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.
Mandatory Skills Description:
- 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).
