Balance Sheet Analytics Model Developer – (AVP / C12)

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Job Overview

Balance Sheet Analytics Model Developer – (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 covering the whole balance sheet to help support Citi’s business strategy. The book of work includes statistical models (PPNR, retail and wholesale losses) as well as security pricing and market risk sensitivity models.

Key Responsibilities:

• Generate actionable analytical insights to optimize the balance sheet, and support Citi’s overall strategy.

• Develop and maintain models throughout the complete model lifecycle.

• Use advanced analytics and produce innovative analysis to help direct and shape Citi’s advocacy efforts.

• 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

• Support monthly reporting cycles

• 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 Tableau UX design and data manipulation techniques a plus

• Familiarity with Treasury data structure.

• 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 Python is a plus (especially teableauhyperapi)

Education:

• Bachelor’s degree in Computer Science, Financial Engineering, Economics, or a related technical/quant field

Development Opportunities:

• Learn SCB analytics 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