Requirements
Requires 10+ years of experience in Capital Markets technology, with a minimum of 7 years in electronic trading platform development. Must have experience with cross-asset trading platforms, pricing frameworks, electronic trading workflows, venue/exchange connectivity, market data feeds, pricing libraries, trade booking systems integration, and designing distributed, scalable, low-latency architectures. Strong programming expertise in C# or Python, with a deep understanding of multithreading, concurrency, event-driven systems, low-latency design, data structures, and algorithm optimization is essential. Familiarity with cloud-native deployment, containerization, smart order routing, and messaging frameworks is preferred.
Description
SummaryClient is establishing a next-generation electronic trading and market-making platform across assets classes – Rates, Credit, and FX , with capabilities spanning in-house pricing, real-time distribution, and straight-through processing (STP).We are seeking a Senior Electronic Trading Engineer to design and build low-latency, event-driven trading systems that integrate market data, pricing libraries, and execution venues, enabling real-time streaming, execution, and risk-aware trade processing.This is a front-office technology role, working closely with traders, quants, and platform teams.Work modelOn-site in Abu DhabiResponsibilities1. Platform Engineering & ArchitectureDesign and implement high-performance, low-latency trading applicationsBuild event-driven architecture supporting: Market data ingestion, Pricing orchestration, Real-time price streamingDevelop systems capable of high throughput and deterministic latency performance2. Pricing & Quant IntegrationIntegrate quantitative pricing libraries into real-time trading flowsWork with quant teams to: Productionize pricing models, Optimize models for latency-sensitive environmentsImplement pricing services / APIs consumable by distribution channels3. Market Data & DistributionIntegrate with market data providers (e.g., Bloomberg, Refinitiv)Build low-latency market data handlers for: Tick processing, Normalization, Internal distributionEnable real-time price streaming to external/internal clients4. Execution & Venue ConnectivityImplement connectivity to: Trading venues (ECNs, MTFs, dealers), Internal/external liquidity sourcesDevelop: Order routing logic, Execution workflows (RFQ, streaming, DMA), Support low-latency order lifecycle management5. STP & Trade ProcessingEnsure integration with: Trade capture systems (e.g., Murex), Risk and downstream processing platforms, Build real-time STP pipelines ensuring accuracy, resilience, auditability6. Performance OptimizationContinuously optimize latency, throughput, resource utilizationApply advanced techniques: Concurrency / multithreading, memory optimization, network tuningEnsure systems meet strict latency SLAs typical of trading environments7. Collaboration & DeliveryWork closely with Front Office (trading, sales), quantitative research teams, infrastructure and production supportParticipate in Full SDLC (design → build → test → deploy → support)Contribute to architecture decisions and platform evolutionRequirements10+ years experience in Capital Markets technologyMinimum 7+ years of experience in electronic trading platform developmentExperience in: Cross-asset trading platforms, Pricing frameworks (FX, Rates, Credit derivatives)Knowledge of: Cloud-native deployment (AWS / Azure), Containerization (Docker, Kubernetes)Exposure to: Smart Order Routing / algorithmic executionStrong programming expertise in C# (preferred for latency-critical components), Python.Deep understanding of: Multithreading, concurrency, and event-driven systems, Low-latency system design and optimization.Experience with: Messaging frameworks (e.g., Kafka, Solace, JMS), REST / WebSocket APIs for real-time streaming, Strong Linux/Unix development environment experienceTrading / Capital Markets Experience:Strong knowledge of: Electronic trading workflows (RFQ, streaming, execution).Market microstructure across FX / Rates / CreditExperience building: Front-office trading or pricing systems, Venue/exchange connectivity (FIX protocol preferred)Integration Expertise:Proven experience integrating: Market data feeds, Pricing libraries / quant models, Trade booking systems (e.g., Murex or similar platforms)Understanding of: Trade lifecycle, STP and post-trade flowsSystem Design & PerformanceExperience designing: Distributed, scalable, low-latency architecturesKnowledge of: Data structures & algorithm optimization, High-throughput systems