Machine Learning Engineer

Jane Street; Hong Kong; On-site; HKD 600,000 - 1,200,000; Full time

Job summary

A global trading firm in Hong Kong seeks an experienced engineer to join their ML team. The role involves enhancing the ML platform through strong mathematical foundations and machine learning expertise. You will collaborate with a passionate team in a dynamic environment, applying varying ML methodologies and improving research workflows. Candidates should have a curious mindset, experience with ML infrastructure, and an enthusiasm for the latest developments in the field.

Qualifications

• Strong mathematical background with knowledge of optimisation theory and linear algebra.
• Experience building and maintaining ML infrastructure from concept to production.
• Ability to create reproducible results with an organized research codebase.

Responsibilities

• Drive the direction of the ML platform and enhance research workflows.
• Utilize in-depth knowledge of ML ecosystems and techniques to aid decision-making.
• Collaborate with the ML team to implement and explore new ideas in a dynamic environment.

Skills

Machine learning

Mathematics

Infrastructure development

ML frameworks (PyTorch, Jax, TensorFlow)

Research code organization

Tools

PyTorch

Jax

TensorFlow

Job description

We are looking for an engineer with robust experience in machine learning and strong mathematical foundations to join our growing ML team and to help drive the direction of our ML platform.

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. Our ML team is full of people with a shared love for the craft of software engineering, and for designing APIs and systems that are delightful to use.

We’ll rely on your in-depth knowledge of the ML ecosystem and understanding of varying approaches — whether it’s neural networks, random forests, gradient-boosted trees or sophisticated ensemble methods — to aid decision‑making so we apply the right tool for the problem at hand. Your work will also focus on enhancing research workflows to tighten our feedback cycles. Successful ML engineers will be able to understand the mechanics behind various modelling techniques, while also being able to break down the mathematics behind them.

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. While there isn’t a fixed list of qualifications we’re looking for, if you have a curious mind and a passion for solving interesting problems, we have a feeling you’ll fit right in.

We're looking for someone with:

• Experience building and maintaining training and inference infrastructure, with an understanding of what it takes to move from concept to production
• A strong mathematical background; Good candidates will be excited about things like optimisation theory, regularisation techniques, linear algebra and the like
• A passion for keeping up with the state of the art, whether that means diving into academic papers, experimenting with the latest hardware or reading the source of a new machine learning package
• A proven ability to create and maintain an organised research codebase that produces robust, reproducible results while maintaining ease of use
• Expertise wrangling an ML framework – we're fans of PyTorch, but we'd also love to learn what you know about Jax, TensorFlow or others
• An inventive approach and the willingness to ask hard questions about whether we're taking the right approaches and using the right tools