Assistant Vice President, Balance Sheet Analytics Developer – Treasury ALM
MumbaiFull-timeLead levelPosted over a month ago
Leadership software engineering role at Citi in Mumbai.
About the role
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.
What you'll do
- 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
What you need
- Financial statements
- Treasury
- Analytics
- Python
- ETL