Job description

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 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 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 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 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 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 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 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 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 Other Languages English: C1 Advanced Seniority Senior