Integration Developer - Market Data connectivity, Abu Dhabi, United Arab Emirates or Willing to relocate

Luxoft; Abu Dhabi; On-site; AED 420,000 - 640,000; Full time

Job summary

Luxoft seeks an Integration Developer in Abu Dhabi to craft design, build, test, deploy, and support market data connectors feeding the Pricing Engine, with a focus on Bloomberg B-PIPE and LSEG RTMDS. The role is hands-on and collaborative with Front Office tech, Quants, Market Data and vendor teams.

You will implement real-time streaming, snapshot and reference data flows, ensure data quality, entitlements compliance and low-latency performance across pricing and curve workflows.

Qualifications

• Minimum 7 years of hands-on development experience in market data integration within capital markets.
• At least 3 years on real-time feeds.
• Proven delivery of Bloomberg B-PIPE connectivity using BLPAPI (Java, C++ or Python).
• Proven delivery of LSEG/Refinitiv RTMDS connectivity with RFA/EMA/ETA/RSSL/RWF and OMM models.
• Strong programming in Java/C++/Python with low-latency experience.
• Experience building high-throughput, fault-tolerant data pipelines (MQ, Kafka).
• Understanding of market data content across FX/IRD/FI/MM and pricing inputs.
• Familiarity with licensing/entitlements and vendor constraints.
• Knowledge of cloud, containers, CI/CD and modern integration patterns.

Responsibilities

• Gather requirements from Front Office, Quants and Market Data stakeholders.
• Propose connector designs aligned with enterprise architecture standards.
• Build, test and deploy Bloomberg B-PIPE and LSEG RTMDS connectors.
• Develop normalization and mapping for consistent instrument representation.
• Implement resilience, data quality controls and entitlement compliance.
• Optimize latency and throughput with profiling and capacity sizing.
• Deliver monitoring, dashboards and provide L2/L3 production support.
• Navigate IT Delivery processes and produce interface specs and docs.
• Collaborate across internal teams and vendors to meet timelines.

Skills

Bloomberg B-PIPE (BLPAPI)

LSEG RTMDS

Java

C++

Python

Multi-threaded low-latency

MQ / Kafka

SQL

Linux / Shell scripting

Cloud (AWS/Azure)

CI/CD / modern integration patterns

Tools

BLPAPI

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)

Languages

English: C2 Proficient

Seniority

Senior

Abu Dhabi, United Arab Emirates or Willing to relocate

Req. VR-125065