What are the responsibilities and job description for the Senior Software Engineer - Optimization Lead position at The Vanguard Group, Inc.?
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. Vanguard, one of the world's largest investment management companies, serves individual investors, institutions, employer-sponsored retirement plans, and financial professionals. We have a diverse and talented crew with a culture that promotes teamwork, along with an unwavering focus on serving our clients' best interests. This website uses "cookies" to distinguish you from other users. A cookie is a small file of letters and numbers placed on your computer or device. This helps us to provide you with a good experience when you browse our website and also allows us to improve our site and services. The cookies are stored locally on your computer or mobile device. To accept cookies you can continue browsing as normal. Or you can go to our Privacy Policy to read more information and learn how to change your preferences.