**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 ------------------------------------------------------ **Job Family Group:** Finance ------------------------------------------------------ **Job Family:** Balance Sheet Management ------------------------------------------------------ **Time Type:** Full time ------------------------------------------------------ _Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law._ _If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review_ _Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)_ _._ _View Citi’s_ _EEO Policy Statement (https://www.citigroup.com/global/eeo-aa-policy)_ _and the_ _Know Your Rights (https://www.eeoc.gov/sites/default/files/2023-06/22-088\_EEOC\_KnowYourRights6.12ScreenRdr.pdf)_ _poster._ Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.