Garda Capital Partners (Garda) is a multi-billion dollar alternative investment firm with over 19 years of experience deploying relative value strategies across fixed income markets for institutional investors. Garda has offices in Wayzata, New York City, West Palm Beach, Geneva, Zug, Copenhagen, Singapore, and Scottsdale.
Garda is looking to hire a Valuations Analyst to join the team in New York. The candidate will be helping manage valuations 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), commodity products, and MBS.
- Liaise with front office, risk team, and other supporting teams about pricing, valuation, P&L, and valuation models. Be point person for all live and closing P/L issues for PMs and Risk.
- Work closely with Risk and Technology teams to implement valuation setup for new products, automate the valuation process and manage longer term projects to enhance the overall valuation process and systems.
- Manage process to control market data inputs to the valuation models (yield curve, inflation curve, volatility surfaces, etc.) and ensure the valuation process is in compliance with Garda’s valuation policy.
- Perform model validation on new valuation models required for model upgrades or the new products. Establish valuation models and process together with Risk for new products.
- Perform price testing analysis with counterparty valuation and other 3rd party vendors’ prices such as Bloomberg or Markit. Maintain the valuation support as evidence that investment valuation is accurate.
Qualifications & Desired Skills:
- Bachelor's Degree or higher in Mathematics, Finance, Financial Engineering, or a similar quantitative/technical discipline
- 2+ years of experience relevant for a Valuations role
- Knowledge and interest in financial markets
- Detail-oriented with strong verbal and written communication skills
- Critical thinking, strong attention to detail and independent problem solving skills
- Intellectual curiosity and motivation to innovate and improve
- Ability to work effectively in a high-energy, time sensitive team environment
- Ability and willingness to work unconventional hours
Base salary for this role is expected to be between $100,000 and $135,000. This role is also eligible for other forms of compensation and benefits, such as a discretionary bonus, healthcare plan, 401(k) matching program, etc. Within the range, individual pay is determined by work location and additional factors, such as job-related skills, experience, and relevant education.
This role is also eligible for other forms of compensation and benefits, such as a discretionary bonus, healthcare plan, 401(k) matching program, etc. Within the range, individual pay is determined by work location and additional factors, such as job-related skills, experience, and relevant education.