Senior Quantitative Model Developer
The Senior Quantitative Model Developer will implement, integrate, maintain and validate the Quantitative Equity Group's (QEG) quantitative investment models. To create and advise QEG's model and data architecture, and manage investment model code base and elevations.
Duties & Responsibilities:
- Executes the QEG model implementation process for new and existing models.
- Supports the maintenance of QEG's model implementation architecture, software libraries and model routines.
- Owns model change validation and ensures that the recommended model development process is adhered to.
- Assists in analysis of ongoing research through back testing investment strategies and code creation.
- Conceptualizes, codes, and builds analytics to aid in research process. Prepares data and develops data sources and processes, and communicates results.
- Expands knowledge of financial markets, general investment themes, and new technologies in order to bring an informed perspective to the department.
- Establishes and maintains effective working relationships with other areas of Vanguard.
- Participates in special projects and performs other duties as assigned.
- Undergraduate degree in a quantitative discipline required. Progress toward advanced degree preferred.
- Minimum five years experience in a technical discipline.
- Understanding of system architecture, data analysis techniques, design patterns, and statistical concepts.
- Strong proficiency in and experience writing production-level code in Matlab and Python. Proficiency with SQL Server.
- Ability to work with large data sets, competing priorities, and to articulate complex topics.
- Strong desire to gain extensive knowledge of investments (i.e. quantitative equity, alternative investment strategies, etc.), model architecture, and fields of data science (NLP, ML) and their financial applications.
Vanguard is not offering visa sponsorship for this position.
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