Balance Sheet Analytics Developer

• 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

• 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

Experience with Tableau

• 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