Senior Market Data Integration Engineer (Bloomberg/RTMDS)

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

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.