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. 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 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.