Transcript
GET TO KNOW US | JANE STREET
Hi, I’m Matt, I’m a trader on the Hong Kong equities desk. I originally started in 2012 in New York and then moved to Hong Kong after a couple of years.
What’s it like being based in Hong Kong?
The main difference is that the company started in New York, so the New York office is much bigger. And I think because of that, I think it means that in Hong Kong, you get more exposure to lots of different areas. There’s often more room for taking on responsibility, which I really like and is exciting.
What’s it like doing ML at a place like Jane Street?
The main difference between working at Jane Street on ML and some of the other big tech companies on ML is that we’re focused on a different class of problems, so we’re focused on using, you know, ML on financial data as opposed to, you know, language data, which has a bunch of different properties, is often higher noise and that sort of thing, which makes the techniques a bit different.
One of the big problems with financial data is there’s just a ton of it. And so you need lots of tooling to help process it all, which we’ve built up pretty good infrastructure for. Most of our research infrastructure is in Python, but we also do a lot of stuff in OCaml as well.
How does Jane Street think about ML in correlation to other work happening across the firm?
We’re very excited about trying to grow our machine learning efforts at Jane Street, and are trying to expand the team globally, and I think it’s a really exciting time to join because it’s one of our fastest growing areas.
What’s the work culture at Jane Street like?
Jane Street has a very collaborative environment and culture, which is unlike a lot of other finance companies that tend to be more siloed. We’ll have people from different groups all sitting together. So, you know, I’m a trader, but I sit with some researchers and some devs and we’re all collaborating and it’ll be very common to, you know, see a bunch of people huddled up around one person’s desk talking about some interesting research.
What kind of people do you look for to join the ML team?
We’re always excited to find candidates from a variety of backgrounds. But for the ML roles in particular, we’re interested in people who have some sort of ML experience prior to Jane Street. And we have two tracks for ML. One is the ML engineering role, which is more focused on the infrastructure and building the tools. And then we have the ML research role, which is more focused on using the tools to do research.
What’s your favorite part about working at Jane Street?
My favorite part about working at Jane Street is probably my coworkers. I really like them a lot, but other than that, I also find the problems they work on just very interesting. So often, I find myself on the weekends, you know, just working on work problems. Not because anyone I had to or anyone asked me to, but just because I find it interesting.
