[Skip to main content](#main-content) [OpenNash Jobs](https://jobs.opennash.com/) [Hiring report](/reports/hiring/) · [All Citigroup jobs](https://jobs.opennash.com/companies/citigroup/) · [Search jobs](/search/) Citigroup · Mumbai Maharashtra India # Assistant Vice President, Balance Sheet Analytics Developer – Treasury ALM Mumbai Maharashtra India Executive Software Engineering Listed on Citigroup’s official careers site. Listed as of October 20, 2026. Check that it is still open and apply there. [Apply on Citigroup’s careers site →](https://citi.wd5.myworkdayjobs.com/2/job/Mumbai-Maharashtra-India/Assistant-Vice-President--Balance-Sheet-Analytics-Developer---Treasury-ALM_25886340-1) [OpenNash Jobs](https://jobs.opennash.com/) / [Citigroup](https://jobs.opennash.com/companies/citigroup/) / Assistant Vice President, Balance Sheet Analytics Developer – Treasury ALM ## 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: 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 ------------------------------------------------------ Most Relevant Skills Business Acumen, Data Analysis, Internal Controls, Management Reporting, Problem Solving, Process Execution, Risk Identification and Assessment, Transfer Pricing. ------------------------------------------------------ Other Relevant Skills For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------ 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. View Citi’s EEO Policy Statement and the Know Your Rights poster. ## At a glance - Posted by the employer: Not stated - First seen by OpenNash: Oct 13, 2026 - Last checked: Oct 20, 2026 - Listed for: 7 days - Location: Mumbai Maharashtra India[Apply on Citigroup’s careers site →](https://citi.wd5.myworkdayjobs.com/2/job/Mumbai-Maharashtra-India/Assistant-Vice-President--Balance-Sheet-Analytics-Developer---Treasury-ALM_25886340-1) ## More jobs at Citigroup ### [Digital Transformation (Tableau developer)- C11](https://jobs.opennash.com/companies/citigroup/jobs/7b198289a1de06eb41cf/) Mumbai Maharashtra India ### [Physical Climate Risk Model Developer, Vice President](https://jobs.opennash.com/companies/citigroup/jobs/c76c3dc9dcae52bfcdd2/) Mumbai Maharashtra India ### [Product Developer - C12 - MUMBAI](https://jobs.opennash.com/companies/citigroup/jobs/3006146277f245308daf/) Mumbai Maharashtra India ### [Product Developer Analyst - Python & SQL - Officer](https://jobs.opennash.com/companies/citigroup/jobs/22c4414e82d1b947058a/) Mumbai Maharashtra India ### [APAC Markets, 2025 Full Time Analyst, India](https://jobs.opennash.com/companies/citigroup/jobs/478b4e63076984eb7fb1/) Mumbai Maharashtra India ## Similar jobs at other companies ### [Assistant Vice President](https://jobs.opennash.com/companies/grasim-industries/jobs/78094bded4a6fd56a323/) Grasim Industries · Maharashtra ### [Balance Sheet and NII Forecast, Assistant Vice President](https://jobs.opennash.com/companies/state-street/jobs/137b184df9ccf0d24ed5/) State Street ### [Assistant Vice President - Credit Risk](https://jobs.opennash.com/companies/siemens/jobs/106d4a0f93ab8b6cdc41/) Siemens ### [Chubb Life: Assistant Vice President - HR Business Partner](https://jobs.opennash.com/companies/chubb/jobs/75b26f9324e004d04f33/) Chubb · Bangkok, Thailand ### [Staff Assistant to the Procurement Central Services Office/ Vice President (f/m/div)](https://jobs.opennash.com/companies/infineon-technologies/jobs/e96a0173e5048d36e877/) Infineon Technologies · Munich OpenNash lists jobs from employers’ own careers sites and does not handle applications. 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