Summary
Luxoft is seeking a Senior Electronic Trading Engineer for a front-office technology role in Abu Dhabi. The engineer will design and build low-latency trading systems for Rates, Credit, and FX, integrating market data, pricing models, execution venues, and trade processing platforms. The role works closely with traders, quantitative teams, and platform teams across the full software development lifecycle. Applicants should have 10+ years of capital markets technology experience, including at least 7 years developing electronic trading platforms, with strong C# and Python skills.
The posting
As published on luxoft.com. Pulled from the employer's site and shown as they wrote it.
Project description
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.
Responsibilities
- Key Accountabilities 1. Platform Engineering & Architecture
- Design and implement high-performance, low-latency trading applications
- Build event-driven architecture supporting: o Market data ingestion o Pricing orchestration o 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: o Productionize pricing models o 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: o Tick processing o Normalization o Internal distribution
- Enable real-time price streaming to external/internal clients 4. Execution & Venue Connectivity
- Implement connectivity to: o Trading venues (ECNs, MTFs, dealers) o Internal/external liquidity sources
- Develop: o Order routing logic o Execution workflows (RFQ, streaming, DMA)
- Support low-latency order lifecycle management 5. STP & Trade Processing
- Ensure integration with: o Trade capture systems (e.g., Murex) o Risk and downstream processing platforms
- Build real-time STP pipelines ensuring: o Accuracy o Resilience o Auditability 6. Performance Optimization
- Continuously optimize: o Latency o Throughput o Resource utilization
- Apply advanced techniques: o Concurrency / multithreading o Memory optimization o Network tuning
- Ensure systems meet strict latency SLAs typical of trading environments 7. Collaboration & Delivery
- Work closely with: o Front Office (trading, sales) o Quantitative research teams o Infrastructure and production support
- Participate in Full SDLC (design → build → test → deploy → support)
- Contribute to architecture decisions and platform evolution
SKILLS
Must have
- 10+ years exp in capital markets technology
- Minimum 7+ years exp 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
- Scripting languages: Python (for integration / tooling)
- 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
Nice to have
NA