Role Summary:
As a ML/Research Engineer at Citadel Securities, you will work closely with researchers to design and build the next generation library for deep learning within the firm. You will combine the best available open-source tools with deep internal expertise in modelling and predicting financial markets. Your work will empower 100+ researchers to iterate faster on their agenda and perform experiments that were not possible before. Opportunities may be available from time to time in any location in which the business is based for suitable candidates. If you are interested in a career with Citadel, please share your details and we will contact you if there is a vacancy available. Objectives Grow/maintain internal library for deep learning. Work with researchers to understand their needs and add new functionality. Work with HPC experts to optimize the largest existing workflows and deliver training speed improvements and cost savings. Stay up to date with external innovations and tools and make them available for internal use as appropriate. Skills and Preferred Qualifications 2+ years of experience in machine learning and software development. Strong engineering skills, including Python, CUDA, C++. Experience building distributed deep learning libraries or scaling large distributed deep learning workflows using PyTorch (or similar).
