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 Factors

Sponsorship

Vanguard is not offering visa sponsorship for this position.

About Vanguard

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.