Job Description
**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 (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)_ _._
_View Citi’s_ _EEO Policy Statement (https://www.citigroup.com/global/eeo-aa-policy)_ _and the_ _Know Your Rights (https://www.eeoc.gov/sites/default/files/2023-06/22-088\_EEOC\_KnowYourRights6.12ScreenRdr.pdf)_ _poster._
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.
**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 (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)_ _._
_View Citi’s_ _EEO Policy Statement (https://www.citigroup.com/global/eeo-aa-policy)_ _and the_ _Know Your Rights (https://www.eeoc.gov/sites/default/files/2023-06/22-088\_EEOC\_KnowYourRights6.12ScreenRdr.pdf)_ _poster._
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.
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