ML 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 250 employees based in London, Singapore, New York, Paris, Bristol, Mumbai and Yerevan.

We leverage the talent of the people who work here, modern computational techniques and state-of-the-art research infrastructure to analyse large data sets across markets quickly and efficiently, to maximize 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 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 Research Technology function. You will be working in a small and highly technical team at an extremely low-level to dramatically increase the performance of XTX’s machine learning training and inference. Your main focus will be on accelerating computation and networking; however, the remit is wide, and you should expect to be challenged.

We are not just writing CUDA code. You will be expected to push hardware beyond what the manufacturer thinks is achievable. Manufacturers will tell you things are impossible or just plain absurd and you will achieve it anyway.

Amongst other things, you will be working on a sophisticated optimising compiler to create optimal execution plans mapping complex computational graphs to a variety of accelerated computing platforms taking both high-level (for example the consequences of a complex memory hierarchies) and low-level (for example microarchitectural restrictions on dispatch rates for different operation shapes) into account. This means both applying optimisations to our SSA intermediate representation as well as improving backend code generation. You will also be expected to hand-optimise real-world use cases to identify ways in which the compiler’s code generation may be improved.

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:

• Writing Linux kernel modules or other experience in OS development.
• Understanding of, and some experience targeting, commodity GPUs or other similar hardware.
• Some experience working with SSA-based IRs.
• A detailed understanding of PCI Express.
• Experience writing drivers to interface to hardware (e.g., network cards or NVMe devices).

Benefits

• 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.
• We work 4 days per week in the office, 1 from home unless stated otherwise.