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 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 optimising 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 optimisation experience using tools like CUDA GDB, NSight Systems, NSight Computesight-systems and 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 optimisation 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
- Fluency in English
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.
