Investment Data Scientist

The Data Scientist will assist in the implementation, maintenance, and control of the Quantitative Equity Group’s (QEG) quantitative investment models. Will also create and implement the Risk Management Group’s (RMG) global forensic testing program and data analytics. Building and maintaining alpha models / trading models.

Duties and Responsibilities:

  • Converts mathematical or statistical research into models with expertly written programming code in production environment.
  • Conceptualizes, codes, and builds new financial analytics using Big Data technologies.
  • Implements Operational Risk control process and routines in the Forensic Testing programming use Big Data technologies.
  • Creates and maintains QEG’s software libraries and model process routines.
  • Back tests and confirms peer model and code changes with statistical certainty.
  • Establishes and maintains effective working relationships with other areas of Vanguard. Anticipates researchers’/portfolio managers’ needs and ensures their satisfaction related to the services being provided.
  • Develops key understanding of the investment management process and data underpinning it.
  • Develops and maintains knowledge of financial markets, securities and general investment themes, and new technologies in order to bring an informed perspective to risk management processes.
  • Creates and documents data requirements for data sources within our Hadoop workspace.
  • Participates in special projects and performs other duties as assigned.

Qualifications:

  • Undergraduate degree or equivalent combination of training and experience. Degree in a quantitative discipline preferred.
  • Minimum three or more years experience in a technical or related financial discipline.
  • Strong desire to gain superior knowledge of investments (i.e. equities, alternative investment strategies, etc.).
  • Technical knowledge in some of the following: Spark, Scala; Python, NumPy, Scikit; MATLAB; C++; SQL Server and Oracle; Tableau; Hadoop, Apache, and/or other Big Data technologies
  • Interest in any of the following; data science innovation, machine learning, statistics, other analytics fields.
  • Ability to work with large data sets, competing priorities and under demanding timelines
  • Exceptional conceptual, analytical, and problem solving skills
  • Must be able to work in a collaborative and occasionally fast paced/high pressure environment

Special Factors:

Vanguard is not offering visa sponsorship for this position.


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