1 year ago
Mumbai, IndiaSenior
Responsibilities
- Develop and maintain Python-based analytics libraries for NIR/NIM modeling and IRRBB simulations.
- Optimize large-scale data pipelines using vectorized operations, memory-efficient structures, and just-in-time compilation such as Cython.
- Integrate analytics tools with Treasury, Risk, and Finance workflows.
- Build automated forecasting and scenario-analysis tools for volume, rate, and mix attribution.
- Use Pearl, Ruby, and Genesis data to create robust, reusable modules.
- Support monthly reporting cycles, ALCO packages, and validation of NIR/NIM metrics.
- Follow SDLC practices and use GitHub for code versioning and release management.
- Present technical work to non-technical partners and contribute to cross-functional teams.
Requirements
- 5+ years of experience in Treasury, ALM, IRRBB, or related financial analytics.
- Strong Python skills with experience in NumPy, Polars, and performance libraries such as Cython or C++.
- Familiarity with Treasury systems including Pearl, Ruby, and Genesis and their data structures.
- Proficiency in SQL for large-scale data extraction and transformation.
- Bachelor’s degree in Computer Science, Financial Engineering, Economics, or a related technical or quantitative field.
- Ability to work independently, collaborate cross-functionally, and communicate technical work effectively.
- Experience with Tableau is preferred.
Benefits
- Opportunity to learn Treasury ALM and contribute to regulatory and business-driven initiatives.
- Exposure to balance sheet strategy, interest-rate risk metrics, FTP, and liquidity planning.
- Development of performance-engineering and SDLC skills in a collaborative, high-ownership environment.
- Opportunity to contribute code used globally across Treasury and Finance groups.
- Full-time position.
About Citi
Citi is a public financial-services company offering consumer and institutional banking, credit cards, wealth management, treasury and trade solutions, and capital-markets services. It serves individuals, corporations, financial institutions, and governments in more than 160 countries and jurisdictions, earning interest and fee income from lending, payments, trading, and advisory. Founded in 1812 and headquartered in New York, it trades on the NYSE under the ticker C.