Machine Learning Researcher

Jane Street·New York, New York, United States·Posted 2 May 2019

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About the role

About the position We’re looking for smart and curious individuals to join our growing team and drive our ML work. On our Machine Learning team, you'll build the deep learning models that power our trading strategies, supported by our rapidly growing computing cluster with tens of thousands of high-end GPUs. Trading poses unusual challenges—large models and nonstationary datasets in a competitive multi-agent environment—that force us to search for novel techniques. At Jane Street, our researchers, engineers, and traders sit a few feet away from each other and work together to train models, architect systems, and run trading strategies. Depending on the day, we might be diving deep into market data, tuning hyperparameters, debugging distributed training performance, or studying how our model likes to trade in production. We’ll rely on your in-depth knowledge of the machine learning landscape and understanding of a variety of approaches—drawn from LLMs, image models, RL agents, recommendation systems, or classical ML methods—to shape the future of ML at Jane Street. You’ll train models for the next generation of our deep learning-based trading strategies, and build the fundamental…

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