Responsibilities:
- Collaborate closely with the quantitative methodology research team to design and implement new investment product capabilities.
- Develop and optimize algorithms for implementing investment products using quadratic optimization techniques.
- Lead the design and development of software solutions utilizing modern engineering practices and your investment domain expertise.
- Ensure the scalability, reliability, and security of VPI systems.
- Mentor and guide junior developers, fostering a culture of continuous improvement and innovation.
Qualifications:
- Extensive experience in software development, with a strong background in mathematics and investment knowledge.
- Hands-on experience with the application of optimization algorithms, particularly within the investment domain.
- Strong problem-solving skills and the ability to lead complex projects from concept to deployment.
- Proficiency in modern programming languages, frameworks, and concepts.
- Excellent communication and collaboration skills.
- Minimum of ten years related work experience, with at least seven years of development experience. Prior investment management systems experience required.
- Undergraduate degree or equivalent combination of training and experience. Graduate degree in Financial Engineering or similar preferred.
Experience working with these quantitative finance concepts and technologies preferred:
- Deep understand of theory: Linear Programming, Integer Programming, Mixed-Integer programming, Convex Optimization, Dynamic Programming
- Deep understanding of Risk Models
- Knowledge of rebalancing/back testing/financial data expertise
- Barra OpenOptimizer
- Experience with python and java
- Docker swarm
- In memory caching (Redis)
- Micro services architecture design principles
- Postgres database
- AWS cloud expertise
- Base Pay Range (US) - 127,000 - 243,000
Special Factors
Sponsorship
Vanguard is not 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.
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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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