Officer, FX Operation Staff, Operations

As a Balance Sheet Analytics Developer in the Treasury ALM team at Citi, you will play a key role in designing and optimizing analytics tools to support Citis NIR/NIM forecasting, balance sheet planning, and rate risk assessments. Your technical expertise in Python, Treasury, IRRBB, and ALM concepts will be essential in developing scalable, high-performance libraries 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 tools with business workflows - Contribute to forecasting and scenario analysis with automated tools for volume, rate, and mix attribution - Utilize 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 utilize GitHub for code versioning and release management Qualifications: - 5+ years of experience in Treasury, ALM, IRRBB, or related financial analytics - Strong Python skills, including experience with 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 - Ability to work independently and collaborate effectively in cross-functional teams - Strong written and verbal communication skills for presenting 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 impactful regulatory and business-driven initiatives, gain exposure to balance sheet strategy, interest rate risk metrics, FTP, and liquidity planning. You will also enhance your performance engineering and SDLC skills in a collaborative, high-ownership environment, with the chance to contribute code used globally across Treasury and Finance groups. Please note that the Job Description provided does not include any additional details about the company.,