Senior Data Modeler Capital Markets

We are seeking a highly specialized Senior Capital Markets Data Modeler to spearhead the standardization design and governance of our global transaction data structures across Front Middle and Back-Office (FOMOBO) this role you will bridge the gap between complex quantitative trading concepts and real-time data engineering pipelines.
Your primary mandate will be to translate complex trade lifecyclesspanning execution valuations and downstream clearing/settlementsinto modern event-driven data schemas. By leveraging standard financial messaging protocols alongside cutting-edge lakehouse tools you will design the data backbone supporting high-velocity stream processing frameworks.

Design End-to-End Trading Data Models: Create and maintain conceptual logical and physical data models capturing end-to-end multi-asset trade lifecycles across Front Office (execution/pricing) Middle Office (risk/valuations) and Back Office (settlements/reconciliations).
Implement Financial Standards (FpML & ISDA CDM): Serve as the Subject Matter Expert on FpML (Financial Product Markup Language) and the FINOS / ISDA Common Domain Model (CDM) to unify derivatives messaging and post-trade lifecycle state transitions across the enterprise.
Architect Event-Driven Schema Frameworks: Design highly performant version-controlled streaming schemas (JSON Schema Avro or Protobuf) optimized for continuous pub/sub and event-sourcing architectural flows.
Optimize Databricks Lakehouse Structures: Partner with data engineers to materialize real-time event payloads into highly scalable Databricks Delta Lake tables using Medallion patterns (Bronze/Silver/Gold) optimized for time-series analytics and query performance.
Integrate Trade Workflow Engines: Model data interactions for stateful orchestration-driven Trade Workflow Engines ensuring exact tracking of trade status updates validation overrides and audit trails.
Enforce Data Lineage & Interoperability: Build comprehensive automated data dictionaries and lineage mappings to ensure upstream trading desk schemas seamlessly reconcile with downstream regulatory reporting nodes.

Domain Expertise: 7 years of experience as a specialized Data Modeler in an Investment Bank Tier-1 Capital Markets Broker-Dealer or Clearing House spanning Front Middle and Back Office operations.
Financial Modeling Protocols: Proven track record of direct production-level implementation of ISDA CDM (Common Domain Model) and FpML frameworks for Over-The-Counter (OTC) derivatives fixed income or foreign exchange (FX) asset classes.
Technological Tooling:
o Minimum 3 years designing data structures specifically optimized for processing on the Databricks Unified Data Analytics Platform.
o Mastery of schema modeling tools (such as ERwin InfoSphere Data Architect Hackolade or Idera ER/Studio).
Distributed Streaming Patterns: Extensive knowledge of asynchronous message queue behaviors schema evolution strategies (backward/forward compatibility) and stream-processing database normalization tradeoffs.
Trade Lifecycle Literacy: In-depth understanding of trade state mechanics handled by execution and workflow engines such as allocation rules novations compression exercises and margin calculations.
Preferred Technical Additions
Working knowledge of SQL Python or Scala for testing validating and querying live Delta tables inside Databricks.
Prior involvement with industry bodies like FINOS ISDA or FIX Trading Community.
Familiarity with financial messaging formats like FIX Protocol or ISO 20022.