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Assistant Vice President, Balance Sheet Analytics Developer – Treasury ALM

Citi·Mumbai

Pay not statedLead levelFull-time

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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
  • Any graduate

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