Investment Management Data Scientist, Senior Specialist

Team & Opportunity

Applied research solutions play a key role in supporting Vanguard's Investment Management strategies. In this role, you will be working as a Lead Quant Research Scientist aligned to technology deployment that supports the growth of solutions directly influencing Vanguard's Investment Management strategies for fixed income trading teams. You will be part of a high profile Applied R&D team enabling creative and impactful solutions in Fixed Income. This multinational research lab leads the research, development, and deployment of advanced ML solutions (deep learning, convex optimization, stochastic simulation, etc.) across several parts of the investment management process.

Ideal Skill set

• Significant experience in applied research settings leading multi-disciplinary teams and coordinating & executing long horizon research scopes.
• Extensive experience building custom deep learning architectures to address specific problem statements.
• Extensive experience in quantitative trading.
• Proficient with Python in development environments such as SageMaker, Databricks, etc.
• Experience creating rigorous evaluation frameworks with OOS, Sim, and back test components and analyzing results.
• Experience with fixed income investment management problems 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.

Academic Background

• 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 ML is necessary.
• Strong written and oral communication skills.

Inclusion Statement

Vanguard's continued commitment to diversity and inclusion is firmly rooted in our culture. Every decision we make to best serve our clients, crew (internally employees are referred to as crew), and communities is guided by one simple statement: "Do the right thing." We believe that a critical aspect of doing the right thing requires building diverse, inclusive, and highly effective teams of individuals who are as unique as the clients they serve. We empower our crew to contribute their distinct strengths to achieving Vanguard's core purpose through our values.