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.