Assistant Vice President, Balance Sheet Analytics Developer – Treasury ALM

Description

The Balance Sheet Analytics & Management (BSAM) team is seeking a technically skilled Python developer with a solid understanding of Treasury, IRRBB, and ALM concepts. In this role, you’ll design and optimize analytics tools that power Citi’s NIR / NIM forecasting, balance sheet planning, and rate risk assessments. This is a hands-on coding role focused on building scalable, high-performance libraries using Python (NumPy, Polars), Cython, and / or C++ for production use.

Key Responsibilities :

• Develop and maintain Python-based analytics libraries for NIR / NIM modeling and IRRBB simulations
• Optimize data pipelines using vectorized operations, memory-efficient structures, and just-in-time compilation ( Cython)
• Collaborate with Treasury, Risk, and Finance teams to integrate your tools with business workflows
• Contribute to forecasting and scenario analysis with automated tools for volume, rate, and mix attribution
• Work with data from Pearl, Ruby, and Genesis systems to build robust, reusable modules
• Support monthly reporting cycles, ALCO packages, and results validation for NIR / NIM metrics
• Follow SDLC best practices and use GitHub for code versioning and release management

Qualifications :

Education :

Development Opportunities :

Job Family Group : Finance

Job Family :

Balance Sheet Management

Time Type : Full time

Most Relevant Skills

Business Acumen, Data Analysis, Internal Controls, Management Reporting, Problem Solving, Process Execution, Risk Identification and Assessment, Transfer Pricing.

Other Relevant Skills

For complementary skills, please see above and / or contact the recruiter.