Jane Street·Machine Learning Engineer·Onsite - System Design / Architecture
- Design a complete end-to-end training framework in PyTorch for time-series forecasting, covering data ingestion with windowed sampling and feature generation, config management and reproducibility, training loop with mixed precision and gradient clipping, early stopping and checkpointing, hyperparameter tuning, experiment tracking, model registry with promotion gates, batch and streaming inference with latency SLOs, feature parity between train and serve, monitoring with drift detection and automated retraining triggers, and a full testing and CI/CD strategy. Also describe the high-level module diagram and key interfaces between components.
“This was basically the whole interview.”