Machine Learning Reseacher at Jane Street - New York City, United States

Machine learning is a critical pillar of Jane Street's global business, and our ever-changing trading environment serves as a unique, rapid-feedback platform for ML experimentation. Researchers at Jane Street are responsible for building models, strategies, and systems that price and trade a variety of financial instruments. As a mix of the trading and software engineering roles, this work involves many things: analyzing large datasets, building and testing models, creating new trading strategies, and writing the code that implements them. We're looking for people to join the research team with deep ML experience in either an applied or academic context. A good candidate should have a deep understanding of a wide variety of ML techniques, and a passion for tinkering with model architectures, feature transformations, and hyperparameters to generate robust inferences.