Integration Developer - Market Data connectivity

Project description

Responsibilities

• Gather and document requirements from Front Office, Quants, and Market Data stakeholders.
• Design connector solutions that follow bank guidelines and enterprise architecture standards.
• Build, test, and deploy Bloomberg B-PIPE and LSEG RTMDS connectors for Pricing Engine data flows.
• Develop normalization, mapping, and enrichment logic for instruments, tickers, and curve inputs across vendor and internal sources.
• Implement failover, stale-tick and gap detection, recovery/replay, throttling, and conflation controls.
• Ensure entitlement-aware consumption complies with vendor licensing for display, non-display, and redistribution.
• Optimize latency and throughput through profiling, capacity sizing, and subscription-model tuning.
• Deliver monitoring, alerting, and operational dashboards; provide L2/L3 production support.
• Follow the FAB IT Delivery Process, produce interface and support documentation, and maintain audit readiness.
• Work with internal teams and vendor technical teams, communicate effectively, and respect timelines.

Mandatory skills

• At least seven years of hands-on market-data integration development in capital markets, including at least three years on real-time feeds.
• Strong Java and/or C++ and Python skills, including multithreaded and low-latency development.
• Experience building high-throughput, fault-tolerant pipelines with MQ, Kafka, or equivalent messaging or streaming technology.
• Understanding of FX, IRD, FI, and MM market data and pricing inputs, including curves, volatility surfaces, and reference data.
• Working knowledge of market-data licensing, entitlements, display/non-display use, and vendor contractual constraints.
• Familiarity with pricing and trading platforms and downstream STP flows into Murex and risk systems.
• SQL, Linux, shell scripting, Control-M, and monitoring/observability tools.
• Working knowledge of AWS/Azure, containerization, CI/CD, APIs, messaging, and event streaming.

Nice-to-have skills

• Bloomberg B-PIPE connectivity using BLPAPI, including subscription management, EMRS/DAPI entitlements, and service resilience.
• LSEG/Refinitiv RTMDS connectivity and familiarity with RFA, EMA/ETA, RSSL/RWF, and the OMM service and item model.