ꓟachine ꓡearning ꓣesearcher

About the Position

Our goals are to give you a real sense of what it's like to work at Jane Street as a Machine Learning Researcher, while also providing a truly unparalleled educational experience. You will work side by side with experienced ML researchers on projects selected for their combination of novel ML ideas and relevance to real-world systematic trading strategies. You will learn how we think about markets through challenging classes and activities, and practice using established methods alongside our own unique twists to train practical models.

At Jane Street, the lines between research, technology, and trading are intentionally blurry. You will have access to petabytes of data, a computing cluster with hundreds of thousands of cores, and a growing GPU cluster containing tens of thousands of high-end GPUs. Trading presents unusual challenges—large models and nonstationary datasets in a competitive multi-agent environment—that drive us to search for novel techniques.

During the internship, you will spend the bulk of your time working closely with full-time machine learning researchers on projects drawn from their own work. You may conduct an end-to-end study of an unexplored dataset, explore a new modeling paradigm for a challenging problem, or pursue “blue-sky” approaches that the team is still figuring out. The problems we work on rarely have clean, definitive answers, and they often require insights from colleagues across the firm with different areas of expertise. Depending on the day, you may be diving deep into market data, tuning hyperparameters, debugging training issues, or analyzing the predictions your model makes.

About You

If you have never thought about a career in finance, you're in good company. Many of us were in the same position before working here. If you have a curious mind and a passion for solving interesting problems, we believe you will fit right in. We are more interested in how you think and learn than what you currently know. You should be:

• An undergraduate, PhD student, or postdoc with practical experience working on ML problems
• Interested in applying logical and mathematical thinking to all kinds of problems
• Curious about the machine learning landscape and excited to apply state-of-the-art techniques from many problem domains
• Fluent with a versatile set of models and techniques
• Able to rapidly implement and iterate on your ideas in Python and your favorite ML framework
• Eager to ask questions, admit mistakes, and learn new things
• Fluent in English

Additional Information

Due to the IP-sensitive nature of machine learning research at Jane Street, it is unlikely that any research findings associated with the internship will be suitable for outside academic publication.

If you would like to learn more, you can read about the interview process and meet some of the team. You can also learn more about Jane Street's internship program here.