Full-Time

Machine Learning Performance Engineer

Posted on 5/20/2024

Jane Street

Jane Street

1,001-5,000 employees

Quantitative trading firm with global offices

Quantitative Finance
AI & Machine Learning
Data & Analytics
Financial Services

Senior

New York, NY, USA

Required Skills
CUDA
Data Structures & Algorithms
Requirements
  • 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
  • Fluency in English
Responsibilities
  • Optimising the performance of models – both training and inference
  • Improving straightforward CUDA and taking a whole-systems approach including storage systems, networking, and host- and GPU-level considerations
  • Ensuring platform efficiency at the lowest level
  • Debugging and optimisation using various tools
  • Linking up GPU clusters using networking technologies
  • Asking hard questions about approaches and tools

Jane Street is a quantitative trading firm known for its heavy investment in training and teaching, which underlies its commitment to employee development. The firm fosters an open, informal, and intellectually stimulating work environment, making it an ideal place for individuals who thrive on tackling new and challenging problems. With a presence in major global financial hubs, Jane Street offers long-term career growth in a dynamic sector, continually evolving even after more than two decades in the industry.

Company Stage

N/A

Total Funding

$3.9B

Headquarters

New York, New York

Founded

2000

Growth & Insights
Headcount

6 month growth

10%

1 year growth

21%

2 year growth

45%