Senior Optimization Engineering Lead Job at Vanguard, Oakland, CA

TVZZKy9Cc3N5eUFJTE91N3Q1WUxya3lrTVE9PQ==
  • 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.

Job Tags

Work experience placement,

Similar Jobs

Honda Dev. and Mfg. of Am.,LLC

Supervisor Manufacturing Quality Engineer Job at Honda Dev. and Mfg. of Am.,LLC

 ...for the QSD and SQD line call team. Provide quick response when quality concerns arise, using complex analysis and coordination skill...  ...verbal communication, problem solving ability, knowledge of quality assurance tools and techniques, clear & concise report writing, strong... 

Planet Group

Remote Sr Statistician Job at Planet Group

 ...60-70/h pay depending on experience In this exciting role as a Senior Statistician, you will have primary focus responsibility to support innovative cardiovascular device and ablation device clinical trials and contribute to efforts in the field of advanced analytics... 

Blue Collars LLC

Warehouse Manager Job at Blue Collars LLC

 ...pride in delivering high-quality service with precision, professionalism, and efficiency. As we grow, we're looking to bring on a Warehouse Manager who will play a critical role in organizing and streamlining the backbone of our operations our warehouse. Position... 

City of Danville, VA

Family Services Specialist- CPS Job at City of Danville, VA

 ...compliance with services within the home and the community; attending...  ...the child/children's worker; works with the child/children's...  ...programs; maintaining budgets/data for training and respite care...  ...in a Human Services field. No experience required. An equivalent combination... 

The Beauty Institute

Student Salon Manager Job at The Beauty Institute

We are seeking a dynamic team leader for our Student salon. Responsibilities include: Help increase number of clients in the student salon through marketing, social networking, promotions, local outreach etc. Ensure high level of customer service. Create incentives...