Senior Software Engineer - Optimization Lead jobs in United States
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Vanguard ยท 5 months ago

Senior Software Engineer - Optimization Lead

positionMalvern, PA
timeFull-time
remoteHybrid
senioritySenior Level, Lead/Staff
money$127K/yr - $243K/yr
date10+ years exp

Vanguard is a company focused on the long-term financial wellbeing of its clients, seeking a Senior Software Engineer - Optimization Lead. The role involves collaborating with a quantitative methodology research team to design and implement investment product capabilities, developing algorithms, and mentoring junior developers while ensuring system reliability and security.

FinanceFinancial Services
badNo H1Bnote

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

Qualification

Optimization algorithmsInvestment domain expertiseSoftware developmentPythonJavaAWS cloud expertisePostgres databaseCommunication skillsProblem-solving skillsCollaboration skills

Required

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

Preferred

Graduate degree in Financial Engineering or similar 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

Company

Vanguard

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Check is a client-owned investment company that offers low-cost mutual funds, ETFs, advice, and related services.
dateFounded in 1975
location
Kelayres, Pennsylvania, USA
people-size10001+ employees
web-link
http://investor.vanguard.com/corporate-portal

Funding

Current Stage
Late Stage
Total Funding
unknown
Key Investors
ic@3401
2017-03-31Non Equity Assistance

Leadership Team

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Salim Ramji
Chief Executive Officer
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Andrew Maack
Principal, Head of US Equity Index Portfolio Management
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Recent News

PR Newswire
Vanguard Appoints Natalie Lamarque as Chief Legal Officer
2025-09-05
citybiz
Vanguard Managing Director Karin Risi to Retire
2025-03-15
PR Newswire
Vanguard to Establish New Advice & Wealth Management Division Led by Industry Veteran Joanna Rotenberg
2025-03-14
Company data provided by crunchbase