Investment Management Fintech Strategies (IMFS) is a global team headquartered in Malvern, Pennsylvania. IMFS serves to actively explore new technologies in ways that could dramatically improve the Vanguard’s investment performance, make capital markets work better for our investors, and embed a culture of innovation throughout Vanguard. This team seeks out internal and external partners and prospects all aspects of technology for ways to experiment and disrupt securities investing across all asset classes. We focus on data strategies including new sources of data and advanced analytics capabilities including machine learning and artificial intelligence; platform and visualization strategies; and market structure strategies.
Job Responsibilities:
Drive effort to research hypotheses using large scale historical data, analyze performance and develop models to optimize portfolio construction and trading strategies
Proactively identify market problems across microstructure, fund flows and liquidity dynamics to uncover risks of large market impact
Design and lead development of the back testing framework and signal libraries
Stay current on latest innovation in application of AI/ML in financial markets
Mentor quant strategists and data scientists to develop production quality code, data pipelines and applications
Collaborate with technology team to oversee the integration of research models into production systems, monitor live performance and iterate based on market feedback
Contribute as a Vanguard thought leader in Equity Portfolio Management and Trading through active industry participation
Qualifications:
5+ years of experience leading data science efforts
Exposure to equities trading environment and domain expertise in market microstructure preferred
An educational background in Statistics, Mathematics, Engineering, Computer Science, or similar
Proficiency in back-testing, simulation, and statistical techniques
Proficient in Python; experience with common machine learning libraries, working with data engineers, and production deployment of models
Track record of applying AI/ML research to solve complex technical challenges through collaboration and innovation
Experience working with senior executives to drive alignment and communicate the value
Self-starter, motivated, independent, curious, versatile team player
Special Factors
Sponsorship
Vanguard is offering visa sponsorship for this position.About Vanguard
At Vanguard, we don't just have a mission—we're on a mission.
To work for the long-term financial wellbeing of our clients. To lead through product and services that transform our clients' lives. To learn and develop our skills as individuals and as a team. From Malvern to Melbourne, our mission drives us forward and inspires us to be our best.
How We Work
Vanguard has implemented a hybrid working model for the majority of our crew members, designed to capture the benefits of enhanced flexibility while enabling in-person learning, collaboration, and connection. We believe our mission-driven and highly collaborative culture is a critical enabler to support long-term client outcomes and enrich the employee experience.
Top Skills
What We Do
We are a community of 30 million who think – and feel – differently about investing. Together, we’re changing the way the world invests.
Since our founding in 1975, helping our investors achieve their goals is our sole reason for existence. With no other parties to answer to and therefore no conflicting loyalties, we make every decision—like keeping investing costs as low as possible—with only your needs in mind.
Vanguard is one of the world's largest investment companies, offering a large selection of high-quality low-cost mutual funds, ETFs, advice, and related services. Individual and institutional investors, financial professionals, and plan sponsors can benefit from the size, stability, and experience Vanguard offers. As of April 30, 2019, we managed more than $5.6 trillion in global assets. In addition, we have 189 funds in the United States and 225 funds in global markets.
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