Assistant Vice President, Balance Sheet Analytics Developer – Treasury ALM

6 days ago

Mumbai, Maharashtra, India Citi Full time US$ 1,50,000 - US$ 2,00,000 per year

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.

  • Balance Sheet Analytics Developer, Officer

    1 week ago

    Mumbai, Maharashtra, India Citi Full time ₹ 12,00,000 - ₹ 36,00,000 per year

    Discover your future at CitiWorking at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact.Job OverviewBalance Sheet Analytics Developer – Treasury ALMJob...

  • Quant Analytics Treasury

    2 days ago

    Mumbai, Maharashtra, India Barclays Full time ₹ 12,00,000 - ₹ 36,00,000 per year

    At 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...

  • Vice President

    4 weeks ago

    Mumbai, Maharashtra, India Deutsche Bank Full time

    Job Title Vice President Head Deposits Debit Cards Private Personal Banking Channel Investments Product ManagerLocation Mumbai IndiaCorporate Title AVPRole Description This role covers managing Deposit CASA Term Deposits Refinance Debit Cards portfolio managing Funding Liquidity for Private Bank India and leading channel activities for...

  • Senior Manager/AVP ALM

    3 weeks ago

    Mumbai, Maharashtra, India AU SMALL FINANCE BANK Full time

    We are hiring for Senior Manager/AVP ALM (asset liability management)- Risk at Jaipur/MumbaiWork Experience - 5+ years of relevant Banking experience.- Monitor Liquidity and Interest Rate Risk for the Bank and highlight the concerns to the Management.- Prepare/Review/Validate Regulatory Returns and monitoring of ratios against internal and regulatory limits,...

  • Balance Sheet Mgmt Sr. Analyst

    6 days ago

    Mumbai, Maharashtra, India Citi Full time ₹ 20,00,000 - ₹ 25,00,000 per year

    The individual will work in Interest Rate Risk in the Banking Book (IRRBB) Management team within Citi's Corporate Treasury.  The IRRBB Management team is responsible for measuring, reporting and managing Interest Rate Risk in the Banking Book across the firm.  IRRBB Mgmt partners with businesses and functions across the firm to establish and implement...

  • Assistant Vice President

    3 weeks ago

    Mumbai, Maharashtra, India Citigroup Full time

    Whether youre at the start of your career or looking to discover your next adventure your story begins here At Citi youll have the opportunity to expand your skills and make a difference at one of the worlds most global banks Were fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to...

  • Vice President

    2 days ago

    Mumbai, Maharashtra, India Boston Institute of Analytics Full time ₹ 20,00,000 - ₹ 25,00,000 per year

    Job Title: Vice President – Corporate Training (EdTech)Location: Mumbai, Andheri EExperience: 8+ years in Corporate Training, Learning & Development, or EdTech Business DevelopmentJob Summary:We are seeking an experienced and dynamic Vice President – Corporate Training to lead and expand our EdTech-driven corporate training vertical. This role requires a...

  • Assistant Vice President

    2 days ago

    Mumbai, Maharashtra, India crescendo global Full time ₹ 12,00,000 - ₹ 36,00,000 per year

    Job Description : Assistant Vice President - Technology Principal Auditor Location: MumbaiDiscipline: AnalyticsJob Type: PermanentContact Name: Rohit KumarContact Email: Job Ref: 69216Published: about 9 hours agoPosition Overview Join a leading global financial services firm as an Assistant Vice President - Technology Principal Auditor in Mumbai. With at...

  • Balance Sheet Mgmt Sr. Analyst

    4 days ago

    Mumbai, Maharashtra, India Citi Full time ₹ 12,00,000 - ₹ 36,00,000 per year

    Discover your future at CitiWorking at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact.Job OverviewThe individual will work in Interest Rate Risk in the Banking Book...

  • Vice President, Analytics Solution

    2 days ago

    Mumbai, Maharashtra, India JPMC Candidate Experience page Full time ₹ 12,00,000 - ₹ 36,00,000 per year

    Join our dynamic Hire Product team as the Vice President, Analytics Solution, and play a pivotal role in transforming recruitment data into actionable insights. In this leadership position, you will spearhead the design and development of cutting-edge reports, analyses, and dashboards using Alteryx and Tableau, empowering business executives to make...