatives — you understand the intricacies of pricing various macro products and have a strong quantitative background that allows you to navigate complex financial models with ease. Your expertise extends to emerging market products, particularly in rates and bonds, and you possess a solid grasp of derivatives valuation modeling principles. You are detail-oriented and take personal ownership of your work, ensuring that issues are resolved efficiently and effectively.

You have a strong knowledge of financial products and greeks, specifically in the derivatives space — this knowledge enables you to communicate effectively with investment professionals and collaborate seamlessly with technology and risk teams. Your ability to manage market data inputs to valuation models is complemented by your experience in intraday P&L support, making you a valuable asset to the team. You thrive in a collaborative environment and are eager to liaise with various stakeholders to enhance pricing configurations and workflows.

What you'll do

In this role, you will manage the intraday pricing of various macro products, including credit derivatives, interest rate swaps/swaptions, FX derivatives, government bonds, and corporate bonds. You will oversee the process to control market data inputs to the valuation models, ensuring accuracy and reliability in the pricing of investments. Your collaboration with investment professionals, technology teams, and risk management will be crucial in providing accurate valuations and P&L for stakeholders across the firm.

You will also help re-engineer workflows around pricing feeds to improve reliability and efficiency — this involves working closely with technology to implement pricing configurations for new and existing products. Your strong quantitative skills will be essential in analyzing and optimizing valuation processes, contributing to the overall success of the valuation team. You will be expected to stay updated on market trends and developments in the derivatives space, ensuring that your pricing strategies remain competitive and effective.

What we offer

Point72 offers a competitive annual base salary range of $150,000-$170,000, which does not include discretionary bonus compensation or a comprehensive benefits package. You will have the opportunity to work in a dynamic environment where your contributions directly impact the firm's investment strategies. We encourage you to apply even if your experience doesn't match every requirement, as we value diverse perspectives and backgrounds in our team.