Machine Learning Engineer

About the Company

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.

Responsibilities

• Drive the direction of the ML platform
• Apply appropriate modeling techniques including neural networks, random forests, and gradient-boosted trees
• Enhance research workflows to tighten feedback cycles
• Understand and break down the mathematics behind various modeling techniques
• Create and maintain organized research codebases that produce robust, reproducible results

Requirements

• Experience building and maintaining training and inference infrastructure
• Strong mathematical background in optimization theory, regularization, and linear algebra
• Expertise in ML frameworks such as PyTorch, Jax, or TensorFlow
• Ability to move machine learning concepts into production
• Passion for staying current with state-of-the-art academic research and hardware