Machine Learning Performance Engineer

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. com .