Hybrid Capital Markets Data Architect

at G MASS Consulting

• Job title: Capital Markets Data Architect
• Job type: Contract
• Experience level: Mid level, Senior
• Salary: Not specified
• Degree requirement: Bachelor's Degree
• Tech skills: AWS, Azure, Cloud, Google Cloud Platform, Java, Kafka
• Location requirements: Hybrid, London, United Kingdom

About the role

• Data Architect defining, evolving, and governing data models for capital markets trading and finance at a leading global firm. Engaging with senior stakeholders in a hybrid role based in London.

Responsibilities

• Define, evolve, and govern enterprise canonical data models for capital markets across the full trade lifecycle (front-to-back): order, execution, trade capture, confirmation, clearing, settlement, lifecycle events, collateral/margin, accounting impacts.
• Model complex products and lifecycle state (e.g., rates/FX/credit/eq derivatives, securities financing), with clear semantics, identifiers, lineage, and versioning.
• Apply and map industry standards:
• FpML: interpret existing trade representation/messaging and define mappings into internal canonical schemas
• ISDA CDM: model lifecycle events/states/workflows and product CDM to canonical to platform mapping specifications
• Lead modelling for ingestion and harmonisation of:
• Market data (curves, surfaces, fixings, reference data, identifiers)
• Trade data (allocations, amendments, novations, compressions, terminations, resets)
• Order data (order lifecycle, fills, venues, timestamps, audit trail)
• Partner with Front Office, Finance, Market Risk, and Credit Risk to ensure models support valuation inputs, sensitivities, exposure/netting/collateral, P&L explain, reconciliations, and reporting needs.
• Translate logical models into implementation-ready artefacts: schemas, API contracts, event/topic models, validation rules, transformation specifications, and data-quality rules.
• Establish model governance practices: naming standards, business glossary, metadata, stewardship model, change control, documentation, and versioning.
• Provide architectural input into target-state data platforms and integration patterns (e.g., event-driven, lakehouse/warehouse), and mentor engineers/analysts on model adoption.

Requirements

• Proven data modeller experience in capital markets, ideally within top-tier banks or equivalent institutional environments.
• Strong front-to-back understanding with FpML and ISDA CDM (interpretation, application to real workflows, and mapping into internal canonical models).
• Strong knowledge of market data, trade data, and order data domains and their interrelationships.
• Background as an object-oriented software developer (e.g., Java/C#/C++), able to bridge modelling and engineering implementation.
• Strong modelling fundamentals: entity/event modelling, lifecycle/state transitions, identifiers, reference data, schema versioning, and lineage.
• Nice to have
• Data/solution architecture experience (target-state modelling, integration patterns, event-driven design, canonical semantic layers).
• Certifications such as TOGAF, DAMA/CDMP, and/or cloud certifications (Azure/AWS/GCP equivalents).
• Experience implementing models into streaming and data platform ecosystems (e.g., Kafka/event hubs, lakehouse/warehouse) and establishing enterprise governance practices.
• Exposure to regulatory/reporting data domains and cross-system reconciliation frameworks.

Benefits

• Initial 12-month contract
• 2 days per week advisory role
• London base with some potential EMEA travel
• Start date: estimated early Q2