Machine Learning Performance Engineer

Optiver is a seeking a Machine Learning Performance 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.

Who we are:

Optiver is a tech-driven trading firm and leading global market maker. As one of the oldest market making institutions, we are a trusted partner of 70+ exchanges across the globe. Our mission is to constantly improve the market by injecting liquidity, providing accurate pricing, increasing transparency and acting as a stabilizing force no matter the market conditions. With a focus on continuous improvement, we participate in the safeguarding of healthy and efficient markets for everyone who participates.

Optiver Chicago’s culture parallels the energetic city we’re immersed in. Home to the Chicago Board of Trade, Chicago Board Options Exchange, and Chicago Mercantile Exchange, Chicago has established itself as the trading capital of the US. Active on leading US exchanges, Optiver’s Chicago office trades a wide range of products from listed derivatives to cash equities, ETFs, bonds and foreign exchange.

What you'll do:

• Build scalable and robust training and inference pipelines for deep learning
• Dive into 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

What you’ll need: 

• Expertise in internals of deep-learning frameworks like PyTorch, JAX, TensorFlow, etc.
• Deep understanding of computer architecture
• Experience in programming in C++ and Python

Nice to have:

• Experience with JAX ecosystem (XLA, Flax, etc.)
• Experience in programming for GPUs or other accelerators (CUDA, Triton, Pallas, etc.)
• Linux system programming experience
• Experience with large-scale distributed training
• Contributions to open-source projects related to data science and machine learning

What you’ll get:

• Work alongside best-in-class professionals from over 40 different countries.
• Performance based bonus structure that is unmatched anywhere in the industry. We combine our profits across desks, teams and offices into a global profit pool fostering a truly collaborative environment to work in.
• Ownership over initiatives that directly solve business problems.  

Alongside this you will get great other benefits such as 25 paid vacation days and market holidays, fully paid health insurance, daily breakfast and lunch, training opportunities, 401(k) match up to 50% and charitable match opportunities, regular social events and clubs, and many more.

At Optiver, we are committed to creating a diverse and inclusive environment of mutual respect. Optiver recruits, employs, trains, compensates and promotes regardless of race, religion, color, sex, gender identity, sexual orientation, age, physical or mental disability, or other legally protected characteristics.