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.