Machine Learning Performance Engineer at Jane Street | US | Rezi

Machine Learning Performance Engineer at Jane Street

Machine Learning Performance Engineer

Jane Street · US

2 days ago

Machine Learning Performance Engineer

Jane Street · US

2 days ago
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About the Role

We are seeking an engineer with expertise in low-level systems programming and optimization to enhance the performance of our machine learning models, focusing on both training and inference. This role involves a systems-level approach, considering storage, networking, and host/GPU factors to ensure efficient and effective model execution.

Responsibilities

  • Optimizing the performance of machine learning models, including training and inference.
  • Improving CUDA performance.
  • Applying a whole-systems approach to optimization, including storage systems, networking, and host- and GPU-level considerations.
  • Ensuring platform efficiency at the lowest level, analyzing throughput versus goodput and cache performance.
  • Debugging performance issues end-to-end.
  • Utilizing networking technologies to link GPU clusters.
  • Understanding and applying collective algorithms for distributed GPU training.

Requirements

  • Experience in low-level systems programming and optimization.
  • Systems knowledge to debug training run performance end-to-end.
  • Low-level GPU knowledge including PTX, SASS, warps, cooperative groups, Tensor Cores, and the memory hierarchy.
  • Debugging and optimization experience using tools like CUDA GDB, NSight Systems, NSight Compute.
  • Background in Infiniband, RoCE, GPUDirect, PXN, rail optimization, and NVLink.
  • Understanding of collective algorithms supporting distributed GPU training in NCCL or MPI.
  • An inventive approach and willingness to question existing methods and tools.

Skills

  • Modern ML techniques and toolsets
  • Low-level GPU programming
  • CUDA GDB
  • NSight Systems
  • NSight Compute
  • Triton
  • CUTLASS
  • CUB
  • Thrust
  • cuDNN
  • cuBLAS
  • CUDA graph launch
  • Tensor core arithmetic
  • Warp-level synchronization
  • Asynchronous memory loads
  • Infiniband
  • RoCE
  • GPUDirect
  • PXN
  • Rail optimization
  • NVLink
  • NCCL
  • MPI

About the Company

  • 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.
  • If you’ve never thought about a career in finance, you’re in good company. Many of us were in the same position before working here.
  • If you have a curious mind and a passion for solving interesting problems, we have a feeling you’ll fit right in.