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. This opportunity is best aligned to individuals with a proven track record of research leadership and project management. We are specifically looking for individuals with applied deep learning experience, and a high degree of comfort in quantitative trading that can lead diverse teams and deliver rigorous, systematic solutions.
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
- 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
- Solid written and oral communication skills
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📌 Investment Management Data Scientist, Senior Specialist (Melbourne)
🏢 Vanguard Australia
📍 Melbourne
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