Valuations Analyst

Garda Capital Partners•New York, NY

1d•Onsite

About The Position

Garda Capital Partners (Garda) is a multi-billion dollar alternative investment firm with over 22 years of experience deploying relative value strategies across fixed income markets for institutional investors. We hire, grow, and mentor great talent and remain steadfast in our commitment to building a culture that helps them succeed. Garda is more than a workplace. We are built on trust, integrity, and a shared vision for how we work together, the enduring relationships we build, and the consistency of our results. Garda's primary offices are located 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), credit products, commodity products, and MBS.

Requirements

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
Critical thinking, strong attention to detail and independent problem-solving skills
Embrace a shared drive to learn, improve and achieve lasting impact
Self-starter with the ability to work both independently and collaboratively, managing priorities effectively in a fast-paced environment
Detail-oriented, strong communication and interpersonal skills, and the ability to collaborate effectively across diverse teams and stakeholders

Responsibilities

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.