Malvern, PA, 19355, USA
70 days ago
Senior Optimization Engineering Lead
Responsibilities: + Collaborate closely with the quantitative methodology research team and senior architect to design and implement new investment product capabilities. + Develop and optimize algorithms for investment products using quadratic optimization techniques. + Lead the design and development of software solutions utilizing modern engineering practices and your 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 optimization algorithms, particularly quadratic optimization. + Strong problem-solving skills and the ability to lead complex projects from conception 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 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 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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