Machine Learning Engineer
Machine Learning Engineer
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Job Description
About the Position
Were looking for smart and curious individuals from academia to join our growing team and drive our ML work.
On our Machine Learning team youll build the deep learning models that power our trading strategies supported by our rapidly growing computing cluster with thousands of H100s/200s. Trading poses unusual challengesextreme latency constraints large datasets complex feedback loops and a high level of noisethat force us to search for novel tricks.
Researchers engineers and traders sit a few feet away from each other and work together to train models architect systems and run trading strategies. Depending on the day we might be diving deep into market data tuning hyperparameters debugging distributed training performance or studying how our model likes to trade in production.
Well rely on your indepth knowledge of the machine learning ecosystem and understanding of varying approaches to shape decisionmaking as we continue building the future of ML at Jane Street. Youll also be involved with hiring new colleagues attending conferences and teaching techniques to teammatesall of which we consider to be real and impactful parts of the job.
About You
If youve never thought about a career in finance youre in good company. Many of us were in the same position before working here. If you have a curious mind and a passion for solving interesting problems we have a feeling youll fit right in. Theres no fixed set of skills we are looking for but you should have:
- Practical experience working on realworld ML problems
- Experience building and maintaining training and inference infrastructure with an understanding of what it takes to move from concept to production
- A strong mathematical background; good candidates will be excited about things like optimisation theory regularisation techniques linear algebra and the like
- A passion for keeping up with the stateoftheart whether that means diving into academic papers experimenting with the latest hardware or reading the source of a new machine learning package
- A proven ability to create and maintain an organised research codebase that produces robust reproducible results while maintaining ease of use
- Expertise wrangling an ML frameworkwere fans of PyTorch but wed also love to learn what you know about Jax TensorFlow or others
- An inventive approach and the willingness to ask hard questions about whether were taking the right approaches and using the right tools
- Fluent in English
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Employment Type
Full Time
