Machine Learning Research Engineer
OptiverAbout the Role
Join Optiver as a Machine Learning Research Engineer to work on a pivotal AI initiative. This role offers the opportunity to have significant impact across Machine Learning infrastructure, training, and inference challenges to advance our futures trading strategies.
- 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
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
- 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++
What You'll Get
- $200k base salary
- 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
- The opportunity to work alongside best-in-class professionals from over 40 different countries