Role overview
Project Contractor
Project Contractor
*Senior Quantitative Data Scientist
London/Hybrid
Job Description**
Advanced Analytics solutions play a key role in supporting Vanguard's Investment Management strategies. In this role, you will be working as a Quant Research Scientist aligned to technology deployment that supports the growth of solutions directly influencing Vanguard's Investment Management strategies for our business teams.
You will be part of a high-profile Applied R&D team enabling creative and impactful solutions across Active Equities, Fixed Income, Risk Management, Corporate Finance, and more. Our diverse research lab leads the application of deep learning, convex optimization, game theory, stochastic simulation, and more techniques for production solutions across all parts of Investment management. This opportunity is best aligned to individuals with experience in various parts of systematically designed research and engineering efforts. We are specifically looking for individuals with mathematical optimization and applied mathematics skill sets to complement the existing staff with this focus.
What you'll work on
Significant experience in research settings regarding mathematical optimization and other modeling paradigms
Experience building machine learning architectures to address specific problem statements is nice to have
Comfortable with Quant standards such as Markowitz and Modern Portfolio Theory, mixed-integer optimization, Black-Litterman, factor models, etc.
Proficient with python in development environments such as SageMaker, Databricks, etc
Experience creating evaluation frameworks with OOS, Sim, and back-test components and analyzing results
Experience with Investment Management related data and tasks is preferred
Participation or completion of the CFA or related financial knowledge is valuable
Ability to read & reproduce research papers in computational settings
Participation in systematic or quantitative workflows in Investment Management is a plus
What we're looking for
Undergraduate degree in related STEM field(s) with Modeling work required
Graduate Degree or equivalent industrial experience in applied research or engineering workflows preferred
Strong coursework in mathematics, information theory, and other topics related to theoretical reasoning in modeling is necessary
Strong written and oral communication skills
Special Factors
Vanguard is not offering visa sponsorship for this position
This position is hybrid and would require you to be in our London office three days per week