Assistant Vice President, Balance Sheet Analytics Developer Treasury ALM

Role Overview: You will be joining the Balance Sheet Analytics & Management (BSAM) team as a Python developer with expertise in Treasury, IRRBB, and ALM concepts. Your primary responsibility will involve designing and enhancing analytics tools crucial for Citis NIR/NIM forecasting, balance sheet planning, and rate risk assessments. This role will require hands-on coding to develop scalable, high-performance libraries using Python (NumPy, Polars), Cython, and/or C++ for operational use. Key Responsibilities: - Develop and maintain Python-based analytics libraries for NIR/NIM modeling and IRRBB simulations - Optimize data pipelines by utilizing vectorized operations, memory-efficient structures, and just-in-time compilation (e.g. Cython) - Collaborate with Treasury, Risk, and Finance teams to integrate tools into business workflows - Contribute to forecasting and scenario analysis through automated tools focusing on volume, rate, and mix attribution - Utilize data from Pearl, Ruby, and Genesis systems to create robust, reusable modules - Support monthly reporting cycles, ALCO packages, and validate results for NIR/NIM metrics - Adhere to SDLC best practices and utilize GitHub for code versioning and release management Qualifications: - 5+ years of experience in Treasury, ALM, IRRBB, or related financial analytics - Proficient in Python with a strong background in NumPy, Polars, and performance libraries (e.g. Cython or C++) - Knowledge of Treasury systems (e.g. Pearl, Ruby, Genesis) and their data structures - Proficiency in SQL for large-scale data extraction and transformation - Ability to work independently and collaborate effectively within cross-functional teams - Excellent written and verbal communication skills for presenting technical work to non-technical stakeholders - Experience with Tableau is a plus for lightweight reporting Additional Company Details: Unfortunately, there are no additional company details provided in the job description. Education: - Bachelors degree in Computer Science, Financial Engineering, Economics, or a related technical/quantitative field Development Opportunities: - Learn Treasury ALM fundamentals and contribute to impactful regulatory and business initiatives - Gain exposure to balance sheet strategy, interest rate risk metrics, FTP, and liquidity planning - Enhance performance engineering and SDLC skills in a collaborative and high-ownership work environment - Opportunity to contribute code utilized across Treasury and Finance groups globally,