Walden went on to attend the Manhattan School of Music, and in 1993 won first place in a Charlie Parker competition, which earned him a guest spot with Wynton Marsalis and the Jazz at Lincoln Center Orchestra.

[2][3] Walden began his professional career playing with Roy Hargrove's big band at the Jazz Gallery in 1995, then performed at Smalls with artists such as Kurt Rosenwinkel, Eddie Henderson, Kevin Hays, Stephen Scott, Greg Hutchinson and Eric Harland before earning a regular gig on Wednesday nights with his Apex Trio, featuring McPherson (drums) and Burno (bass).

During this period, he became a member of Brian Blade's Fellowship Band and The New Jazz Composers Octet, which made three recordings as a unit and two with Freddie Hubbard (with whom they performed several times at the Iridium).

In 2009, he hired Shore Fire Media to promote his new projects, playing five Wednesday nights with five different bands in September at the Jazz Gallery (with all proceeds going to the non-profit venue), and releasing seven albums on his new record label, Demi Sound, over the course of 2009 and 2010.

[2] All About Jazz cites him as "one of the true bright stars of his generation" who "has a very distinctive sharp tone with a rounded nasaly-inflection" and "has shown the ability to develop solos with both an incisive logic and an organic level of invention.