Associate Portfolio Manager

Garda Capital Partners

New York, United States
Base: $118,248 to $190,000pyear; bonus/equity: dis...
On-site
Manage relative value portfolio
Mortgage derivatives trading
Python programming language
Responsible for managing a relative value portfolio using mortgage derivatives while communicating broad trading ideas with senior management on a weekly basis

Job Summary

  • Responsible for managing a relative value portfolio using mortgage derivatives while communicating broad trading ideas with senior management on a weekly basis.
  • Support the investment management team in New York by focusing on discretionary and systematic relative value opportunities in mortgage derivative markets.
  • Utilizing qualitative and quantitative analysis along with proprietary trading systems to manage their own portfolio, monitor individual positions, and report the overall portfolio risk to Portfolio Managers.

Matching Summary

Responsible for managing a relative value portfolio using mortgage derivatives while communicating broad trading ideas with senior management on a weekly basis.

Salary

Base: $118,248 to $190,000/year; Bonus/Equity: Discretionary bonus eligible; Benefits: Healthcare plan, 401(k) matching program

Skills & Requirements

Must-have

  • Manage relative value portfolio
  • Mortgage derivatives trading
  • Python programming language
  • Analyze mortgage prepayments
  • Machine learning and statistical algorithms
  • YieldBook and RiskSpan utilization
  • CMO structuring and hedging
  • Wall Street mortgage trading desks relationships

Nice-to-have

  • Discretionary and systematic relative value opportunities
  • Proprietary trading systems
  • Collaborative work environment
  • Enduring relationships
  • Consistency of results

Key Requirements

  • Master's degree or equivalent
  • Two years related experience
  • 18 months experience in investment process
  • 18 months experience with Python
  • 18 months experience analyzing mortgage prepayments
  • 18 months experience with YieldBook and RiskSpan
  • 18 months experience implementing trading strategies
  • 18 months experience with CMO structuring and hedging
  • 18 months experience cultivating trading desk relationships

Work Rights

Not specified

Tailored Resume

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