Senior Software Engineer - Optimization Lead

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.