Virtu Financial
Machine Learning Engineer
New York
Sponsorship not specified$200k-$300kDetected 71 days ago
PythonJavaC++Node.jsLinuxMachine LearningPyTorchData EngineeringAI OrchestrationResearchCommunication
About the role
- Diagnose and resolve performance issues across training pipelines: data loading throughput, storage I/O, GPU utilization, and inter-node communication in distributed training runs
Responsibilities
- Design and build experiment tracking, job orchestration, and reproducibility infrastructure so researchers can iterate quickly, compare runs reliably, and recover from failures without losing work
- Own visibility into GPU cluster utilization - track allocation, surface bottlenecks, and ensure our compute investment is being used effectively
- Build and maintain data pipelines that move financial data from storage into training workflows efficiently, with strong guarantees on correctness and versioning
- Develop feature storage and retrieval patterns that support fast, reproducible access to training data at scale
- Work directly with researchers to understand friction in their workflows, and build solutions that reduce it - from tooling improvements to infrastructure changes
Requirements
- Experience with columnar data formats and high-performance data processing tools such as Parquet, Arrow, and Polars
- Familiarity with workflow orchestration tools (Prefect, Dagster, or similar)
Nice to have
- 5+ years of experience in ML engineering, research infrastructure, or HPC environments
- Exposure to C++ in a performance-sensitive context is a plus
- Practical experience with experiment tracking systems and strong opinions about what good research infrastructure looks like
- Excellent communication skills and the ability to work closely with researchers and engineers across disciplines
- Intellectually curious and self-driven - you proactively identify problems worth solving, not just problems you've been asked to solve
- Experience with on-prem compute environments and job orchestration tools such as Slurm
- Familiarity with GPU profiling tools (NSight Systems, PyTorch Profiler) and hands-on experience optimizing GPU memory or compute utilization
Skills
- In this role, you will be responsible for the development of our
- Experience contributing to or extending open-source ML frameworks or infrastructure tooling
Compensation
- $200,000 - $300,000 (salary range is exclusive of bonuses, benefits or other categories of compensation)
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This listing is sourced directly from Virtu Financial's careers page and normalized into a canonical job model.