Machine learning is a critical pillar of Jane Street's global business. Our ever-changing trading environment serves as a unique, rapid-feedback platform for ML experimentation, allowing us to incorporate new ideas with relatively little friction. During the program, you’ll work on projects mentored closely by the full-time employees who designed them. Some projects consider big-picture questions that we’re still trying to figure out, while others involve building something new. You will get access to our growing GPU cluster containing thousands of H100/H200/B200s and gain an understanding of the differences between textbook machine learning and its application to noisy financial data. The interview process follows the same structure as our Software Engineering Intern interviews, with one key addition: after your initial technical coding interview over Zoom, you'll have an on-site interview with 2-4 technical rounds, including one dedicated to assessing ML engineering skills.