Machine Learning Engineer

15 Hours ago • All levels • Research Development

Job Summary

Job Description

We are seeking an engineer with extensive experience in machine learning and a strong mathematical background to join our expanding ML team. This role will be instrumental in shaping the direction of our ML platform. Machine learning is a fundamental aspect of Jane Street's global operations, and our dynamic trading environment provides an excellent platform for rapid ML experimentation and the implementation of new ideas. The ML team comprises individuals who are passionate about software engineering and designing user-friendly systems. You will leverage your deep understanding of the ML ecosystem and various approaches, including neural networks, random forests, and ensemble methods, to inform decision-making and select the most appropriate tools for each challenge. Your responsibilities will also include improving research workflows to accelerate feedback cycles. Successful candidates will possess a solid grasp of modeling techniques and the underlying mathematics. Experience in building and maintaining training and inference infrastructure, moving concepts to production, a strong mathematical foundation, a passion for staying current with ML advancements, the ability to create organized and reproducible research codebases, and expertise in ML frameworks like PyTorch, Jax, or TensorFlow are highly valued. An innovative mindset and a willingness to question existing approaches are also encouraged.
Must have:
  • Experience building and maintaining training and inference infrastructure
  • Strong mathematical background
  • Passion for staying up-to-date with ML advancements
  • Ability to create organized, reproducible research codebases
  • Expertise in ML frameworks (e.g., PyTorch, Jax, TensorFlow)
Good to have:
  • Understanding of optimization theory, regularization, and linear algebra
  • Experience with experimental hardware and reading ML package source code
  • Inventive approach and willingness to ask hard questions

Job Details

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 agency-partnerships@janestreet.com.

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About The Company

Jane Street is a quantitative trading firm with offices in New York, London, Hong Kong, Singapore, and Amsterdam. We are always recruiting top candidates and we invest heavily in teaching and training. The environment at Jane Street is open, informal, intellectual, and fun. People grow into long careers here because there are always new and interesting problems to solve, systems to build, and theories to test.



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