Associate, Macro Valuation - Singapore - Point72

Point72

Verified Company

Singapore

1 week ago

Posted by:

Wei Jie

beBee Recruiter

Description

The Point72 Macro Intraday Pricing team manages the intraday pricing 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, and commodity products.

What you'll do
As a Macro Valuation Associate, you will manage the intraday pricing of various Macro products, such as credit derivatives, interest rate swaps/swaptions, FX derivatives, government bonds, and corporate bonds

Specifically, you will:

Manage the process to control market data inputs to the valuation models (yield curve, inflation curve, volatility surfaces, credit curves, etc.)
Liaise with front office, Technology, Risk, and other supporting teams about pricing and P&L
Collaborate with the Technology team to implement pricing configurations for new and existing products.
Contribute to reengineering workflows around pricing feeds to improve reliability and efficiency

What's required

715 years of valuation/P&L experience on credit derivatives, emerging market (e.g., LATAM) products (Rates, Bonds, FX), and/or FX derivatives
Experience with intraday P&L support
Strong knowledge of derivatives valuation modelling principles
Strong Quantitative or Finance background required. Master's degree in Financial Engineering or Financial Mathematics is a plus but not required
FRM, CFA or comparable certifications or progress towards those certifications 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, communication skills (verbal and written), and the ability to work effectively on a team across functions
Experience with Murex and/or Orchestrade systems is a plus
Strong analytic and problemsolving skills
Familiarity with market data platforms like Bloomberg and Reuters/Eikon is a plus
Ability to multitask and adapt 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 well-being. We want you to concentrate on success and leave the rest to us.

When you work here, we provide:

Health care benefits
Generous parental and family leave policies
Volunteer opportunities
Support for employeeled affinity groups representing women, people of color and the LGBT+ community
Mental and physical wellness programs
Tuition assistance

**About Point72