Assistant Vice President, Balance Sheet Analytics Developer Treasury ALM

In this role as a Balance Sheet Analytics Developer within the Treasury ALM team at Citi, you will play a crucial part in designing and optimizing analytics tools that drive the forecasting of NIR/NIM, balance sheet planning, and rate risk assessments. Your primary focus will be on hands-on coding to build scalable and 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: - Bachelors 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 If you are a person with a disability and need a reasonable accommodation to use Citis search tools and/or apply for a career opportunity, you can review Accessibility at Citi.,