Senior Real-Time Market Data Integration Engineer

Luxoft; Abu Dhabi; On-site; AED 240,000 - 420,000; Full time

Job summary

Luxoft in Abu Dhabi is seeking an experienced Integration Developer to own design, build, test and deploy market data connectors, focusing on Bloomberg B-PIPE and LSEG RTMDS to feed the Pricing Engine. Real-time streaming and snapshot data support pricing, curves and quoting workflows.

This hands-on role requires strong Java/C++/Python, experience with high-throughput pipelines, and collaboration with Front Office, Quants and vendor teams.

Qualifications

• 7+ years of hands-on market data integration in capital markets, incl. 3+ years on real-time feeds.
• Bloomberg B-PIPE connectivity via BLPAPI (Java/C++/Python), incl. entitlements and resilience.
• LSEG RTMDS connectivity (RTDS/TREP) with knowledge of RFA, EMA/ETA, RSSL/RWF and OMM service.
• Strong programming in Java, C++ and Python with multi-threaded, low-latency skills.
• Experience building high-throughput data pipelines using MQ, Kafka or similar.
• Knowledge of market data licensing, entitlements and vendor constraints.
• Familiarity with pricing/trading ecosystems and downstream STP like Murex.
• SQL, Linux, shell scripting; Control-M and observability tools.
• Cloud exposure (AWS/Azure), containerization, CI/CD and modern integration patterns

Responsibilities

• Gather requirements from Front Office, Quants and Market Data stakeholders and document them clearly
• Propose connector designs in line with bank guidelines and enterprise architecture
• Build, test and deploy Bloomberg B-PIPE and LSEG RTMDS connectors covering real-time streaming, snapshot and reference data
• Develop normalization, mapping and enrichment logic for instruments across Bloomberg, LSEG and internal sources
• Implement resilience and data quality controls: failover, stale-tick, recovery/replay, throttling
• Ensure entitlement-aware consumption per licensing terms
• Optimize latency and throughput through profiling, capacity sizing and tuning of subscriptions
• Deliver monitoring, alerting and dashboards; provide L2/L3 production support
• Navigate FAB IT Delivery Process, produce interface specs and maintain audit readiness
• Team player with strong communication, cross-team collaboration, and deadline adherence

Skills

Market data integration

Bloomberg B-PIPE

LSEG RTMDS

Java

C++

Python

Kafka

SQL

Linux

Shell scripting

Control-M

CI/CD

Cloud

AWS

Azure

Containerization

APIs

Real-time data pipelines

Tools

BLPAPI

RFA/EMA/ETA

RSSF/RWF

OMM service

Murex integration

Kafka

Job description

Luxoft in Abu Dhabi is seeking an experienced Integration Developer to own design, build, test and deploy market data connectors, focusing on Bloomberg B-PIPE and LSEG RTMDS to feed the Pricing Engine. Real-time streaming and snapshot data support pricing, curves and quoting workflows.

This hands-on role requires strong Java/C++/Python, experience with high-throughput pipelines, and collaboration with Front Office, Quants and vendor teams.