Senior Data Modeler - Capital Markets

SMBC Group is a top-tier global financial group headquartered in Tokyo with a 400-year history, offering a diverse range of financial services including banking, leasing, securities, credit cards, and consumer finance. The Group operates over 130 offices and employs 80,000 people worldwide across nearly 40 countries. In the Americas, SMBC Group provides commercial and investment banking services to corporate, institutional, and municipal clients, connecting them to local markets and a vast global network.

About the role

We are seeking a highly specialized Senior Capital Markets Data Modeler to lead the standardization, design, and governance of global transaction data structures across Front, Middle, and Back-Office (FOMOBO) platforms. This role bridges complex quantitative trading concepts and real-time data engineering pipelines, translating trade lifecycles—from execution and valuations to downstream clearing and settlements—into modern, event-driven data schemas. You will design the data backbone supporting high-velocity stream processing frameworks using standard financial messaging protocols and cutting-edge lakehouse tools.

Responsibilities

• Design End-to-End Trading Data Models: Create and maintain conceptual, logical, and physical data models capturing 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.
• 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 scalable Databricks Delta Lake tables using Medallion patterns (Bronze/Silver/Gold) for time-series analytics and query performance.
• Integrate Trade Workflow Engines: Model data interactions for stateful, orchestration-driven Trade Workflow Engines, ensuring precise tracking of trade status updates, validation overrides, and audit trails.
• Enforce Data Lineage & Interoperability: Build comprehensive, automated data dictionaries and lineage mappings to ensure seamless reconciliation between upstream trading desk schemas and downstream regulatory reporting nodes.

Requirements

• 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: Minimum 3+ years designing data structures optimized for the Databricks Unified Data Analytics Platform. Mastery of schema modeling tools (e.g., 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, including allocation rules, novations, compression exercises, and margin calculations.

Skills

• Working knowledge of SQL, Python, or Scala for testing, validating, and querying live Delta tables in Databricks.
• Prior involvement with industry bodies like FINOS, ISDA, or FIX Trading Community.
• Familiarity with financial messaging formats such as FIX Protocol or ISO 20022.

Additional Requirements

• Employees participate in a Hybrid workforce model, requiring residence within a reasonable commuting distance of an SMBC office. Hybrid work may not be permitted for certain roles, including FINRA-registered positions requiring full-time in-office attendance.
• SMBC provides reasonable accommodations for applicants with disabilities consistent with applicable law. Contact accommodations@smbcgroup.com if needed.

Pay

The anticipated salary range for this role is $202,000 to $237,000. The specific salary offered will be based on individual qualifications, experience, geographic location, and market conditions for similar roles at the time of hire. The role may also be eligible for an annual discretionary incentive award.

Benefits

SMBC offers a competitive portfolio of benefits to its employees in addition to cash compensation.