Balance Sheet Management Senior Analyst (AVP)
Citi Bank
5 - 7 years
Mumbai
Posted: 10/05/2025
Job Description
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:
- 3–5 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
About Company
Citi Bank, officially known as Citibank, is a global financial institution and the consumer division of Citigroup, a leading multinational banking corporation. Established in 1812, Citibank provides a wide range of financial services, including retail banking, credit cards, personal loans, wealth management, and investment banking. With a strong presence in over 100 countries, it serves millions of customers worldwide, offering both individual and business banking solutions. Citibank is known for its digital banking innovations, global reach, and commitment to financial inclusion and economic growth.
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