Machine Learning Performance Engineer

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About this role

Machine Learning Performance Engineer London, England, United Kingdom 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

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