Summary
Fabien Carmagnac is a quantitative developer with 12+ years building low-latency, high-throughput trading systems and proprietary strategies for major banks and hedge firms, now at Jump Trading. He combines deep C++ expertise (including modern C++11–17), lock-free concurrency and performance tuning with hands-on trading experience—designing FIX order systems, simulators and execution algos that handled production throughput improvements of 150x and latency reductions from hundreds of milliseconds to single-digit milliseconds. Fabien has taught distributed C++11 programming and introduced gRPC-based architectures in enterprise grid systems, reflecting a strong ability to translate research-grade algorithms (PhD in image processing/pattern recognition) into robust, production software. He’s equally comfortable reviewing and rejecting systematic strategies as he is implementing them, bringing operational-risk discipline from his hedge-fund and R&D manager roles. Known for pragmatic optimizations (Corvil latency work, lock-free linked lists, CAS patterns) and multi-OS deployments, he delivers scalable, failure-aware systems under trading constraints.
12 years of coding experience
18 years of employment as a software developer
Master of Science, Computer Science, Master of Science, Computer Science at University of Paris 6 (Jussieu)
PhD, image processing, pattern recognition, machine learning, PhD, image processing, pattern recognition, machine learning at University of Rouen - PSI-INSA-CNRS lab
English