Real-Time Market Data Integration Developer (B-PIPE/RTMDS)

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

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.