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About the Role

Join our growing ML team to drive the direction of our ML platform, leveraging your expertise in machine learning and strong mathematical foundations. Our trading environment provides a unique, rapid-feedback platform for ML experimentation, and our team values software engineering craft and delightful system design.

Responsibilities

• Aid decision-making by applying the right ML tools for the problem at hand.
• Enhance research workflows to tighten feedback cycles.
• Build and maintain training and inference infrastructure.
• Move ML concepts from concept to production.
• Keep up with the state of the art in machine learning.
• Create and maintain an organized research codebase that produces robust, reproducible results.
• Ask hard questions about current approaches and tools.

Requirements

• Robust experience in machine learning.
• Strong mathematical foundations.
• In-depth knowledge of the ML ecosystem and varying approaches (e.g., neural networks, random forests, gradient-boosted trees, ensemble methods).
• Understanding of the mechanics behind various modeling techniques.
• Ability to break down the mathematics behind ML techniques.
• Curious mind and a passion for solving interesting problems.
• Experience building and maintaining training and inference infrastructure.
• Understanding of what it takes to move from concept to production.
• Strong mathematical background.
• Excitement for optimization theory, regularization techniques, linear algebra, etc.
• Passion for keeping up with the state of the art.
• Proven ability to create and maintain an organized research codebase.
• Expertise wrangling an ML framework (PyTorch, Jax, TensorFlow, or others).
• Inventive approach.
• Willingness to ask hard questions.
• Fluency in English.

Skills

• Machine Learning
• Mathematical Foundations
• ML Ecosystem
• Neural Networks
• Random Forests
• Gradient-Boosted Trees
• Ensemble Methods
• Modeling Techniques
• Optimization Theory
• Regularization Techniques
• Linear Algebra
• PyTorch
• Jax
• TensorFlow
• Software Engineering
• API Design
• System Design

About the Company

• Jane Street's global business relies on machine learning as a critical pillar.
• Our ever-evolving trading environment serves as a unique, rapid-feedback platform for ML experimentation.
• We incorporate new ideas with relatively little friction.
• Our ML team consists of individuals with a shared love for software engineering craft and designing delightful APIs and systems.
• Many team members did not initially consider a career in finance.