Balance Sheet Analytics Developer, Assistant Vice President

Citigroup Inc.; Mumbai; On-site; INR 15,00,000 - 20,00,000; Full time

Job summary

A leading financial services provider in Mumbai is seeking a Balance Sheet Analytics Developer. The role requires strong Python skills and Treasury experience to develop tools for NIR/NIM modeling and data analysis. The ideal candidate has over 5 years of experience in financial analytics and excels in cross-functional collaboration. This full-time position offers opportunities to learn ALM concepts and contribute to business-driven initiatives.

Qualifications

• 5+ years of experience in Treasury, ALM, IRRBB, or related financial analytics.
• Strong Python skills with experience in NumPy, Polars, and performance libraries.
• Proficiency in SQL for large-scale data extraction and transformation.

Responsibilities

• Develop and maintain Python-based analytics libraries for NIR/NIM modeling.
• Optimize data pipelines using vectorized operations and memory-efficient structures.
• Collaborate with Treasury, Risk, and Finance teams to integrate tools.

Skills

Treasury analytics

Python

SQL

Data analysis

Communication

Education

Bachelor’s degree in Computer Science, Financial Engineering, or related field

Tools

NumPy

Polars

Cython

Tableau

Job description

Balance Sheet Analytics Developer – Treasury ALM (AVP / C12)

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

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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