Exploring new frontiers in machine learning

Our ML team taps into our deep technical experience in domains from low-level hardware to neural networks, pure mathematics, and beyond. Real-world trading provides a fast feedback loop for developing ideas. We’re passionate about tackling hard problems, and global markets make for one of the more challenging environments to do ML in today.
What’s unique about machine learning at Jane Street?
We break new ground in predictive modeling, developing approaches that have never been tried before. Here’s some of what we’re up against:
- Financial markets produce a torrent of data, mostly noise.
- We need ultra-low latency systems just to process it.
- Market data is “regime-y,” in that it undergoes frequent structural changes in reaction to things like pandemics, elections, new regulations—even swings in the collective mood.
- Identifying these distinct distributions can be tricky, let alone learning against them.
- And just when we think we’ve got it, our own actions influence the data we’re trying to model (itself a very fun problem to think about).
Thousands
of H100s/200s and growing
$190
billion
daily filled dollars
323 petabytes
current storage
What does machine learning look like at Jane Street?
- Constant discovery and reinvention.
- Deep dives into market data alongside traders and researchers.
- Continuous learning opportunities, and ample resources.
- No silos: it’s a collegial environment, with porous boundaries between teams.
- Lively debates with ML obsessives, where original ideas are prized no matter who they come from.
Opportunities
Help us pioneer the future of finance.
Open Roles
Welcome Dwarkesh Fans,
We’re Dwarkesh fans too and we’re pleased to be an ongoing sponsor of his content. Learn more about what we are doing in the area of machine learning.
Neural networks are powerful black box models, but at Jane Street, we like to know what’s going on inside. Can you crack our neural net puzzle?