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Jane Street · 5 months ago

Machine Learning Performance Engineer

New York, New York, United States

Full-time

Onsite

Mid Level

Jane Street is a financial firm that leverages machine learning as a critical component of its global business. The role involves optimizing the performance of machine learning models in a fast-paced trading environment, focusing on efficient training and low-latency inference.

FinanceFinancial ServicesTrading Platform

Growth Opportunities

H1B Sponsor Likely

Responsibilities

Optimizing the performance of our models – both training and inference

Improving straightforward CUDA

Ensuring our platform makes sense even at the lowest level

Qualification

Low-level systems programmingMachine learning techniquesCUDA optimizationDebugging toolsNetworking technologiesDistributed GPU trainingCuriosityProblem-solving

Required

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

Company

Jane Street

Glassdoor4.5

Jane Street is a quantitative trading firm with offices in New York, London, Hong Kong, Singapore, and Amsterdam.

Founded in 2000

New York, New York, USA

1001-5000 employees

https://www.janestreet.com

H1B Sponsorship

Jane Street has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)

Distribution of Different Job Fields Receiving Sponsorship

Represents job field similar to this job

Trends of Total Sponsorships

2025 (33)

2024 (23)

2023 (32)

2022 (27)

2021 (20)

2020 (22)