Capital Markets Data SME – Transaction, Reference & Market Data

Capco

Canada - Toronto · CAD 153,000-197,000 · 7+ years experience · Posted Sep 28, 2026

At a glance

Experience
7+ years experience
Location
Canada - Toronto
Salary
CAD 153,000-197,000 · Base salary

About the role

  • We’re looking for an experienced Capital Markets Data SME to design and shape a scalable Transaction Data Warehouse and analytics platform that brings together transaction data, Security Master, Reference Data, and Market Data.
  • This is a senior, hands-on SME role with significant ownership across solution design, data modelling, enrichment, and analytics.

Responsibilities

  • Design and shape a scalable Transaction Data Warehouse supporting analytics, reporting, and downstream consumption across Capital Markets use cases.
  • Integrate and enrich transaction and trade data with Security Master, Reference Data, and Market Data, including effective-dated and historical datasets.
  • Define robust data models and relationships across transactions, instruments, securities, issuers, accounts, pricing, and market data, including instrument resolution using ISIN, CUSIP, SEDOL, FIGI, tickers, and internal identifiers.
  • Design efficient ingestion, transformation, enrichment, and query patterns using QuestDB, columnar or time-series databases, and other technologies suited to high-volume financial datasets.
  • Establish data-quality, reconciliation, validation, lineage, and exception-management controls while partnering with business and technology teams to deliver trusted, analytics-ready data solutions.

Requirements

  • 7+ years of relevant experience within Capital Markets, trading data, financial data, or related data-focused roles, including hands-on experience with transaction or trade data and data warehouse architectures.
  • In-depth understanding of Security Master and Reference Data, including instrument identifiers, security mappings, instrument resolution, and the enrichment of transactional datasets.
  • Good understanding of Market Data, including pricing, historical and time-series data, and the use of market information within analytical data models.
  • Advanced SQL, database, data-modelling, and data-analysis skills, with experience joining, reconciling, and analysing high-volume financial datasets.
  • Experience with columnar or time-series database technologies and building analytics-ready data models.

Preferred qualifications

  • QuestDB experience is highly desirable but not essential.
  • Python and data-engineering framework experience.
  • Experience with cloud-based data platforms.
  • Knowledge of market and reference-data providers such as Bloomberg, ICE, S&P, or LSEG.
  • Experience with EDM or Security Master platforms such as GoldenSource, Markit EDM, or Bloomberg Enterprise Data.
  • Exposure to real-time or near-real-time transaction analytics.

Benefits

  • Comprehensive Benefits Coverage – 100% company-paid health, life, and disability insurance effective from Day 1 of employment.
  • Retirement Savings Program – Registered Retirement Savings Plan (RRSP) with the option of receiving a matching employer contribution.
  • Virtual Health Care & Support – Company-paid virtual health care and Employee & Family Assistance Program (EFAP) available to employees and their dependents/partners.
  • Family & Wellness Support – Parental Leave Top-Up, a New Parent Gift and fitness reimbursement to support health and well-being.

Skills

  • SQL
  • QuestDB
  • Python
  • Bloomberg
  • ICE
  • S&P
  • LSEG
  • GoldenSource
  • Markit EDM
  • Bloomberg Enterprise Data

Capco

Capital Markets Data SME – Transaction, Reference & Market Data

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