Senior Optimization Engineering Lead
Senior Optimization Engineering Lead
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Salary Not Disclosed
1 Vacancy
Job Description
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 dont just have a missionwere 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.
Required Experience:
Senior IC
Employment Type
Full-Time
