Assistant Vice President, Balance Sheet Analytics Developer – Treasury ALM

5 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.

  • Assistant Vice President, Balance Sheet Analytics Developer – Treasury ALM

    5 days ago

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

    Balance 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...

  • Assistant Vice President, Balance Sheet Analytics Developer – Treasury ALM

    24 hours 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...

  • Officer, Balance Sheet Analytics Developer – Treasury ALM- C11

    3 days ago

    Mumbai, Maharashtra, India Citi Full time US$ 90,000 - US$ 1,20,000 per year

    Balance 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 –

    2 days ago

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

    Balance 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

    5 days ago

    Mumbai, Maharashtra, India Citi Full time US$ 1,20,000 - US$ 2,00,000 per year

    The 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

    24 hours ago

    Mumbai, Maharashtra, India Citi Full time US$ 1,20,000 - US$ 2,00,000 per year

    The 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

    2 weeks ago

    Mumbai, Maharashtra, India Deutsche Bank Full time

    Title : 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

    1 day ago

    Mumbai, Maharashtra, India Barclays Full time ₹ 15,00,000 - ₹ 20,00,000 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 days 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...

  • Vice President

    1 week ago

    Mumbai, Maharashtra, India GeBBS Healthcare Solutions Full time

    Vice President - Operations: End-to-End RCM US Healthcare TitleVice President, RCM OperationsWork Location: Mumbai, IndiaReports To: Head OperationsRole Overview:The Vice President of RCM Operations will lead large-scale service delivery and transformation initiatives in the US Healthcare RCM domain, managing 2000+ employees across multiple accounts. The...