Posted 14 Aug · 295 open roles

Assistant Vice President, Balance Sheet Analytics Developer – Treasury ALM

Mumbai Maharashtra IndiaonsiteApply by 31 Oct 2026

Undisclosed
Salary: 5+ yrs
Experience: Full time
Job type

Skills this role mentions

Python
C++

About the role

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

Full details and the application are on Citi's careers site.

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Python
C++

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295 open roles

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