Integration Developer - Market Data connectivity

Tanqeeb; Abu Dhabi; On-site; AED 300,000 - 540,000; Full time

Job summary

Tanqeeb seeks an Integration Developer to design, build, test and support market data connectors for the Pricing Engine, focusing on Bloomberg B-PIPE and LSEG RTMDS. You will deliver real-time streaming and snapshot data flows, with emphasis on caching, mapping and data quality control.

You will collaborate with Front Office, Quants and Market Data teams, implement resilience, monitor performance and ensure compliance with licensing terms across feeds and entitlements.

Qualifications

• 7+ years of hands-on development in market data integration in capital markets.
• At least 3 years on real-time feeds and low-latency data processing.
• Proven delivery of Bloomberg B-PIPE and LSEG RTMDS connectivity with entitlements.

Responsibilities

• Gather requirements from Front Office, Quants and Market Data stakeholders and document them clearly.
• Propose connector designs in line with enterprise guidelines and standards.
• Build, test and deploy Bloomberg B-PIPE and LSEG RTMDS connectors for real-time and reference data.
• Develop normalization, mapping and enrichment to standardize instruments across sources.
• Implement resilience, failover, gap detection and data quality controls.
• Optimize latency and throughput; tune subscription models for performance.
• Deliver monitoring, dashboards and provide L2/L3 production support.
• Navigate the FAB IT Delivery Process and maintain interface specs and docs.
• Collaborate across teams and vendors, honor timelines and drive delivery.

Skills

Java

C++

Python

Tools

Bloomberg B-PIPE

LSEG RTMDS

MQ

Kafka

RFA/EMA/ETA/RSSL/RWF

OMM service

Job description

Job description

Project descriptionThe 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 teamsResponsibilitiesGather requirements from Front Office, Quants and Market Data stakeholders and document them clearlyPropose connector solution designs in line with bank guidelines and enterprise architecture standardsBuild, test and deploy Bloomberg B-PIPE and LSEG RTMDS connectors covering real-time streaming, snapshot and reference data flows into the Pricing EngineDevelop normalization, mapping and enrichment logic so instruments, tickers and curve inputs are consistently represented across Bloomberg, LSEG and internal sourcesImplement resilience and data quality controls: source failover, stale-tick and gap detection, recovery/replay, throttling and conflationEnsure entitlement‑aware consumption in line with Bloomberg and LSEG licensing terms, including display, non-display and redistribution constraintsOptimize latency and throughput through performance profiling, capacity sizing and tuning of subscription modelsDeliver monitoring, alerting and operational dashboards, and provide efficient L2/L3 production supportNavigate the FAB IT Delivery Process, produce interface specifications and support documentation, and maintain audit readinessTeam player with good communication skills, able to build a network across internal teams and third-party vendors, and respect timelinesSkillsMust haveMinimum 7 years of hands‑on development experience in market data integration within capital markets, including at least 3 years on real-time feedsProven delivery of Bloomberg B-PIPE connectivity using BLPAPI (Java, C++ or Python), including subscription management, entitlements (EMRS/DAPI) and service resilienceProven delivery of LSEG/Refinitiv RTMDS (RTDS/TREP) connectivity, with working knowledge of RFA, EMA/ETA, RSSL/RWF and the OMM service and item modelStrong programming skills in Java and/or C++ and Python, with solid multi-threaded and low-latency development experienceExperience 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 dataWorking knowledge of market data licensing and entitlements, display versus non-display usage, and vendor contractual constraintsFamiliarity with pricing and trading platform ecosystems and with downstream STP flows into Murex and risk systemsSolid technical foundation: SQL, Linux and shell scripting, Control-M scheduling, and monitoring/observability tooling for market data servicesWorking knowledge of Cloud (AWS/Azure), containerization, CI/CD pipelines and modern integration patterns (APIs, messaging, event streaming)Nice to haveNAOtherLanguagesEnglish: C2 ProficientSenioritySenior