We maintain a framework used at Jane Street for a wide variety of purposes, including financial modeling, risk calculation, and custom alerting
Job Summary
We maintain a framework used at Jane Street for a wide variety of purposes, including financial modeling, risk calculation, and custom alerting.
Our system evaluates, in real time and in parallel, a large, irregular, and dynamic graph of user-specified computations.
The technical problems we face relate to implementation of programming languages and their runtimes, efficient distribution and scheduling of computation graphs, and effective measurement and communication of resource usage.
Matching Summary
We maintain a framework used at Jane Street for a wide variety of purposes, including financial modeling, risk calculation, and custom alerting.