The Point72 Valuation team manages the valuation of all investments across the firm’s extensive hedge fund, private equity, and venture capital portfolios. The team’s 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 you’ll do
Manage the valuation of mortgage-backed securities, including specified pools, CMOs, TBA/TBA options, and non-agency products.
Oversee market data inputs to valuation models, ensuring compliance with the firm’s valuation policy.
Perform model validation for new or upgraded valuation models supporting new products and system enhancements.
Perform price testing analysis against counterparty valuation and third-party pricing vendors such as Bloomberg, JPM PricingDirect, and BofA PriceServe.
Maintain valuation support documentation to evidence the accuracy of investment valuations.
Partner with investment professionals, Risk, and other supporting teams on pricing, valuation, P&L, and valuation models.
Collaborate with the Technology team to implement valuation setups for new products and automate valuation processes.
What’s required
7+ years of mortgage valuation experience covering agency MBS, including specified pools, CMOs, TBA/TBA options, as well as non‑agency products such as RMBS, CMBS, and CLO.
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Strong knowledge of derivatives valuation modeling principles.
Knowledge of financial products and Greeks, particularly in the derivatives space.
Strong sense of ownership and the ability to resolve issues independently.
Excellent interpersonal and communication skills, both written and verbal, with the ability to work effectively on a cross-functional team.
Strong leadership skills to educate, train, and develop others to expand the capabilities and capacity of the Valuation team.
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. When you work here, we provide:
Fully-paid health care benefits
Generous parental and family leave policies
Volunteer opportunities
Support for employee-led affinity groups representing women, people of color and the LGBT+ community
Mental and physical wellness programs
Tuition assistance
A 401(k) savings program with an employer match 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 industry’s brightest talent by cultivating an investor-led culture and committing to our people’s long-term growth. For more information, visit https://point72.com/.
The annual base salary range for this role is $240,000-$260,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.
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