Risk Data Architect

Ortecha is a consultancy specialising in Data Architecture and Oracle. Our data architecture practice is looking for data architects/modellers to operate as our Associate Consultants. You will join an existing Datamodelling capability we provide to our client, a Tier 1 investment bank based in the City of London or Canary Wharf.

Our main remit is to deliver strategic enterprise data models for the bank as a whole and then also specifically in the Risk domain, covering Credit, Market and Operational Risk data requirements, and in the Treasury domain.

The key deliverables of our team are Entity Relationship Diagrams (ERDs) by domain and the mappings/data lineage between each of the enterprise data models.

REQUIRED SKILLS EXPERIENCE (if you do not have ALL of the following you will not be considered):

- You MUST BE an expert in Logical Datamodelling of investment bank financial data.
- You MUST HAVE the ability to illicit and understand data requirements from Subject Matter Experts (SMEs), model those requirements, and agree your understanding with the SMEs.
- You MUST HAVE excellent interpersonal skills. You will liaise with many different groups and teams so you must be a good communicator.
- You MUST BE highly professional, able to work autonomously and be focused on delivering high quality output.

Advantageous skills/experience:

- Experience with enterprise Datamodelling, rather than solution/system/application Datamodelling.

The mindset and approach is different so experience here is useful but not essential.

- Knowledge of DAMA DMBOK.
- Experience of SAP (formerly Sybase) PowerDesigner, Sparx Enterprise Architect or IBM Infosphere Data Architect
- Candidates must be available for an initial telephone interview ASAP.

Immediate start.

Duration: 3 months initially (but potential for very long extension)

* We are not a recruitment agency.*