Balance Sheet Analytics Developer, Assistant Vice President

As a Balance Sheet Analytics Developer in the Treasury ALM team at Citi, you will play a crucial role in designing and optimizing analytics tools that drive NIR/NIM forecasting, balance sheet planning, and rate risk assessments. Your primary focus will be on developing and maintaining Python-based analytics libraries for modeling and simulations, optimizing data pipelines, and collaborating with various teams to integrate tools into business workflows. Additionally, you will contribute to forecasting and scenario analysis, work with data from different systems, and support reporting cycles and results validation. 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 In case you are a person with a disability and require a reasonable accommodation to access Citi's search tools or apply for a career opportunity, please review the Accessibility at Citi guidelines.,