Design and implement new investment product capabilities, develop and optimize algorithms for implementing investment products using quadratic optimization techniques, and ensure the scalability, reliability, and security of VPI systems.
Requirements
- 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.
- Proficiency in modern programming languages, frameworks, and concepts.
- 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
- Experience with python and java
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.
Other
- Strong problem-solving skills and the ability to lead complex projects from concept to deployment.
- 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.
- Vanguard is not offering visa sponsorship for this position.
