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Senior Optimization Engineering Lead
- Vanguard (Malvern, PA)
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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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