Senior Data Scientist

As a lead Equities quantitative researcher, you will develop models and tools for actionable investment strategies with focus on risk mitigation. The ideal candidate is an experienced data scientist with Buy/Sell side experience and is motivated to play a key role in shaping the future state portfolio management and trading platform.

Investment Management Fintech Strategies (IMFS) is a global team headquartered in Malvern, Pennsylvania. IMFS serves to actively explore advanced modeling techniques, alternative data and cutting-edge new technologies in ways that could dramatically improve the Vanguard’s investment performance, make capital markets work better for our investors, and embed a culture of innovation throughout Vanguard. This team seeks out internal and external partners and prospects all aspects of technology for ways to experiment and disrupt securities investing across all asset classes. We focus on data strategies including new sources of data and advanced analytics capabilities including machine learning and artificial intelligence; investment platform and systematic investing strategies; and capital market structure research.

Responsibilities:

• Drive effort and develop models to research hypotheses, predict corporate actions, and identify market patterns and relationships using large scale historical data and simulations; analyze portfolio analytics and optimize portfolio construction and trading strategies

• Proactively monitor and research market anomaly and inefficiencies across microstructure, fund flows and liquidity dynamics to uncover risks of large market impact

• Lead the design and lead development of the hypothesis and back testing framework

• Work on development of agentic framework to contribute to systematic research and investing initiatives

• Stay current on latest innovation in application of AI/ML in financial markets

• Coach and mentor quant strategists and data scientists to develop robust data science research protocols and platform, including productioning code, data engineering and applications development

• Collaborate with technology team to oversee the integration of research models and PoCs into production systems, monitor live performance and iterate based on market feedback

• Contribute as a Vanguard thought leader on fintech and industry innovations

Qualifications:

• 5+ years of experience leading data science research using large scale data sets, preferred experience including forecasting, back-testing, simulation, and statistical techniques.

• Relevant major in ML, data science, financial engineering, computer science, MSc or PhD preferred

• Strong knowledge on machine learning and AI models

• Experience in full cycle data science research and development  

• Proficient in Python; proficiency with common machine learning and AI libraries, working with data engineers, and production deployment of models

• Track record of applying AI/ML research to solve complex technical challenges through collaboration and innovation

• Experience working with senior executives to drive alignment and communicate the value

Special Factors

Sponsorship

Vanguard is offering visa sponsorship for this position.

About Vanguard

At Vanguard, we don't just have a mission—we're on a mission.

To work for the long-term financial wellbeing of our clients. To lead through product and services that transform our clients' lives. To learn and develop our skills as individuals and as a team. From Malvern to Melbourne, our mission drives us forward and inspires us to be our best.

How We Work

Vanguard has implemented a hybrid working model for the majority of our crew members, designed to capture the benefits of enhanced flexibility while enabling in-person learning, collaboration, and connection. We believe our mission-driven and highly collaborative culture is a critical enabler to support long-term client outcomes and enrich the employee experience.