Integration Developer - Market Data connectivity

Luxoft Germany; Abu Dhabi; On-site; AED 450,000 - 750,000; Full time

Job summary

Luxoft Germany seeks an Integration Developer to design, build, test, and support market data connectors for Bloomberg B-PIPE and LSEG RTMDS. You will focus on real-time streaming, snapshot and reference data flows used by pricing engines and risk systems.

You will implement data normalization and enrichment, ensure entitlement-aware usage, and optimize latency with throughput tuning, while collaborating with Front Office tech, Quants, Market Data, and external vendors.

Qualifications

• 7+ years in market data integration within capital markets, with 3+ years on real-time feeds.
• Experience delivering Bloomberg B-PIPE connectivity using BLPAPI (Java/C++/Python).
• Experience with LSEG/Refinitiv RTMDS connectivity and related APIs.
• Strong programming: Java and/or C++, Python; multi-threaded, low-latency.

Responsibilities

• Design, build, test, deploy, and support market data connectors for Bloomberg B-PIPE and LSEG RTMDS.
• Develop normalization, mapping, and enrichment logic across data sources.
• Ensure data quality, resilience, and entitlement-aware consumption per licenses.

Skills

Java

C++

Python

Bloomberg B-PIPE

BLPAPI

LSEG RTMDS

Low-latency

MQ/Kafka

SQL

Linux

Cloud

CI/CD

Tools

BLPAPI

RFA/EMA

RSSL/RWF

Job description

Project description

The Integration Developer will be responsible for the design, build, testing, deployment and support of market data connectors feeding the Pricing Engine, with a primary focus on Bloomberg B-PIPE and LSEG Real-Time Market Data System (RTMDS). The scope covers real-time streaming and snapshot/reference data flows supporting pricing, curve construction and quoting workflows across Global Markets.This is a hands-on individual contributor role within the Integration squad, working closely with Front Office technology, Quants, Market Data, Architecture and the vendor technical teams

Responsibilities

• Gather requirements from Front Office, Quants and Market Data stakeholders and document them clearly
• Propose connector solution designs in line with bank guidelines and enterprise architecture standards
• Build, test and deploy Bloomberg B-PIPE and LSEG RTMDS connectors covering real-time streaming, snapshot and reference data flows into the Pricing Engine
• Develop normalization, mapping and enrichment logic so instruments, tickers and curve inputs are consistently represented across Bloomberg, LSEG and internal sources
• Implement resilience and data quality controls: source failover, stale-tick and gap detection, recovery/replay, throttling and conflation
• Ensure entitlement-aware consumption in line with Bloomberg and LSEG licensing terms, including display, non-display and redistribution constraints
• Optimize latency and throughput through performance profiling, capacity sizing and tuning of subscription models
• Deliver monitoring, alerting and operational dashboards, and provide efficient L2/L3 production support
• Navigate the FAB IT Delivery Process, produce interface specifications and support documentation, and maintain audit readiness
• Team player with good communication skills, able to build a network across internal teams and third-party vendors, and respect timelines

SKILLS

Must have

• Minimum 7 years of hands-on development experience in market data integration within capital markets, including at least 3 years on real-time feeds
• Proven delivery of Bloomberg B-PIPE connectivity using BLPAPI (Java, C++ or Python), including subscription management, entitlements (EMRS/DAPI) and service resilience
• Proven delivery of LSEG/Refinitiv RTMDS (RTDS/TREP) connectivity, with working knowledge of RFA, EMA/ETA, RSSL/RWF and the OMM service and item model
• Strong programming skills in Java and/or C++ and Python, with solid multi-threaded and low-latency development experience
• Experience building high-throughput, fault-tolerant data pipelines using messaging or streaming technologies (MQ, Kafka, or equivalent)
• Good understanding of market data content and pricing inputs across FX, IRD, FI and MM, including curves, volatility surfaces and reference data
• Working knowledge of market data licensing and entitlements, display versus non-display usage, and vendor contractual constraints
• Familiarity with pricing and trading platform ecosystems and with downstream STP flows into Murex and risk systems
• Solid technical foundation: SQL, Linux and shell scripting, Control-M scheduling, and monitoring/observability tooling for market data services
• Working knowledge of Cloud (AWS/Azure), containerization, CI/CD pipelines and modern integration patterns (APIs, messaging, event streaming)

Nice to have

NA