Machine Learning Performance Engineer

The Firm

XTX Markets is a leading algorithmic trading firm which uses state-of-the-art machine learning technology to produce price forecasts for over 50,000 financial instruments across equities, fixed income, currencies, commodities, and crypto. It uses those forecasts to trade on exchanges and alternative trading venues, and to offer differentiated liquidity directly to clients worldwide. The firm trades over $250bn a day across 35 countries and has over 300 employees based in London, Singapore, New York, Paris, Bristol, Mumbai, Yerevan and Kajaani.

We leverage the talent of our team, modern computational techniques, and state-of-the-art research infrastructure to analyse large data sets across markets quickly and efficiently, maximizing the effectiveness of our proprietary trading algorithms. We are actively seeking new methods and ideas. The models that drive our trading strategies have evolved considerably over the last 10 years, from econometric methods that gave our company its name, to trees, to neural networks, to modern deep learning architectures.

XTX Markets has an unrivalled level of computational resources in the trading industry, with a growing research cluster currently containing over 25,000 GPUs with 650 petabytes of usable storage. Teams across the firm include world-class researchers, developers and technologists with backgrounds in pure math, programming, physics, computer science and machine learning. The firm is also constructing a large-scale data centre in Finland to future-proof its significant computational capabilities.

At XTX Markets, technology is our business, and we are a diverse organization which attracts outstanding talent from across all industry backgrounds. We are focused on teamwork, and our people collaborate on all aspects of the business, working openly and with respect for each other, our clients and the market. Our culture is non-hierarchical and one where everyone is valued. We strive for excellence in everything we do.

The Role

XTX is seeking an experienced engineer to support our ML Performance and AI Acceleration function. You will be working in a small and highly technical team at extremely high- and low-levels of abstraction to dramatically increase the performance of XTX's training and inference platforms. The remit is wide, and you should expect to be challenged.

We are not just writing CUDA code. Amongst other things, you will be working on a sophisticated optimising compiler for a variety of accelerated computing platforms. You should be proficient in memory hierarchies, degrees of parallelism, microarchitectural nuances on instruction dispatch rates and irregular bitwidth numerics. You will also be expected to assist in the design of novel hardware architectures for accelerating our models, mapping AI models from JAX graphs to transistors.

Attributes 

You will be an experienced software engineer, likely in C/C++/Rust or a similar language. You will be confident solving complex algorithmic problems. In addition, the following experience would be of particular interest:

• Understanding of, and some experience targeting, GPUs, TPUs, or similar hardware.
• Some experience working with data-flow oriented compilers for AI or scientific computing.
• Writing Linux kernel modules or other experience in OS development.

Benefits  

Too many to list! Key benefits below and full benefits listed on our website. 

• Onsite gym, sauna, and fitness classes at no charge.
• Extensive medical benefits including an on-site doctor and therapist at no charge.
• Breakfast and lunch provided daily.
• Various supports for caregivers, including emergency dependent care.
• Beautiful Kings Cross office: https://vimeo.com/257888726
• 25 days paid holiday per year + statutory holiday and paid sick days.
• Generous Pension contributions.