A leading quantitative trading firm is seeking a Machine Learning Performance Engineer to join a small, highly technical team running a deep learning trading strategy in live markets. The strategy is early in its development, so this is a chance to build core performance infrastructure alongside the lead researcher instead of inheriting a finished platform.
You'll work at the intersection of deep learning, GPU programming, and systems engineering. Speed and efficiency of both training and inference translate directly into trading performance.
What You’ll Work On
Write and optimize custom CUDA kernels for latency- and throughput-critical deep learning workloads
Build scalable, robust training and inference pipelines
Identify and eliminate performance bottlenecks across the GPU, memory hierarchy, and software stack
Dig into the internals of open-source deep learning frameworks (PyTorch, JAX) and extend them where needed
Work directly with researchers and traders to turn model ideas into fast production systems
Develop a deep understanding of the trading systems your work supports
Qualifications
Hands-on CUDA kernel development, with strong knowledge of Tensor Cores, cooperative groups, CUDA Graphs, and warp-level intrinsics
Strong C++ and Python
Deep understanding of computer architecture, including memory hierarchy and GPU execution
Expertise in the internals of deep learning frameworks such as PyTorch, JAX, or TensorFlow
Experience building or optimizing high-performance deep learning systems in any domain (robotics, recommendations, audio, video, biology, and so on)
Nice to Have
Experience with Triton, CUB, cuDNN, or cuBLAS
JAX ecosystem experience (XLA, Flax)
Linux systems programming
Large-scale distributed training
Open-source contributions to ML or GPU projects
Prior finance or trading experience is not required.
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Senior Machine Learning Performance Engineer • New York, NY, United States