Machine Learning Research Engineer

About the role

This role focuses on a pivotal AI initiative within Optiver, offering the opportunity to significantly impact Machine Learning infrastructure, training, and inference challenges to advance trading strategies.

Responsibilities

• Conduct innovative research on deep learning for price forecasting
• Build scalable and robust training and inference pipelines for deep learning
• Dive into internals of open-source deep learning frameworks and enhance their functionality
• Collaborate closely with researchers and other engineers
• Develop an in-depth understanding of trading systems

What you’ll get

• 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

Qualifications

• PhD or equivalent industry experience in a field related to machine learning
• Expertise in building deep-learning models in PyTorch, JAX, or TensorFlow
• Experience in programming in Python
• Experience in computationally intensive research on very large data sets

Skills

• Nice to have: Experience with JAX ecosystem (XLA, Flax, etc.), experience in programming for GPUs or other accelerators (CUDA, Triton, Pallas, etc.), contributions to open-source projects related to data science and machine learning, strong publication record at conferences like NeurIPS, ICML, etc., expertise in internals of deep-learning frameworks like PyTorch, JAX, TensorFlow, etc., experience with large-scale distributed training, experience in programming in C++

Benefits

• 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

The expected base salary for this position is provided as a good-faith estimate. Offers will be determined based on experience, education, skill set, and performance in the interview process. This position is also eligible for a discretionary bonus (if determined by Optiver) and Optiver's benefits package with the benefits listed above.

Schedule

Details on the schedule are not specified in the job posting.