Machine Learning Performance Engineer

Optiver Holding BV; New York (NY); On-site; USD 160,000 - 260,000; Full time

Benefits offered by this job

Competitive compensation package

Global profit-sharing pool

401(k) match up to 50%

Comprehensive health, dental, vision coverage

Extensive office perks, including food and social events

Job summary

A global trading firm is seeking a Machine Learning Performance Engineer to focus on AI infrastructure. This role involves building training and inference pipelines, enhancing deep learning frameworks, and tackling performance bottlenecks. Candidates must possess strong GPU programming knowledge with CUDA and expertise in frameworks like PyTorch or TensorFlow. Competitive compensation and extensive benefits, including a profit-sharing pool, are offered in this high-performing environment.

Qualifications

• Strong knowledge of low-level GPU programming with CUDA, including Tensor Cores.
• Expertise in internals of deep-learning frameworks like PyTorch, JAX, TensorFlow.
• Deep understanding of computer architecture.
• Experience in C++ and Python.

Responsibilities

• Build scalable and robust training and inference pipelines for deep learning.
• Enhance functionality of open-source deep learning frameworks.
• Identify and eliminate performance bottlenecks.
• Collaborate closely with researchers and other engineers.
• Develop deep understanding of trading systems.

Skills

Low-level GPU programming with CUDA

Deep learning frameworks expertise (PyTorch, JAX, TensorFlow)

Understanding of computer architecture

Experience in C++

Experience in Python

Python

Computer architecture

Tools

CUDA

JAX ecosystem

GPU libraries (Triton, CUB, cuDNN, cuBLAS)

cuBLAS

Job description

Overview

Optiver is a seeking a Machine Learning Performance Engineer to join our team, focusing on a pivotal AI initiative. This role would offer the opportunity to have significant impact across Machine Learning infrastructure, training, and inference challenges to advance our futures trading strategies.

Responsibilities

• Build scalable and robust training and inference pipelines for deep learning
• Dive into internals of open-source deep learning frameworks and enhance their functionality
• Identify and eliminate performance bottlenecks
• Collaborate closely with researchers and other engineers
• Develop an in-depth understanding of trading systems

Benefits

You’ll join a culture of collaboration and excellence, surrounded by curious thinkers and creative problem-solvers. Motivated by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, collectively tackling some of the toughest challenges in the financial markets.

In addition, you’ll receive:

• The opportunity to work alongside best-in-class professionals from over 40 different countries
• A highly competitive compensation package
• Global profit-sharing pool and performance-based bonus structure
• 401(k) match up to 50%
• Comprehensive health, mental, dental, vision, disability, and life coverage
• Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more

Qualifications

• Strong knowledge of low-level GPU programming with CUDA, including Tensor Cores, cooperative groups, graphs, and warp-level intrinsics
• Expertise in internals of deep-learning frameworks like PyTorch, JAX, TensorFlow, etc.
• Deep understanding of computer architecture
• Experience in C++ and Python

Nice to have

• Experience with JAX ecosystem (XLA, Flax, etc.)
• Familiarity with GPU libraries and tools such as Triton, CUB, cuDNN, and cuBLAS
• Experience with large-scale distributed training
• Contributions to open-source projects related to data science and machine learning

Who we are

Optiver is a tech-driven trading firm and leading global market maker. As one of the oldest market making institutions, we are a trusted partner of 70+ exchanges across the globe. Our mission is to constantly improve the market by injecting liquidity, providing accurate pricing, increasing transparency and acting as a stabilizing force no matter the market conditions. With a focus on continuous improvement, we participate in the safeguarding of healthy and efficient markets for everyone who participates.

Our differences are our edge. Optiver does not discriminate on the basis of race, religion, color, sex, gender identity, sexual orientation, age, physical or mental disability, or other legally protected characteristics.

Below is the expected base salary for this position. This is a good-faith estimate of the base pay scale for this position and offers will ultimately be determined based on experience, education, skill set, and performance in the interview process. This position will also be eligible for a discretionary bonus (if determined by Optiver) and Optiver’s benefits package with the benefits listed above.