About the Position

Our goals are to give you a real sense of what its like to work at Jane Street as a Machine Learning Researcher while also providing a truly unparalleled educational experience. Youll work side by side with experienced ML Researchers on projects that weve selected for their combination of novel ML ideas and relevance to real-world systematic trading strategies. You'll 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, and you'll have access to petabytes of data, a computing cluster with hundreds of thousands of cores, and a growing GPU cluster containing thousands of high-end GPUs. Trading poses unusual challengeslarge models and nonstationary datasets in a competitive multi-agent environmentthat force us to search for novel techniques.

Youll spend the bulk of your internship working closely with full-time machine learning researchers on projects drawn from their own work. You might conduct an end-to-end study of an unexplored dataset, try a new modeling paradigm for a thorny problem, or consider blue-sky approaches that were still trying to figure 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 might be diving deep into market data, tuning hyperparameters, debugging training issues, or analyzing the predictions your model makes.

Note that given 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.

About You

If youve never thought about a career in finance, youre 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 have a feeling youll fit right in. 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 drawn from many problem domains
• Fluent with a versatile set of models and tricks 
• 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

If youd like to learn more, you can read about our interview process and meet some of the team. Learn more about Jane Streets internship program here.