Senior Data Modeler
- iTech US
11 Hours Ago
NA
W2
Remote
8-10 Years
Required Skills: Capital Markets Data Modeling, Data Architecture , Canonical Data modeling, Enterprise Data Modeling, Financial instrument data modeling, OTC derivatives, Fixed Income, Loans, Entity-relationship modeling, Normalization, Hierarchy design, Attribute hierarchy design, Reconciling conflicting legacy data models, Logical-to-physical data model translation
Job Description
Senior Data Modeler- Capital Markets
Context: The client is consolidating 4–5 existing instrument ontology versions, inherited from multiple acquired trading platforms, into a single canonical, cross-asset data model. This is not greenfield design but requires reconciling what already exists across systems into one coherent model that will underpin transactional reporting and analytics (TCA, VWAP, TWAP, dashboarding) on top of the QuestDB-based Transaction Data Warehouse.
Responsibilities:
- Analyze and reconcile 4–5 existing instrument data models/ontologies across legacy and acquired platforms (equities, fixed income, OTC derivatives, loans) into a single canonical cross-asset model
- Define entity relationships, attribute hierarchies, and structural rules distinguishing flat instruments (e.g., equities) from structured/composite instruments (e.g., swaps, structured notes)
- Work closely with the Data Architect and Data Engineers building the physical implementation on QuestDB, ensuring the logical/canonical model translates cleanly into the physical time-series schema
- Support the reporting and analytics layers (data cubes, attribute pickers, universe selections, TCA/VWAP/TWAP benchmarks) by ensuring the canonical model can serve both transactional and analytical use cases
- Document the model thoroughly — data dictionaries, entity-relationship diagrams, mapping logic from legacy models to canonical model — since this will become a long-term system of record
- Collaborate with capital markets domain experts and technical leads to validate business correctness of the model (not just structural correctness)
Required qualifications:
- 10+ years of experience in capital markets data modeling or a closely related data architecture role
- Deep working knowledge of financial instrument types across asset classes (OTC derivatives, loans, and fixed income, including the structural differences between flat and structured instruments)
- Proven experience designing or reconciling canonical/enterprise data models, not just consuming an existing schema
- Strong data modeling fundamentals (entity-relationship modeling, normalization, hierarchy design) applicable to both relational and time-series/columnar data stores
- Comfortable working from ambiguous, partially conflicting existing models rather than a clean-slate design brief
Nice to have:
- Direct experience with trading platforms whose data models mirror this challenge (Murex, Calypso, Summit, or similar cross-asset platforms)
- Familiarity with time-series/columnar databases (QuestDB, kdb+, or similar)
- Experience with reference data / security master concepts (golden source, instrument hierarchies)
- Background in M&A-driven system consolidation (multiple legacy models merging into one)
