Investment Management Fintech Strategies (IMFS) is a global team headquartered in Malvern, Pennsylvania. IMFS serves to actively explore advanced modeling techniques, alternative data and cutting-edge 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; investment platform and systematic investing strategies; and capital market structure research.
Responsibilities:
Drive effort and develop models to research hypotheses, predict corporate actions, and identify market patterns and relationships using large scale historical data and simulations; analyze portfolio analytics and optimize portfolio construction and trading strategies
Proactively monitor and research market anomaly and inefficiencies across microstructure, fund flows and liquidity dynamics to uncover risks of large market impact
Lead the design and lead development of the hypothesis and back testing framework
Work on development of agentic framework to contribute to systematic research and investing initiatives
Stay current on latest innovation in application of AI/ML in financial markets
Coach and mentor quant strategists and data scientists to develop robust data science research protocols and platform, including productioning code, data engineering and applications development
Collaborate with technology team to oversee the integration of research models and PoCs into production systems, monitor live performance and iterate based on market feedback
Contribute as a Vanguard thought leader on fintech and industry innovations
Qualifications:
5+ years of experience leading data science research using large scale data sets, preferred experience including forecasting, back-testing, simulation, and statistical techniques.
Relevant major in ML, data science, financial engineering, computer science, MSc or PhD preferred
Strong knowledge on machine learning and AI models
Experience in full cycle data science research and development
Proficient in Python; proficiency with common machine learning and AI 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
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. For Commenting Guidelines & Important information, visit here: http://vanguard.com/linkedin Vanguard Marketing Corporation, Distributor.
