Machine Learning Performance Engineer
About the role
Optiver is seeking a Machine Learning Performance Engineer to join our team, focusing on a pivotal AI initiative. This role offers the opportunity to have significant impact across Machine Learning infrastructure, training, and inference challenges to advance our futures trading strategies.
Responsibilities
- Build scalable and robust training and inference pipelines for deep learning
- Dive into internals of open-source deep learning frameworks and enhance their functionality
- Identify and eliminate performance bottlenecks
- Collaborate closely with researchers and other engineers
- Develop an in-depth understanding of trading systems
Requirements
- Strong knowledge of low-level GPU programming with CUDA, including Tensor Cores, cooperative groups, graphs, and warp-level intrinsics
- Expertise in internals of deep-learning frameworks like PyTorch, JAX, TensorFlow, etc.
- Deep understanding of computer architecture
- Experience in C++ and Python
Nice to have
- Experience with JAX ecosystem (XLA, Flax, etc.)
- Familiarity with GPU libraries and tools such as Triton, CUB, cuDNN, and cuBLAS
- Linux system programming experience
- Experience with large-scale distributed training
- Contributions to open-source projects related to data science and machine learning
About Us
At Optiver, our mission is to improve the market by injecting liquidity, providing accurate pricing, increasing transparency, and stabilizing the market no matter the conditions. With a focus on continuous improvement, we prioritize safeguarding the health and efficiency of the markets for all participants. As one of the largest market-making institutions, we are a respected partner on 100+ exchanges across the globe. Our differences are our edge.
Benefits
- The opportunity to work alongside best-in-class professionals from over 40 different countries
- A highly competitive compensation package
- Global profit-sharing pool and performance-based bonus structure
- 401(k) match up to 50%
- Comprehensive health, mental, dental, vision, disability, and life coverage
- 25 paid vacation days alongside market holidays
- Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues, and more
Pay
Base Salary Range: $200,000—$200,000 USD. This is a good-faith estimate of the base pay scale for this position, and offers will ultimately be determined based on experience, education, skill set, and performance in the interview process. This position will also be eligible for a discretionary bonus and Optiver’s benefits package.