About the role

What will you do at Jane Street?

We are looking for an engineer with experience in low-level systems programming and optimisation to join our growing ML team.

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.

Your part here is optimising the performance of our models – both training and inference. We care about efficient large-scale training, low-latency inference in real-time systems and high-throughput inference in research. Part of this is improving straightforward CUDA, but the interesting part needs a whole-systems approach, including storage systems, networking and host- and GPU-level considerations.

Zooming in, we also want to ensure our platform makes sense even at the lowest level – is all that throughput actually goodput? Does loading that vector from the L2 cache really take that long?

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. If you have a curious mind and a passion for solving interesting problems, we have a feeling you’ll fit right in.

There’s no fixed set of skills, but here are some of the things we’re looking for:

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 optimisation experience using tools like CUDA GDB, NSight Systems, NSight Computesight-systems and 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 optimisation 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

Fluent in English

If you're a recruiting agency and want to partner with us, please reach out to [email protected].

Which skills does this role require?

Machine LearningCUDASystems ProgrammingPerformance OptimizationPTXSASSTensor CoresTritonCUTLASSCUBThrustcuDNNcuBLASInfinibandNCCLMPIPerformance EngineeringInferenceTrainingRoCEGPUDirectPXNNVLinkDistributed TrainingLatencyThroughputMemory HierarchyNSight SystemsNSight ComputeFinanceTradingA/B Testing

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