Market Data Integration Engineer

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)

Nice to have

NA