Machine Learning Performance Engineer
Jane StreetNew York, New York, United States · Posted May 20, 2024Description
We are looking for an engineer with experience in low-level systems programming and optimization to join our growing ML team.
Machine learning is a critical pillar of Jane Street's global business. Our ever-evolving trading environment serves as a unique, rapid-feedback platform for ML experimentation, allowing us to incorporate new ideas with relatively little friction.
Your part here is optimizing the performance of our models – both training and inference. We care about efficient large-scale training, low-latency inference in real-time systems, and high-throughput inference in research. Part of this is improving straightforward CUDA, but the interesting part needs a whole-systems approach, including storage systems, networking, and host- and GPU-level considerations. Zooming in, we also want to ensure our platform makes sense even at the lowest level – is all that throughput actually goodput? Does loading that vector from the L2 cache really take that long?
If you’ve never thought about a career in finance, you’re 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 you’ll fit right in.
There’s no fixed set of skills, but here are some of the things we’re looking for:
- An understanding of modern ML techniques and toolsets
- The experience and systems knowledge required to debug a training run’s performance end to end
- Low-level GPU knowledge of PTX, SASS, warps, cooperative groups, Tensor Cores, and the memory hierarchy
- Debugging and optimization experience using tools like CUDA GDB, NSight Systems, NSight Compute
- Library knowledge of Triton, CUTLASS, CUB, Thrust, cuDNN, and cuBLAS
- Intuition about the latency and throughput characteristics of CUDA graph launch, tensor core arithmetic, warp-level synchronization, and asynchronous memory loads
- Background in Infiniband, RoCE, GPUDirect, PXN, rail optimization, and NVLink, and how to use these networking technologies to link up GPU clusters
- An understanding of the collective algorithms supporting distributed GPU training in NCCL or MPI
- An inventive approach and the willingness to ask hard questions about whether we're taking the right approaches and using the right tools
If you're a recruiting agency and want to partner with us, please reach out to agency-partnerships@janestreet.com.
Similar jobs
Est. 175,000 USD
We are looking for an engineer with experience in low-level systems programming and optimisation to join our growing ML team. Machine learning is a critical pillar of Jane Street's global business. Our ever-evolving trad…
Est. 120,000 GBP
We are looking for an engineer with experience in low-level systems programming and optimisation to join our growing ML team. Machine learning is a critical pillar of Jane Street's global business. Our ever-evolving trad…
Est. 140,000 USD
We are looking for a Research Engineer with robust experience in machine learning and strong mathematical foundations to join our growing ML team and to help drive the direction of our ML platform. Machine learning is a…
Est. 120,000 GBP
We are looking for a Research Engineer with robust experience in machine learning and strong mathematical foundations to join our growing ML team and to help drive the direction of our ML platform. Machine learning is a…
Est. 141,000 USD
About the position We’re looking for smart and curious individuals to join our growing team and drive our ML work. On our Machine Learning team, you'll build the deep learning models that power our trading strategies, su…
We are looking for a Research Engineer with robust experience in machine learning and strong mathematical foundations to join our growing ML team and to help drive the direction of our ML platform. Machine learning is a…
Est. 175,000 USD
About the Position We’re looking for smart and curious individuals to join our growing team and drive our ML work. On our Machine Learning team, you'll build the deep learning models that power our trading strategies, su…
Est. 124,000 USD
About the Position Our goals are to give you a real sense of what it's like to work at Jane Street as a Machine Learning Engineer while also providing a truly unparalleled educational experience. You'll be paired with fu…
Est. 80,000 GBP
About the position We’re looking for smart and curious individuals from industry and academia to join our growing team and drive our ML work. On our Machine Learning team, you'll build the deep learning models that power…
Est. 250,000 USD
Tower Research Capital is a leading quantitative trading firm founded in 1998. Tower has built its business on a high-performance platform and independent trading teams. We have a 25+ year track record of innovation and…
Est. 140,000 USD
About the Position We are looking for a Software Engineer with experience in high-performance, low latency systems. You’ll work closely with our quantitative researchers and developers, taking a holistic approach to desi…
Est. 200,000 USD
Optiver is a seeking a Machine Learning Performance Engineer to join our team, focusing on a pivotal AI initiative. This role would offer the opportunity to have significant impact across Machine Learning infrastructure,…
Est. 120,000 GBP
About the Position We’re looking for smart and curious individuals to join our growing team and drive our ML work. On our Machine Learning team, you'll build the deep learning models that power our trading strategies, su…
Est. 120,000 EUR
As a Machine Learning Engineer, you will play a pivotal role in building systems that drive the training and deployment of large-scale ML models across our global operations. You'll collaborate with leading researchers,…
About the position We’re looking for smart and curious individuals from industry and academia to join our growing team and drive our ML work. On our Machine Learning team, you'll build the deep learning models that power…
Est. 80,000 GBP
About the Position Our goals are to give you a real sense of what it's like to work at Jane Street as a Machine Learning Engineer while also providing a truly unparalleled educational experience. You'll be paired with fu…
About the Position We’re looking for smart and curious individuals to join our growing team and drive our ML work. On our Machine Learning team, you'll build the deep learning models that power our trading strategies, su…
Tower Research Capital is a leading quantitative trading firm founded in 1998. Tower has built its business on a high-performance platform and independent trading teams. We have a 25+ year track record of innovation and…
Est. 141,000 USD
About Cubist Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core…
Est. 120,000 USD
About the Position We’re looking for an experienced and skilled educator to help us teach people at Jane Street about machine learning. Machine learning is a critical pillar of Jane Street's global business. Our ever-evo…
Est. 140,000 USD
About the Position We are looking for an experienced Data Center Mechanical Engineer who can help Jane Street shape how we approach cooling our data centers. It’s no small task—this critical role will directly support ou…
Est. 60,000 GBP
Jump Trading Group is committed to world class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to g…
Est. 120,000 USD
About the Position Our goals are to give you a real sense of what it’s like to work at Jane Street as a Machine Learning Researcher while also providing a truly unparalleled educational experience. You’ll work side by si…
Est. 120,000 EUR
About Nebius: Nebius is leading a new era in cloud infrastructure for the global AI economy. We are building a full-stack AI cloud platform that supports developers and enterprises from data and model training through to…
The Machine Learning Frameworks team exists for two reasons: making the research iteration loop as fast and frictionless as possible, and making production run as fast as the hardware allows. Both matter, and figuring ou…
Est. 235,000 USD
About Nebius: Nebius is leading a new era in cloud infrastructure for the global AI economy. We are building a full-stack AI cloud platform that supports developers and enterprises from data and model training through to…
Est. 150,000 USD
Position Overview: This is a Full‑time Junior Software Engineering position for candidates early in their career who are interested in infrastructure, systems, and machine learning platforms at scale. As a Junior Enginee…
Tower Research Capital is a leading quantitative trading firm founded in 1998. Tower has built its business on a high-performance platform and independent trading teams. We have a 25+ year track record of innovation and…
Est. 250,000 USD
Tower Research Capital is a leading quantitative trading firm founded in 1998. Tower has built its business on a high-performance platform and independent trading teams. We have a 25+ year track record of innovation and…
Est. 325,000 USD
Jump Trading Group is committed to world-class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting-edge research to g…