About the job
Join our innovative Machine Learning team at Jane Street as a Performance Engineer, where your expertise in low-level systems programming and optimization will play a critical role in enhancing our machine learning capabilities.
Machine learning is a vital component of Jane Street's global operations. Our dynamic trading environment acts as a unique, rapid-feedback platform for ML experimentation, allowing us to seamlessly integrate new concepts and methodologies.
Your primary responsibility will be to optimize the performance of our models during both the training and inference phases. We prioritize efficient large-scale training, low-latency inference in real-time systems, and high-throughput inference in research scenarios. This involves not only refining CUDA implementations but also taking a holistic approach that encompasses storage systems, networking, as well as host and GPU-level considerations. We aim to ensure that our platform operates efficiently at the lowest levels—questioning whether high throughput translates into effective goodput and analyzing the actual time taken to load vectors from the L2 cache.
If you're curious and passionate about tackling complex problems, you’ll find a welcoming environment here, even if you haven't previously considered a career in finance.

