Assistant Vice President, Balance Sheet Analytics Developer – Treasury ALM
4 days ago
Balance Sheet Analytics Developer – Treasury ALM (AVP / C12)
Job 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 (e.g. 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:
- 5+ years of experience in Treasury, ALM, IRRBB, or related financial analytics
- Strong Python skills, with experience in NumPy, Polars, and performance libraries (e.g. Cython or C++)
- Familiarity with Treasury systems (e.g. Pearl, Ruby, Genesis) and their data structures
- Proficiency in SQL for large-scale data extraction and transformation
- Comfortable working independently and contributing to cross-functional teams
- Strong written and verbal communication skills to present technical work to non-technical partners
- Experience with Tableau is a plus (for lightweight reporting)
Education:
- Bachelor's degree in Computer Science, Financial Engineering, Economics, or a related technical/quant field
Development Opportunities:
- Learn Treasury ALM from the ground up and work on high-impact regulatory and business-driven initiatives
- Gain exposure to balance sheet strategy, interest rate risk metrics, FTP, and liquidity planning
- Sharpen performance engineering and SDLC skills in a collaborative, high-ownership environment
- Opportunity to contribute code used across Treasury and Finance groups globally
-
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.
-
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.
View Citi's EEO Policy Statement and the Know Your Rights poster.
-
Mumbai, Maharashtra, India Citi Full time US$ 1,50,000 - US$ 2,00,000 per yearBalance Sheet Analytics Tableau Developer – Treasury ALM (AVP / C12)Job 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...
-
Mumbai, Maharashtra, India Citi Full time US$ 1,50,000 - US$ 2,00,000 per yearBalance Sheet Analytics Developer – Treasury ALM (AVP / C12)Job 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...
-
Mumbai, Maharashtra, India Citi Full time US$ 90,000 - US$ 1,20,000 per yearBalance Sheet Analytics Developer – Treasury ALMJob 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...
-
Balance Sheet Analytics Model Developer –
5 days ago
Mumbai, Maharashtra, India Citi Full time US$ 1,50,000 - US$ 2,00,000 per yearBalance Sheet Analytics Model Developer – (AVP / C12)Job 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 covering the whole balance sheet to help support Citi's business...
-
Balance Sheet Management Group
4 days ago
Mumbai, Maharashtra, India Citi Full time US$ 1,20,000 - US$ 2,00,000 per yearThe Balance Sheet Management ("BSM") unit is a division within Treasury, and is part of Citigroup's broader Finance organization. Balance Sheet Management's specific responsibilities cover five key areas:Asset and Liability Management (ALM):FTP Governance & Execution: establishes and oversees the policies under which business assets and liabilities are...
-
Balance Sheet Management Group
1 week ago
Mumbai, Maharashtra, India Citi Full time US$ 1,20,000 - US$ 2,00,000 per yearThe Balance Sheet Management ("BSM") unit is a division within Treasury, and is part of Citigroup's broader Finance organization. Balance Sheet Management's specific responsibilities cover five key areas:Asset and Liability Management (ALM):FTP Governance & Execution: establishes and oversees the policies under which business assets and liabilities are...
-
Vice President
3 weeks ago
Mumbai, Maharashtra, India Deutsche Bank Full timeTitle : Asset Liability Management : Trading/Structuring SpecialistCorporate Title : Vice PresidentLocation : Mumbai, India Role Description:- The candidate will be part of the Asset & Liability Management (ALM) function within Treasury responsible for managing the interest rate risk in the banking book (IRRBB). The team develops, parameterizes, and...
-
Quant Analytics Treasury
4 days ago
Mumbai, Maharashtra, India Barclays Full time ₹ 15,00,000 - ₹ 20,00,000 per yearAt Barclays, we don't just adapt to the future – we shape it. Embark on a transformative journey as Quant Analytics Treasury - Vice President, where you'll spearhead the evolution of our Risk function. You will be responsible for developing best in class credit risk models using industry leading model development frameworks & methodologies, work in a...
-
ALM Specialist
1 day ago
Mumbai, Maharashtra, India beBeeRisk Full time ₹ 90,00,000 - ₹ 1,20,00,000Key Responsibilities:ALM Specialist Role OverviewIdentify and highlight key risks to Management, ensuring Liquidity and Interest Rate Risk are effectively monitored.Prepare and validate Regulatory Returns, maintaining compliance with internal and regulatory limits, while providing insightful impact analysis to stakeholders.Develop the daily Liquidity and ALM...
-
Vice President
4 hours ago
Mumbai, Maharashtra, India Sumitomo Mitsui Banking Corporation (SMBC) Full time ₹ 15,00,000 - ₹ 28,00,000 per yearSumitomo Mitsui Banking CorporationDeal origination:Maintain close relationship with existing clients and develop new relationshipsPro-actively engage with clients to originate business across the entire product suite of the Bank – Trade products (LC, BG, Bill discounting, Export Finance), Cash Management, Account Bank, FX & Derivatives, Treasury services...
