Machine Learning Engineer

About this role

Jane Street seeks Machine Learning Engineers for an internship program where you'll collaborate with experienced mentors on real-world ML projects critical to their trading operations. You'll gain hands-on experience applying machine learning to financial data using cutting-edge GPU infrastructure while receiving comprehensive technical mentorship.

What you'll do

• Develop and experiment with machine learning models on real trading data with rapid feedback loops
• Collaborate with full-time mentors on projects ranging from exploratory research to production implementations
• Optimize ML workflows and leverage GPU clusters (H100/H200/B200) for model training and inference
• Bridge the gap between theoretical machine learning and practical application in noisy financial environments
• Participate in code reviews and knowledge-sharing sessions with the broader ML and software engineering teams
• Contribute to building new ML-driven systems and tools for the organization

What they're looking for

• Machine learning model training and experimentation
• Strong programming fundamentals (Python or similar)
• Experience with ML libraries and frameworks
• GPU computing and distributed systems knowledge
• Data analysis and statistical thinking
• Software engineering best practices
• Problem-solving and mathematical reasoning
• Ability to learn quickly and work collaboratively

Benefits

• Mentorship from experienced full-time ML engineers
• Access to thousands of high-end GPUs (H100/H200/B200)
• Real-world experience applying ML to financial trading
• Exposure to cutting-edge ML techniques and infrastructure
• Collaborative learning environment with other interns
• Opportunity to work on impactful, production projects

Likely interview questions

• Walk us through a machine learning project you've worked on—what was your approach to model development and evaluation?
• How would you debug a machine learning model that's performing poorly on production data?