Machine Learning Engineer

About the role

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.

What you'll do

• Help drive the direction of our ML platform
• Apply 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
• Enhance research workflows to tighten our feedback cycles
• Understand the mechanics behind various modeling techniques while also being able to break down the mathematics behind them

What we're looking for

• 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; excitement 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