Our Toronto Client is seeking a Principal Data Architect to join their team.
The Equity Derivatives desk is executing a high-stakes transition: moving away from restrictive, high-cost legacy vendor databases toward a bespoke, cutting-edge Cloud-Native Data Lakehouse. As the Principal Data Architect, you are the primary designer of a high-performance ecosystem. This isn't just about moving data;it’s about engineering a system capable of reconciling microsecond-level intraday risk snapshots with the massive-scale, immutable datasets required for FRTB regulatory compliance. You will own the blueprint for how the client desk values, tracks, and reports risk in the modern era.
Core Responsibilities: Design & Evolution
Strategic Legacy Transformation: Lead the architectural migration from monolithic vendor systems to a decoupled, modern stack centered on S3 and Apache Iceberg.
The Unified Risk Fabric: Design a multi-modal data model supporting the "Three Speeds of Risk":
Intraday: Real-time streaming for live desk monitoring.
End-of-Day (EOD): High-throughput batch processing for P&L.
Regulatory/FRTB: Long-term, versioned, and immutable storage.
Contract-First Engineering: Establish and enforce strict Data Contracts between the trading desk and downstream consumers. You will decouple dependencies to ensure that a change in a pricing model doesn't break the regulatory reporting chain.
Zero-Trust Validation: Architect an automated validation layer that verifies the mathematical integrity of Greeks and risk sensitivities before they are committed to the Lakehouse.
Active Observability & Lineage: Build native, granular lineage tracking. In this role, "traceability" isn't a feature—it’s a requirement. Every FRTB data point must be programmatically traceable to its raw source.
Technical Strategy & Domain Expertise
Modern Storage & Open Standards: Deep mastery of Apache Iceberg, Parquet, and S3-based architectures. You understand the nuances of table evolution and partition pruning at scale.
Computational Efficiency: You possess "strong opinions, weakly held" on the right tools for the job—whether it’s Flink for streaming, Trino for ad-hoc queries, or DuckDB for lightning-fast edge processing.
Derivatives Domain Mastery: You speak the language of the desk. You understand Options, Volatility surfaces, and Greeks, and you know how FRTB (Fundamental Review of the Trading Book) impacts data retention and granularity.
Governance-as-Code: Move beyond manual documentation. You will implement automated metadata harvesting and data quality-as-code to ensure the Lakehouse is self-describing and audit-ready.
The Candidate Profile
The Architect-Visionary: You look three years ahead. You can perform a rigorous cost-benefit analysis of "build vs. Buy" and articulate the ROI of a modern data stack to both the CTO and the Head of Trading.
The Lead Builder: You lead by example. You are expected to engineer the foundational frameworks and "golden patterns" that the rest of the engineering team will scale.
The Performance Optimizer: You find "vendor-standard" latency unacceptable. You have a proven track record of re-engineering financial systems to shave minutes off batch windows and seconds off intraday snapshots.
**Apply today to find out more about this exciting opportunity!
