Job Description

Summary

Client 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 model

On-site in Abu Dhabi

Responsibilities

1. Platform Engineering & Architecture

Design and implement high-performance, low-latency trading applications
Build event-driven architecture supporting: Market data ingestion, Pricing orchestration, Real-time price streaming
Develop systems capable of high throughput and deterministic latency performance

2. Pricing & Quant Integration

Integrate quantitative pricing libraries into real-time trading flows
Work with quant teams to: Productionize pricing models, Optimize models for latency-sensitive environments
Implement pricing services / APIs consumable by distribution channels

3. Market Data & Distribution

Integrate with market data providers (e.g., Bloomberg, Refinitiv)
Build low-latency market data handlers for: Tick processing, Normalization, Internal distribution
Enable real-time price streaming to external/internal clients

4. Execution & Venue Connectivity

Implement connectivity to: Trading venues (ECNs, MTFs, dealers), Internal/external liquidity sources
Develop: Order routing logic, Execution workflows (RFQ, streaming, DMA),
Support low-latency order lifecycle management

5. STP & Trade Processing

Ensure integration with: Trade capture systems (e.g., Murex), Risk and downstream processing platforms,
Build real-time STP pipelines ensuring accuracy, resilience, auditability

6. Performance Optimization

Continuously optimize latency, throughput, resource utilization

Apply advanced techniques: Concurrency / multithreading, memory optimization, network tuning

Ensure systems meet strict latency SLAs typical of trading environments

7. Collaboration & Delivery

Work closely with Front Office (trading, sales), quantitative research teams, infrastructure and production support
Participate in Full SDLC (design → build → test → deploy → support)
Contribute to architecture decisions and platform evolution

Requirements

10+ years experience in Capital Markets technology
Minimum 7+ years of experience in electronic trading platform development
Experience 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 execution
Strong 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 experience

Trading / Capital Markets Experience:

Strong knowledge of: Electronic trading workflows (RFQ, streaming, execution).
Market microstructure across FX / Rates / Credit
Experience 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 flows
System Design & Performance
Experience designing: Distributed, scalable, low-latency architectures
Knowledge of: Data structures & algorithm optimization, High-throughput systems