Balance Sheet Analytics Model Developer, Citi

Citi

Location:
India, Mumbai

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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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 covering the whole balance sheet to help support Citi’s business strategy. The book of work includes statistical models (PPNR, retail and wholesale losses) as well as security pricing and market risk sensitivity models.

Job Responsibility:

generate actionable analytical insights to optimize the balance sheet, and support Citi’s overall strategy
develop and maintain models throughout the complete model lifecycle
use advanced analytics and produce innovative analysis to help direct and shape Citi’s advocacy efforts
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
support monthly reporting cycles
follow SDLC best practices and use GitHub for code versioning and release management

Requirements:

5+ years of experience in Treasury, ALM, IRRBB, or related financial analytics
strong Tableau UX design and data manipulation techniques a plus
familiarity with Treasury data structure
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 Python is a plus (especially tableauhyperapi)
bachelor’s degree in Computer Science, Financial Engineering, Economics, or a related technical/quant field

Nice to have:

strong Tableau UX design and data manipulation techniques
experience with Python (especially tableauhyperapi)

What we offer:

career growth opportunities
learning SCB analytics and working on high-impact regulatory and business-driven initiatives
exposure to balance sheet strategy, interest rate risk metrics, FTP, and liquidity planning
sharpening performance engineering and SDLC skills in a collaborative, high-ownership environment
contributing code used across Treasury and Finance groups globally

Additional Information:

Job Posted:
August 19, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Balance Sheet Analytics Model Developer