Machine Learning Research Engineer

Optiver; New York (NY); On-site; USD 180,000 - 220,000; Full time

Benefits offered by this job

Global profit-sharing pool

Performance-based bonus

401(k) match up to 50%

Comprehensive health and life coverage

25 vacation days and holidays

Job summary

Optiver is seeking a Machine Learning Research Engineer to advance our AI initiatives in ML infrastructure, training, and inference for futures trading strategies. You will conduct innovative research on deep learning for price forecasting, build scalable training and inference pipelines, and contribute to open-source framework internals while collaborating with researchers and engineers.

Join a diverse team across 40+ countries, enjoy a competitive compensation package, and participate in a

Qualifications

• PhD or equivalent in ML/CS or related field.
• Experience building deep-learning models in PyTorch, JAX, or TensorFlow.
• Python programming experience.
• Research on large datasets and computationally intensive tasks.

Responsibilities

• Conducting innovative research on deep learning for price forecasting.
• Building scalable training and inference pipelines for deep learning.
• Diving into internals of open-source deep learning frameworks and enhance their functionality.
• Collaborating closely with researchers and other engineers.
• Developing an in-depth understanding of trading systems.

Skills

Python

Deep learning frameworks

Large datasets

C++ programming

Education

PhD or equivalent in ML/CS

Tools

CUDA

JAX ecosystem

Pallas

Open-source contributions

Job description

Optiver is a seeking a Machine Learning Research 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.

What You'll Do

As a Machine Learning Research Engineer, your key responsibilities include:

• Conducting innovative research on deep learning for price forecasting
• Building scalable and robust training and inference pipelines for deep learning
• Diving into internals of open-source deep learning frameworks and enhance their functionality
• Collaborating closely with researchers and other engineers
• Developing an in-depth understanding of trading systems

What You’ll Get

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
• 25 paid vacation days alongside market holidays
• Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more

Who You Are

• PhD or equivalent industry experience in a field related to machine learning
• Expertise in building deep-learning models in PyTorch, JAX, or TensorFlow
• Experience in programming in Python
• Experience in computationally intensive research on very large data sets

Nice to have

• Experience with JAX ecosystem (XLA, Flax, etc.)
• Experience in programming for GPUs or other accelerators (CUDA, Triton, Pallas, etc.)
• Contributions to open-source projects related to data science and machine learning
• Strong publication record at conferences like NeurIPS, ICML, etc.
• Expertise in internals of deep-learning frameworks like PyTorch, JAX, TensorFlow, etc.
• Experience with large-scale distributed trainingExperience in programming in C++

Who We Are

At Optiver, our mission is to improve the market by injecting liquidity, providing accurate pricing, increasing transparency and stabilizing the market no matter the conditions. With a focus on continuous improvement, we prioritize safeguarding the health and efficiency of the markets for all participants. As one of the largest market making institutions, we are a respected partner on 100+ exchanges across the globe.

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.

Base Salary Range

$200,000—$200,000 USD