Summary
✨ AI‑Generated
Join a front-office engineering team building sophisticated electronic trading infrastructure for multiple financial asset classes. You will design low-latency, event-driven systems that ingest market data, coordinate pricing, stream real-time prices, connect to execution venues, and support risk-aware processing. The role is highly technical and collaborative, partnering closely with traders, quantitative specialists, and platform engineers.
Highlights
Work on next-generation electronic trading infrastructure across multiple asset classes, with direct exposure to traders and quantitative teams. The role offers challenging low-latency engineering problems, high-throughput systems work, and opportunities to influence platform architecture.
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 applicationsBuild event-driven architecture supporting: Market data ingestion, Pricing orchestration, Real-time price streamingDevelop systems capable of high throughput and deterministic latency performance
2.
Pricing & Quant Integration
Integrate 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 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 distributionEnable real-time price streaming to external/internal clients
4.
Execution & Venue Connectivity
Implement connectivity to: Trading venues (ECNs, MTFs, dealers), Internal/external liquidity sourcesDevelop: 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 supportParticipate in Full SDLC (design → build → test → deploy → support)Contribute to architecture decisions and platform evolution
Requirements
10+ 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 experience
Trading / 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
