Machine Learning Engineer
Virtu Financial7 months ago
Base Salary
$200k - $300k/yr
Responsibilities
- Design and build experiment tracking, job orchestration, and reproducibility infrastructure.
- Create tooling for simulation workflows, including historical back-tests and production monitoring, and extend simulators.
- Monitor GPU cluster allocation and utilization, identify bottlenecks, and improve compute efficiency.
- Diagnose and resolve performance issues involving data loading, storage I/O, GPU utilization, and distributed-training communication.
- Build and maintain versioned, reliable financial data pipelines for training workflows.
- Develop scalable feature storage and retrieval patterns for fast, reproducible access to training data.
- Work with researchers to identify workflow friction and deliver tooling and infrastructure improvements.
- Collaborate with infrastructure engineers on capacity planning, cloud versus on-premise decisions, and tooling choices.
- Evaluate developments in ML infrastructure tooling and introduce valuable tools into the technology stack.
Requirements
- At least 5 years of experience in ML engineering, research infrastructure, or HPC environments.
- Strong Python engineering skills and experience writing clean, maintainable, and well-tested code.
- Exposure to C++ in a performance-sensitive context is preferred.
- Experience building or operating distributed training infrastructure and understanding collective communication libraries such as NCCL or Horovod.
- Practical experience with experiment tracking systems and research infrastructure practices.
- Comfort working across the Linux systems stack, including storage, networking, and job scheduling.
- Strong communication skills and ability to collaborate with researchers and engineers across disciplines.
- Experience with on-premise compute environments and Slurm is desired but not required.
- Familiarity with GPU profiling tools such as NSight Systems and PyTorch Profiler and experience optimizing GPU memory or compute utilization are desired.
- Experience with Parquet, Arrow, Polars, Prefect, Dagster, or similar tools is desired.
- Experience with high-stakes, time-series data at scale or quantitative finance and algorithmic trading environments is desired.
- Experience contributing to or extending open-source ML frameworks or infrastructure tooling is desired.
Benefits
- Equal opportunity workplace with a stated commitment to diversity and inclusion.
About Virtu Financial
Virtu Financial is a publicly traded market maker and electronic trading firm that provides liquidity across equities, ETFs, and other asset classes, and offers execution services and analytics to institutional clients. Its revenues come from market making and commissions/fees on trading and data solutions. Founded in 2008 and headquartered in New York, Virtu expanded its client execution and analytics capabilities with the acquisition of ITG in 2019 (traded on NASDAQ: VIRT).