We are looking for an engineer with experience in low-level systems programming and optimization to join our growing ML team. Machine learning is a critical pillar of Jane Street's global business. Our ever-evolving trad…
We are looking for an engineer with experience in low-level systems programming and optimisation to join our growing ML team. Machine learning is a critical pillar of Jane Street's global business. Our ever-evolving trad…
Skills: Machine Learning, CUDA, Systems Programming, Performance Optimization, PTX
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Full-time
Posted 12d ago
~40 hrs/week
Responsibilities
Optimize the performance of machine learning models for both training and inference across the company's trading environment. Implement a whole-systems approach to improve throughput and latency, considering storage, networking, and GPU-level hardware.
Requirements
Requires deep expertise in low-level systems programming, CUDA, and GPU architecture including PTX and memory hierarchies. Candidates should have experience debugging performance end-to-end and working with distributed training algorithms.
Full job description
We are looking for an engineer with experience in low-level systems programming and optimization to join our growing ML team.
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.
Your part here is optimizing the performance of our models – both training and inference. We care about efficient large-scale training, low-latency inference in real-time systems, and high-throughput inference in research. Part of this is improving straightforward CUDA, but the interesting part needs a whole-systems approach, including storage systems, networking, and host- and GPU-level considerations. Zooming in, we also want to ensure our platform makes sense even at the lowest level – is all that throughput actually goodput? Does loading that vector from the L2 cache really take that long?
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.
There’s no fixed set of skills, but here are some of the things we’re looking for:
An understanding of modern ML techniques and toolsets
The experience and systems knowledge required to debug a training run’s performance end to end
Low-level GPU knowledge of PTX, SASS, warps, cooperative groups, Tensor Cores, and the memory hierarchy
Debugging and optimization experience using tools like CUDA GDB, NSight Systems, NSight Compute
Library knowledge of Triton, CUTLASS, CUB, Thrust, cuDNN, and cuBLAS
Intuition about the latency and throughput characteristics of CUDA graph launch, tensor core arithmetic, warp-level synchronization, and asynchronous memory loads
Background in Infiniband, RoCE, GPUDirect, PXN, rail optimization, and NVLink, and how to use these networking technologies to link up GPU clusters
An understanding of the collective algorithms supporting distributed GPU training in NCCL or MPI
An inventive approach and the willingness to ask hard questions about whether we're taking the right approaches and using the right tools
If you're a recruiting agency and want to partner with us, please reach out to [email protected].
Jane Street is a quantitative trading firm with offices in New York, London, Hong Kong, Singapore, and Amsterdam. We are always recruiting top candidates and we invest heavily in teaching and training. The environment at Jane Street is open, informal, intellectual, and fun. People grow into long careers here because there are always new and interesting problems to solve, systems to build, and theories to test.
More than twenty years after our founding, it still feels like we’re just getting started.
Jane Street does not offer any services to individual investors: https://www.janestreet.com/fraud-and-impersonation-warnings/
Offices: 250 Vesey Street, New York, NY 10281, US · 2 & A Half, Devonshire Square, London, EC2M 4UJ , GB · 10th Floor, Chater House, 8 Connaught Rd., Hong Kong, Central, HK · WTC Tower Ten - L19, Strawinskylaan 1657, Amsterdam, 1077 XX , NL · 10 Collyer Quay, 4/F, Ocean Financial Centre, Singapore, 049315, SG
Jane Street is a quantitative trading firm with offices in New York, London, Hong Kong, Singapore, and Amsterdam. We are always recruiting top candidates and we invest heavily in teaching and training. The environment at Jane Street is open, informal, intellectual, and fun. People grow into long careers here because there are always new and interesting problems to solve, systems to build, and theories to test.
More than twenty years after our founding, it still feels like we’re just getting started.
Jane Street does not offer any services to individual investors: https://www.janestreet.com/fraud-and-impersonation-warnings/
Offices: 250 Vesey Street, New York, NY 10281, US · 2 & A Half, Devonshire Square, London, EC2M 4UJ , GB · 10th Floor, Chater House, 8 Connaught Rd., Hong Kong, Central, HK · WTC Tower Ten - L19, Strawinskylaan 1657, Amsterdam, 1077 XX , NL · 10 Collyer Quay, 4/F, Ocean Financial Centre, Singapore, 049315, SG