Balance Sheet Analytics Developer – Treasury ALM (AVP / C12)
Job Description:
The Balance Sheet Analytics & Management (BSAM) team is seeking a technically skilled Python developer with a solid understanding of Treasury, IRRBB, and ALM concepts. In this role, you’ll design and optimize analytics tools that power Citi’s NIR/NIM forecasting, balance sheet planning, and rate risk assessments. This is a hands-on coding role focused on building scalable, high-performance libraries using Python (NumPy, Polars), Cython, and/or C++ 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 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:
- Bachelor’s 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
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Job Family Group:
Finance------------------------------------------------------
Job Family:
Balance Sheet Management------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Most Relevant Skills
Business Acumen, Data Analysis, Internal Controls, Management Reporting, Problem Solving, Process Execution, Risk Identification and Assessment, Transfer Pricing.------------------------------------------------------
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
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Citi Compensation & Benefits Highlights
The following summarizes recurring compensation and benefits themes identified from responses generated by popular LLMs to common candidate questions about Citi and has not been reviewed or approved by Citi.
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Healthcare Strength — Benefits coverage is positioned as comprehensive, including health, dental, and vision insurance plus on-site clinics, prescription drug support, and disability coverage. Family-building support such as fertility assistance is described as a notable differentiator within the overall package.
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Retirement Support — Retirement benefits are framed as strong, highlighted by a 401(k) with matching and additional plan options like a Roth 401(k). Financial support is reinforced through discounts and broader financial guidance resources tied to the benefits ecosystem.
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Wellbeing & Lifestyle Benefits — Wellbeing support extends beyond insurance through programs like an Employee Assistance Program, counseling/legal resources, and gym or wellness reimbursement. These offerings increase the perceived total rewards value even when cash compensation sentiment varies by role.
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