Senior ML Infrastructure Engineer

We are looking for a Senior ML Infrastructure Engineer to join a leading high-frequency trading (HFT) company in Moscow. The role involves working on high-load systems, building and optimizing infrastructure for ML models, and collaborating with a team of experienced engineers and researchers.

Responsibilities

• Developing a library for executing task graphs on the cluster, with a focus on enhancing the user experience with writing, maintaining, and debugging these graphs.
• Improving the user experience in data analytics and dataset creation.
• Building datasets from the company’s data.
• Working on dataset creation speed, for example, by optimizing Pandas/Polars/Spark queries.
• Working closely with quantitative researchers to improve the realism of simulation and user experience.
• Building a library for working with the company’s data.
• Optimizing storage formats and data retrieval methods.
• Creating user-friendly interfaces for feature and target engineering.
• Automating the generation and updating of datasets with new features and data.
• Optimizing execution time.
• Supporting the Python simulator.

Requirements

• At least 3 years of professional experience as a Python/C++/ML Engineer.
• Proficiency in Python.
• Experience in SQL/Spark/pandas/NumPy.
• Strong expertise in databases, data pipelines, and service development.
• Experience contributing to projects with complex architecture.
• Linux expertise.
• Expertise in algorithms and data structures.
• Ability to work in a fast-paced environment and efficiently multi-task.
• Ability to communicate effectively within your team and with other teams.

Would be great if you had this

• Experience in developing high load services.
• Experience in PyTorch/Jax.
• Competency in Go/C++.
• Understanding of operating systems, networks, and performance optimization.
• Any experience in competitive programming contests (IOI, ICPC, hashcode) or CTFs.

What we offer

• Competitive compensation above the market with bonuses twice a year up to 50% of annual salary.
• Sophisticated internal training and development programs.
• Comprehensive health insurance.
• Reimbursement for sports activities.
• Engaging in corporate events twice a year.
• High level of influence and ownership of the process.
• Work closely with experienced team in a flat organizational structure.