We are looking for an 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 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. Our ML team is full of people with a shared love for the craft of software engineering, and for designing APIs and systems that are delightful to use.
We’ll rely on your in-depth knowledge of the ML ecosystem and understanding of varying approaches — whether it’s neural networks, random forests, gradient-boosted trees, or sophisticated ensemble methods — to aid decision-making so we apply the right tool for the problem at hand. Your work will also focus on enhancing research workflows to tighten our feedback cycles. Successful ML engineers will be able to understand the mechanics behind various modeling techniques, while also being able to break down the mathematics behind them.
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. While there isn’t a fixed list of qualifications we’re looking for, if you have a curious mind and a passion for solving interesting problems, we have a feeling you’ll fit right in.
We're looking for someone with:
- 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 optimization theory, regularization techniques, linear algebra, and the like
- A passion for keeping up with the state of the art, 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 organized research codebase that produces robust, reproducible results while maintaining ease of use
- Expertise wrangling an ML framework – we're fans of PyTorch, but we'd also love to learn what you know about Jax, TensorFlow, or others
- 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 [email protected].
Top Skills
What We Do
Jane Street works differently. As a liquidity provider and market maker, we trade on more than 200 trading venues across 45 countries and help form the backbone of global markets. Our approach is rooted in technology and rigorous quantitative analysis, but our success is driven by our people.
Our bright, beautiful offices in the heart of New York, London, Hong Kong, and Amsterdam are open and buzzing with conversation. We come from many backgrounds and encourage travel between offices to share perspectives. Some of our best ideas come from bumping into a visiting colleague at the office coffee bar.
Markets move fast. Staying competitive as we’ve grown has required constant invention—of new trading strategies, technology, and processes. We’ve found this is easier when you hire humble, kind people. They tend to help each other, and prioritize teamwork over titles.
We invest heavily in teaching and training. There’s a library and a classroom in every office, because deepening your understanding of something is considered real work. Guest lectures, classes, and conferences round out the intellectual exchanges that happen every day.
People grow into long careers at Jane Street because there are always new and interesting problems to solve, systems to build, and theories to test. More than twenty years after our founding, it still feels like we’re just getting started.
