Citi Group Balance Sheet Management Group - 

United States, New York, New York 

886199228

The Balance Sheet Management (“BSM”) unit is a division within Treasury, and is part of Citigroup’s broader Finance organization. Balance Sheet Management’s specific responsibilities cover five key areas:

• Asset and Liability Management (ALM):
  • FTP Governance & Execution: establishes and oversees the policies under which business assets and liabilities are priced based on interest rates and liquidity values; executes various firm-wide transfer pricing processes; and ensures retained costs and balance sheet in Treasury are minimal through an effective allocation process
  • Interest Rate Risk Management : evaluates, analyses, and reports Interest Rate Risk in the accrual businesses for Citigroup
  • Balance Sheet Analytics & Management : conducts analytics related to the firm’s balance sheet, NIR/NIM and associated financial metrics to drive financial resource allocations, and leading on internal and external communication of the strategy and performance of the balance sheet
• Capital Management & Portfolio Analytics: Proposes Capital Policy design to Capital Committee including capital targets and buffers, and manages capital distribution strategy; designs the methodologies for allocating capital limits and attributing capital usage to businesses; and leads the design and delivery of portfolio management reporting and analytical capabilities to support Treasury’s securities portfolios.
• Balance Sheet Costing (Infrastructure): Leads the design, development, and implementation of the firm’s Funds Transfer Pricing system.
• Balance Sheet Costing (Methodology): Leads cross functional working groups to design and evolve Balance Sheet costing frameworks and methodologies, which flow into the attribution of resource costs / benefits across users/providers of balance sheet resources.
• Asset Allocation: Designs and manages Treasury’s allocation process on security portfolio strategy for Citi’s $400bn+ global liquidity portfolios. The team also performs the review and challenge of the Stress Testing results for securities portfolios, and oversees model governance for models related to valuation and forecasting of AFS/HTM asset classes.

The Balance Sheet Mgmt. Analyst will focus on designing, developing, and optimizing Tableau dashboards, data pipelines, and reporting solutions to support IRRBB (Interest Rate Risk in the Banking Book) and Balance Sheet Management functions. The role requires strong technical skills in data visualization, dataflows, and data engineering to ensure scalable and automated Treasury analytics.

Responsibilities

• Develop and optimize Tableau dashboards for real-time IRRBB, balance sheet, and liquidity analytics, providing intuitive visual insights for Treasury stakeholders.
• Design and maintain automated data pipelines, integrating SQL, Python, and ETL processes to streamline financial data ingestion, transformation, and reporting.
• Enhance dataflows and database structures, ensuring high data accuracy, consistency, and governance across Treasury risk reporting.
• Implement data science methodologies, including time series analysis, trend forecasting, and anomaly detection, to support IRRBB and balance sheet risk analytics.
• Automate EUC (End-User Computing) solutions, replacing manual reporting processes with scalable, repeatable, and efficient workflows.
• Collaborate with cross-functional teams, including IRRBB, FTP, and Non-Market Risk, to understand data needs, enhance reporting capabilities, and ensure alignment with regulatory and business requirements.

Qualifications

• 5+ years of experience in banking/finance, with a focus on Balance Sheet Management, IRRBB, Treasury, or Risk Analytics.
• Strong expertise in Tableau dashboard development, including data visualization best practices, calculated fields, and performance optimization.
• Experience in building and maintaining data pipelines using SQL, Python, and ETL tools for financial data processing.
• Familiarity with data science techniques, such as time series forecasting, statistical modeling, and anomaly detection, applied to financial datasets.
• Proficiency in data governance, validation, and reconciliation to ensure accuracy in Treasury risk reporting.
• Strong analytical and problem-solving skills, with the ability to translate business needs into technical solutions.
• Bachelor’s degree in Finance, Computer Science, Data Science, Mathematics, or a related field

Education:

• Bachelors degree, potentially Masters degree

The role emphasizes technical expertise in Tableau, data engineering, and data science while ensuring a strong connection to IRRBB and Balance Sheet Management solutions.

Anticipated Posting Close Date:

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