GPU Performance Engineer

Susquehanna International Group, LLP
Philadelphia, United States of America
2 days ago

Role details

Contract type
Permanent contract
Employment type
Full-time (> 32 hours)
Working hours
Regular working hours
Languages
English

Job location

Philadelphia, United States of America

Tech stack

Clean Code Principles
Artificial Neural Networks
C++
Nvidia CUDA
Scientific Computating
Graphics Processing Unit (GPU)
Information Technology
ONNX (Open Neural Network Exchange) Format
XGBoost
TensorRT
Software Coding

Job description

We are looking for a GPU Performance Engineer to build highly optimized CUDA kernels for low-latency inference. This role is focused on workloads where off-the-shelf runtimes and vendor libraries do not fully exploit the structure of the model, and where custom kernels, memory layouts, and execution strategies can deliver meaningful gains.

You will work closely with quantitative researchers and engineers to understand model structure, identify computational bottlenecks, and turn mathematical ideas into production-grade GPU implementations. You will use your understanding of GPU hardware to help shape models that are both mathematically effective and efficient to run. The problems span compact neural networks, tree-based models, and other structured inference workloads where latency, throughput, and efficiency all matter.

This role is a strong fit for someone who enjoys low-level optimization, performance analysis, and translating abstract models into hardware-efficient code.

What you'll do

  • Design, implement, and optimize custom CUDA kernels for latency-critical inference workloads
  • Develop fine-grained GPU implementations tailored to specific model structures
  • Analyze quantitative research models and computational bottlenecks to identify opportunities for parallelization and hardware-efficient execution
  • Collaborate directly with quantitative researchers to translate mathematical models into high-performance compute pipelines
  • Optimize end-to-end inference performance through kernel tuning, memory-layout design, execution strategy, I/O optimization, and precision tradeoffs
  • Profile and benchmark GPU performance
  • Improve latency and throughput in production inference systems
  • Contribute to GPU architecture decisions and performance best practices

Requirements

  • Strong proficiency in writing and optimizing CUDA kernels
  • Solid programming experience in C/C++ (preferred)
  • Deep understanding of GPU architecture, including memory hierarchy, SIMT execution, occupancy, and latency/throughput tradeoffs
  • Ability to reason about numerical stability, precision, performance tradeoffs, and how model design choices affect hardware efficiency
  • Strong problem-solving skills and comfort working with low-level systems

Preferred qualifications

  • PhD in mathematics, physics, computer science, engineering, or related quantitative field
  • Strong background in linear algebra, probability, numerical methods, or scientific computing
  • Experience working with quantitative research teams or financial models
  • Demonstrated ability to improve real-world inference performance beyond baseline framework or library implementations
  • Familiarity with PTX-level behavior, tensor core utilization, or architecture-specific tuning
  • Exposure to ONNX Runtime, TensorRT, Triton, TVM, or similar systems
  • Exposure to neural networks, tree-based models (e.g., LightGBM), state space models (e.g., Mamba architectures), and experience with kernel fusion, custom operators, model compilation, or graph-level optimization

About the company

Susquehanna is a global quantitative trading firm powered by scientific rigor, curiosity, and innovation. Our culture is intellectually driven and highly collaborative, bringing together researchers, engineers, and traders to design and deploy impactful strategies in our systematic trading environment. To meet the unique challenges of global markets, Susquehanna applies machine learning and advanced quantitative research to vast datasets in order to uncover actionable insights and build effective strategies. By uniting deep market expertise with cutting-edge technology, we excel in solving complex problems and pushing boundaries together.

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