Balance Sheet Analytics Developer

The Balance Sheet Analytics & Management (BSAM) team is looking for a technically skilled Python developer with a strong understanding of Treasury, IRRBB, and ALM concepts. In this role, you will be responsible for designing and optimizing analytics tools that support Citis NIR/NIM forecasting, balance sheet planning, and rate risk assessments. Your primary focus will be on hands-on coding to develop scalable, high-performance libraries using Python (NumPy, Polars), Cython, and/or C++ for production purposes. Your key responsibilities will include developing and maintaining Python-based analytics libraries for NIR/NIM modeling and IRRBB simulations, optimizing data pipelines through vectorized operations and memory-efficient structures, and collaborating with Treasury, Risk, and Finance teams to integrate tools into business workflows. Additionally, you will contribute to forecasting and scenario analysis with automated tools, work with data from Pearl, Ruby, and Genesis systems to create reusable modules, and provide support for monthly reporting cycles and ALCO packages. To qualify for this role, you should have at least 5 years of experience in Treasury, ALM, IRRBB, or related financial analytics, strong Python skills including familiarity with NumPy, Polars, and performance libraries like Cython or C++, and proficiency in SQL for large-scale data extraction and transformation. You should also be comfortable working independently and in cross-functional teams, possess excellent written and verbal communication skills, and ideally have experience with Tableau for reporting purposes. A Bachelors degree in Computer Science, Financial Engineering, Economics, or a related technical/quant field is required for this position. This role offers development opportunities to learn Treasury ALM from the ground up, gain exposure to balance sheet strategy, interest rate risk metrics, FTP, and liquidity planning, sharpen performance engineering and SDLC skills, and contribute code used globally across Treasury and Finance groups. If you are looking to join a collaborative environment where you can make a high impact on regulatory and business-driven initiatives, this role could be the right fit for you.,