Capital Markets Data Architect

ace has partnered with a prestigious, leading global organisation to appoint an experienced Data Architect who will help define, evolve, and govern front-to-back canonical data models underpinning capital markets trading, risk, and finance outcomes.

This is a high-impact role focused on models that get implement and adoption (not documentation-only). You will work across complex capital markets workflows and modernisation programmes (standardisation, event-driven architecture, data platform uplift), partnering closely with senior stakeholders across Front Office, Risk, Finance, and Technology. The successful candidate will be able to bridge modelling and engineering: translating logical models into implementation-ready artefacts (schemas, API contracts, event/topic models, validation rules, and transformation specs).

Please note that this role is expected to be 2 days per week (advisory), based in London, with some potential EMEA travel. Start date is estimated early Q2.

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.

• 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.

Initial 12-month contract

2 days per week advisory role

London base with some potential EMEA travel

Start date: estimated early Q2

About us

ace is a specialist post-digital advisory and delivery partner helping financial institutions implement high-impact automation, AI, and post-digital solutions in regulated environments. We combine deep technical expertise with a practical understanding of governance, controls, and operational risk to delivery production-grade outcomes at pace.

We are part of the G MASS group, a global financial services resource augmentation and consulting firm that provides expert talent and delivery support across transformation, change, and operational resilience.