If you like Python, JS, C, D, Lua or Erlang, and petabytes of data, this is your dream job. AdRoll is one of the fastest growing adtech company, already producing $100M+ in revenue with a small engineering team.
To get an idea of things we do, see
http://tuulos.github.io/pydata-2014/
http://tuulos.github.io/sf-python-meetup-sep-2013/
I'm happy to tell you more by email (ville@adroll.com) or over coffee in SF.
PS. we write our own convex optimizers, if machine learning is close to your heart - ping me for more info.