Machine Learning Research Engineer

Optiver • New York, NY

7h

About The Position

Optiver is a seeking a Machine Learning Research Engineer to join our team, focusing on a pivotal AI initiative. This role would offer the opportunity to have significant impact across Machine Learning infrastructure, training, and inference challenges to advance our futures trading strategies.
What you'll do:
Conduct innovative research on deep learning for price forecasting
Build scalable and robust training and inference pipelines for deep learning
Dive into internals of open-source deep learning frameworks and enhance their functionality
Collaborate closely with researchers and other engineers
Develop an in-depth understanding of trading systems
What you’ll get:
You’ll join a culture of collaboration and excellence, surrounded by curious thinkers and creative problem-solvers. Motivated by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, collectively tackling some of the toughest challenges in the financial markets.
In addition, you’ll receive:
The opportunity to work alongside best-in-class professionals from over 40 different countries
A 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
Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more

Requirements

• PhD or equivalent industry experience in a field related to machine learning
• Expertise in building deep-learning models in PyTorch, JAX, or TensorFlow
• Experience in programming in Python
• Experience in computationally intensive research on very large data sets

Nice To Haves

• Experience with JAX ecosystem (XLA, Flax, etc.)
• Experience in programming for GPUs or other accelerators (CUDA, Triton, Pallas, etc.)
• Contributions to open-source projects related to data science and machine learning
• Strong publication record at conferences like NeurIPS, ICML, etc.
• Expertise in internals of deep-learning frameworks like PyTorch, JAX, TensorFlow, etc.
• Experience with large-scale distributed training
• Experience in programming in C++

Responsibilities

• Conduct innovative research on deep learning for price forecasting
• Build scalable and robust training and inference pipelines for deep learning
• Dive into internals of open-source deep learning frameworks and enhance their functionality
• Collaborate closely with researchers and other engineers
• Develop an in-depth understanding of trading systems

Benefits

• The opportunity to work alongside best-in-class professionals from over 40 different countries
• A 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
• Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more

What This Job Offers

• Job Type: Full-time
• Education Level: Ph.D. or professional degree