Integration Developer - Market Data connectivity

Luxoft; Abu Dhabi; On-site; AED 360,000 - 520,000; Full time

Job summary

Luxoft in Abu Dhabi seeks an Integration Developer to design, build and support market data connectors for the Pricing Engine, with emphasis on Bloomberg B-PIPE and LSEG RTMDS. This hands-on role collaborates with Front Office, Quants, Market Data, Architecture and vendor teams.

The candidate will implement real-time streaming, normalization, and enrichment across multiple data sources, ensuring resilience, licensing compliance and low latency.

Qualifications

• Minimum 7 years of hands-on development experience in market data integration within capital markets.
• At least 3 years on real-time feeds and delivery of Bloomberg B-PIPE connectivity using BLPAPI (Java/C++/Python).
• Delivery of LSEG/Refinitiv RTMDS connectivity with knowledge of RFA/EMA/ETA and OMM service.
• Strong programming skills in Java and/or C++ and Python with multi-threaded, low-latency development.
• Experience building high-throughput, fault-tolerant data pipelines using MQ, Kafka or equivalents.
• Understanding of market data content, pricing inputs and licensing constraints.
• Familiarity with pricing/trading ecosystems and downstream STP into risk systems.
• Solid Linux/SQL and shell scripting fundamentals; monitoring/observability tooling.

Responsibilities

• Gather requirements from Front Office, Quants and Market Data stakeholders and document them clearly.
• Propose connector designs in line with enterprise architecture standards.
• Build, test and deploy B-PIPE and RTMDS connectors for real-time streaming, snapshot and reference data.
• Develop normalization and enrichment logic for instruments across Bloomberg, LSEG and internal sources.
• Implement resilience and data quality controls including failover, gap detection and replay.
• Ensure entitlement-aware consumption per licensing terms (display vs non-display).
• Optimize latency and throughput via profiling and tuning of subscription models.
• Deliver monitoring, dashboards and provide L2/L3 production support.
• Document interfaces and maintain audit readiness per FAB IT Delivery Process.
• Collaborate with internal teams and vendors to meet timelines.

Skills

Bloomberg B-PIPE connectivity

BLPAPI

LSEG RTMDS connectivity

Java

C++

Python

Kafka/MQ streaming

SQL

Linux

CI/CD & Cloud

Low-latency development

Tools

RFA

RSSL/RWF

OMM service model

EMA/ETA

Control-M

Monitoring/observability tooling

Docker

Kubernetes

AWS/Azure

Job 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

Mandatory Skills Description:

• 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)