Machine Learning Research Engineer

Optiver US LLC; New York (NY); On-site; USD 90,000 - 150,000; Full time

Job summary

Join a dynamic and tech-driven trading firm as a Machine Learning Performance Engineer, where you'll have the chance to significantly impact AI initiatives. This role focuses on building robust training and inference pipelines while diving deep into open-source frameworks to enhance their functionality. Collaborate closely with top professionals from around the world to tackle performance challenges and gain a comprehensive understanding of trading systems. This innovative firm offers a performance-based bonus structure, extensive benefits including paid vacation, health insurance, and a collaborative environment that fosters continuous improvement and professional growth.

Benefits

25 Paid Vacation Days

Fully Paid Health Insurance

Daily Breakfast and Lunch

401(k) Match up to 50%

Charitable Match Opportunities

Regular Social Events and Clubs

Qualifications

• Expertise in deep learning frameworks and programming in C++ and Python required.
• Deep understanding of computer architecture is essential.

Responsibilities

• Build and enhance training and inference pipelines for deep learning.
• Identify performance bottlenecks and collaborate with researchers.

Skills

Deep Learning Frameworks

C++ Programming

Python Programming

Computer Architecture

Tools

PyTorch

JAX

TensorFlow

CUDA

Triton

Pallas

Job description

Optiver is 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.

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.

What you'll do:

• 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.

What you’ll need:

• Expertise in internals of deep-learning frameworks like PyTorch, JAX, TensorFlow, etc.
• Deep understanding of computer architecture.
• Experience in programming in C++ and Python.

Nice to have:

• Experience with JAX ecosystem (XLA, Flax, etc.).
• Experience in programming for GPUs or other accelerators (CUDA, Triton, Pallas, etc.).
• Experience with large-scale distributed training.
• Contributions to open-source projects related to data science and machine learning.

What you’ll get:

• Work alongside best-in-class professionals from over 40 different countries.
• Performance-based bonus structure that is unmatched anywhere in the industry. We combine our profits across desks, teams and offices into a global profit pool fostering a truly collaborative environment to work in.
• Ownership over initiatives that directly solve business problems.

Alongside this, you will get great other benefits such as 25 paid vacation days and market holidays, fully paid health insurance, daily breakfast and lunch, training opportunities, 401(k) match up to 50% and charitable match opportunities, regular social events and clubs, and many more.

At Optiver, we are committed to creating a diverse and inclusive environment of mutual respect. Optiver recruits, employs, trains, compensates and promotes regardless 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.