Senior Principal Data Modeler

• 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.

Qualifications:

• 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. This is a differentiator, not a nice-to-have.
• 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. This is the core behavioral requirement of the role.
• 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.

DTCC proudly supports Flexible Work Arrangements favoring openness and gives people freedom to do their jobs well, by encouraging diverse opinions and emphasizing teamwork.  When you join our team, you’ll have an opportunity to make meaningful contributions at a company that is recognized as a thought leader in both the financial services and technology industries. A DTCC career is more than a good way to earn a living. It’s the chance to make a difference at a company that’s truly one of a kind.

Learn more about Clearance and Settlement by clicking here.