Valuations Analyst

Garda Capital Partners (Garda) is a multi-billion dollar alternative investment firm with over 18 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, Copenhagen, and Singapore.

Garda is looking to hire a Valuations Analyst to join the team in Geneva. 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.

Position Responsibilities
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.
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 control process and systems.

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