Quantitative Analyst • Mid-Level

Who you are

You have 3-5 years of experience in valuation and P&L for credit derivatives and foreign exchange derivatives, demonstrating a strong quantitative or finance background. Your expertise includes intraday P&L support and a solid understanding of derivatives valuation modeling principles. You are knowledgeable about financial products and Greeks, specifically in derivatives, which allows you to effectively manage pricing and valuation processes.

You thrive in collaborative environments, liaising with Front Office, Technology, Risk, and other supporting teams to ensure accurate pricing and P&L reporting. Your ability to oversee market data inputs to valuation models, such as yield curves and volatility surfaces, showcases your attention to detail and analytical skills. You are eager to contribute to reengineering workflows around pricing feeds to enhance reliability and efficiency.

Desirable

Experience with emerging market products is a plus, as is familiarity with various macro products. You are comfortable working with complex financial instruments and have a proactive approach to problem-solving. Your strong communication skills enable you to effectively convey technical information to stakeholders across the firm.

What you'll do

In this role, you will manage intraday pricing of various macro products, including credit derivatives, interest rate swaps, and foreign exchange derivatives. You will oversee the process to control market data inputs to valuation models, ensuring accuracy and reliability in the valuations provided to stakeholders. Your collaboration with the Technology team will involve implementing pricing configurations for new and existing products, contributing to the overall efficiency of the valuation process.

You will be responsible for liaising with various teams, including Front Office and Risk Management, to ensure that pricing and P&L are accurately reported and understood. Your role will also involve analyzing and improving workflows around pricing feeds, which will require a keen understanding of market dynamics and valuation principles.

What we offer

At Point72, you will be part of a team that values your contributions and supports your professional growth. We offer a dynamic work environment where you can leverage your skills in valuation and quantitative analysis. You will have the opportunity to work with experienced professionals in the finance industry, gaining insights and knowledge that will enhance your career.

We encourage you to apply even if your experience doesn't match every requirement. Our culture is built on collaboration and continuous learning, and we are committed to helping you succeed in your role. Join us at Point72 and be part of a team that is dedicated to delivering superior returns for our investors.