Applied Optimization & ML Research Scientist

Vanguard; Malvern (Chester County); Hybrid; USD 120,000 - 150,000; Full time

Job summary

Vanguard in Malvern, PA seeks an experienced researcher to join a high-profile Applied R&D team focused on optimization, ML, and quantitative methods in investment management. You will develop rigorous, data-driven solutions at the intersection of mathematics and finance.

Collaboration with research, engineering, and investment partners is essential as you translate complex questions into actionable models and decision-ready insights for portfolio strategies.

Qualifications

• Experience in applied research and quantitative modeling with independence to drive ambiguous research.
• Ability to translate questions into optimization or analytical approaches for investment contexts.
• Strong background in machine learning and deep learning is a plus.

Responsibilities

• Partner with senior stakeholders to uncover high-value opportunities and refine hypotheses.
• Formulate investment challenges as optimization problems with objectives and constraints.
• Build quantitative frameworks to support decision-making in real-world investment settings.
• Work with noisy, evolving data to create usable research datasets and document assumptions.
• Design robust evaluation approaches including backtesting and sensitivity analysis.
• Iterate with researchers, data scientists, and engineering partners toward scalable solutions.
• Communicate findings and recommendations clearly to business leaders.

Skills

Applied research

Quantitative modeling

Optimization

Machine learning

Python

Tools

SageMaker

Databricks

Optimization libraries

Job description

Vanguard in Malvern, PA seeks an experienced researcher to join a high-profile Applied R&D team focused on optimization, ML, and quantitative methods in investment management. You will develop rigorous, data-driven solutions at the intersection of mathematics and finance.

Collaboration with research, engineering, and investment partners is essential as you translate complex questions into actionable models and decision-ready insights for portfolio strategies.