Senior Principal Data Modeler

About the role

At DTCC, we are at the forefront of innovation in the financial markets. We are committed to helping our employees grow and succeed. We believe that you have the skills and drive to make a real impact. We foster a thriving internal community and are committed to creating a workplace that looks like the world that we serve.

Responsibilities

• Establish a unified risk data model.
• Define a canonical model for risk data and exposure across NSCC, FICC and DTC to enable consistent cross-CCP risk views.
• Enable real-time, trusted risk analytics.
• Design event-sourced and bi-temporal structures enable real time computations on the stream and restated accurately when inputs change.
• Drive consolidation and productization of risk data.
• Provide the target model and standards needed to simplify systems, databases and feeds while making risk data reusable across methodology and delivery teams.

Requirements

• Minimum of 10 years of related experience
• Bachelor's degree preferred or equivalent experience
• Talents Needed For Success:
• 7+ years in data modeling and data architecture, including 5+ years in capital markets, clearing, or financial risk, with a demonstrable record as a senior, hands-on individual contributor rather than solely as a manager of modelers.
• Depth across modeling disciplines — conceptual, logical, and physical modeling; normalized and dimensional models; and event-first modeling.
• You understand which approach is appropriate in each context and can defend the tradeoffs when challenged.
• Risk domain fluency — position keeping, mark-to-market, exposure, margin, and VaR inputs; the full trade lifecycle, including novation, amendment, cancellation, and settlement; and genuine depth in at least one cleared asset class.
• Event-driven data design — Kafka-based architectures, event sourcing, partitioning and keying strategy, schema evolution and registry discipline, and idempotency and replay semantics.
• Temporal modeling depth — bi-temporal design that separates event time from knowledge time, point-in-time reconstruction, restatement and correction handling, and the audit trail expected by controllers and regulators.
• Modern data platform experience — lakehouse table formats such as Iceberg or Delta over Parquet; Snowflake; and the partitioning and clustering decisions that determine whether analytical queries perform at production volume.
• Legacy-to-target migration — proven experience moving models off mainframe, monolithic, and database-driven-logic estates incrementally, using dual-run and reconciliation rather than big-bang rewrites.
• Governance and lineage — data quality controls, lineage and traceability, and fluency operating in a regulated environment where the model itself must withstand audit scrutiny.
• Influence without authority — the ability to align architects, delivery squads, and business stakeholders around a shared model, and to maintain standards across teams you do not directly manage.
• Communication range — the ability to move comfortably between a whiteboard discussion with engineers and a steering conversation with executives, clearly explaining why a modeling decision has cost, risk, or delivery implications.

Qualifications

• Minimum of 10 years of related experience
• Bachelor's degree preferred or equivalent experience

Skills

• Data modeling and data architecture
• Capital markets, clearing, or financial risk
• Risk domain fluency
• Event-driven data design
• Temporal modeling depth
• Modern data platform experience
• Legacy-to-target migration
• Governance and lineage
• Influence without authority
• Effective communication

Benefits

• Competitive compensation, including base pay and annual incentive
• Comprehensive health and life insurance and well-being benefits, based on location
• Pension / Retirement benefits
• Paid Time Off and Personal/Family Care, and other leaves of absence when needed to support your physical, financial, and emotional well-being.

Pay

The salary range is indicative for roles at the same level within DTCC across all US locations. Actual salary is determined based on the role, location, individual experience, skills, and other considerations.

Schedule

We offer a flexible/hybrid model of 3 days onsite and 2 days remote (onsite Tuesdays, Wednesdays and a third day unique to each team or employee).