Quant jobs / Vanguard

Optimization Research Scientist

An applied research role at the asset manager, turning loosely defined investment and business questions into optimisation problems. It works directly with senior investment stakeholders and engineering partners.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Frame business and investment problems with objectives, constraints and decision variables
Build optimisation, simulation and machine learning frameworks
Create usable research datasets from noisy, incomplete data
Evaluate results with out-of-sample tests, backtests and robustness checks
Hand promising work to engineers for scaling

What they ask for

Required

Applied research in quantitative modelling, optimisation and machine learning
Building optimisation models for real decisions
Working with noisy or incomplete data
Out-of-sample testing, simulation and backtesting
Python
Communicating tradeoffs to business leaders

Preferred

Statistical, machine learning and deep learning
SageMaker or Databricks
Optimisation solvers
Investment management or quantitative finance experience
CFA programme

Education: No degree level stated
Experience: Applied research experience in quantitative modelling and optimisation; years not stated
Languages and tools: Python

How to prepare

Formulate and solve a constrained portfolio optimisation with a convex solver
Study robust optimisation and sensitivity to estimation error
Practise writing out objectives, constraints and success metrics for a vague problem
Build a backtest harness with proper out-of-sample splits

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Vanguard’s site before applying: requirements, location and pay can change after we check them.

View the posting on Vanguard’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Vanguard and doesn’t handle applications.