Senior Optimization Engineering Lead Job at Vanguard, Oakland, CA

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  • Vanguard
  • Oakland, CA

Job Description

We are seeking a Senior Software Engineer skilled in the design and use of quadratic optimizations for financial modeling, to join our Vanguard Personalized Indexing (VPI) engineering team. This team is responsible for developing, scaling, and hardening all VPI systems, which include a client-facing web portal and comprehensive front, middle, and back-office investment systems and business processes. At the core of our technology is industry-leading optimization technology.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 FactorsSponsorshipVanguard is not offering visa sponsorship for this position.About VanguardAt 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 WorkVanguard 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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