Senior Software Engineer - Optimization Lead

The Vanguard Group • Charlotte, PA

2d • Hybrid

About The Position

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.

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.
• 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.

Nice To Haves

• 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

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.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Number of Employees: 5,001-10,000 employees