Balance Sheet Analytics Developer, Officer

As a Balance Sheet Analytics Developer in the Treasury ALM team at Citi, your role involves designing and optimizing analytics tools for Citis NIR/NIM forecasting, balance sheet planning, and rate risk assessments. You will be responsible for developing and maintaining Python-based analytics libraries, optimizing data pipelines, collaborating with cross-functional teams, and supporting monthly reporting cycles. Your work will contribute to forecasting, scenario analysis, and results validation for NIR/NIM metrics. 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 In this role, you will have the opportunity to learn Treasury ALM from the ground up, work on high-impact regulatory and business-driven initiatives, gain exposure to balance sheet strategy, interest rate risk metrics, FTP, and liquidity planning. You will also sharpen your performance engineering and SDLC skills in a collaborative, high-ownership environment, with the opportunity to contribute code used across Treasury and Finance groups globally.,