Machine Learning Performance Engineer

Optiver • New York, NY

1d

About The Position

Optiver is seeking a Machine Learning Performance Engineer to focus on a pivotal AI initiative. The role offers the opportunity to make a significant impact across machine learning infrastructure, training, and inference to advance futures trading strategies. The engineer will build scalable and robust deep-learning training and inference pipelines, work within open-source deep-learning frameworks to enhance their functionality, identify and eliminate performance bottlenecks, collaborate with researchers and engineers, and develop an in-depth understanding of trading systems.

Requirements

• Strong knowledge of low-level GPU programming with CUDA, including Tensor Cores, cooperative groups, graphs, and warp-level intrinsics.
• Expertise in the internals of deep-learning frameworks such as PyTorch, JAX, and TensorFlow.
• Deep understanding of computer architecture.
• Experience with C++ and Python.

Nice To Haves

• Experience with the JAX ecosystem, including XLA and Flax.
• Familiarity with GPU libraries and tools such as Triton, CUB, cuDNN, and cuBLAS.
• Linux system programming experience.
• Experience with large-scale distributed training.
• Contributions to open-source projects related to data science and machine learning.

Responsibilities

• Build scalable and robust training and inference pipelines for deep learning.
• Explore the internals of open-source deep-learning frameworks and enhance their functionality.
• Identify and eliminate performance bottlenecks.
• Collaborate closely with researchers and other engineers.
• Develop an in-depth understanding of trading systems.

Benefits

• Highly competitive compensation package.
• Global profit-sharing pool and performance-based bonus structure.
• 401(k) match up to 50%.
• Comprehensive health, mental, dental, vision, disability, and life coverage.
• 25 paid vacation days alongside market holidays.
• Office perks including breakfast, lunch, snacks, regular social events, clubs, and sporting leagues.

What This Job Offers

• Job Type: Full-time
• Education Level: No Education Listed