Quant Mortgage Derivatives Portfolio Manager

Garda Capital Partners; New York (NY); On-site; USD 118,248 - 190,000; Full time

Benefits offered by this job

Discretionary bonus

Healthcare plan

401(k) matching program

Job summary

Garda Capital Partners in New York seeks a full-time Associate Portfolio Manager responsible for managing a relative value portfolio using mortgage derivatives. The role involves supporting the investment management team while utilizing qualitative and quantitative analysis to monitor risks and drive portfolio performance.

Applicants should have a Master’s degree and substantial experience in investment processes, including utilizing analytical tools and programming in Python. The position offers a competitive salary and discretionary bonuses.

Qualifications

• Master’s degree or equivalent in relevant field and two years related experience.
• 18 months experience in investment process from origination to trade execution.
• 18 months experience analyzing large datasets for mortgage prepayments.

Responsibilities

• Manage and communicate broad trading ideas with management.
• Support the investment management team with relative value opportunities.
• Perform financial modeling, valuation analyses, and due diligence.

Skills

Financial modeling

Qualitative analysis

Quantitative analysis

Python programming

Machine learning

Statistical algorithms

Education

Master’s degree in Financial Engineering, Finance, Mathematics, or related field

Tools

YieldBook

RiskSpan

Job description

Garda Capital Partners in New York seeks a full-time Associate Portfolio Manager responsible for managing a relative value portfolio using mortgage derivatives. The role involves supporting the investment management team while utilizing qualitative and quantitative analysis to monitor risks and drive portfolio performance.

Applicants should have a Master’s degree and substantial experience in investment processes, including utilizing analytical tools and programming in Python. The position offers a competitive salary and discretionary bonuses.