Counterparty Credit Risk Analyst
N26 · Berlin, Germany · Risk
mid
finance
Risk Analyst
ic
About this role
N26 is hiring a mid-level Risk Analyst in the finance function based in Berlin, Germany. The posting calls out experience with Python, SQL.
- Role
- Risk Analyst
- Function
- finance
- Level
- mid
- Track
- Individual contributor
- Employment
- Full-time
- Location
- Berlin, Germany
- Department
- Risk
More roles at N26
Senior Finance Tech Specialist
Berlin, Germany · senior
Jira Agile Compliance
Senior Full-Stack Security Automation Engineer
Berlin, Germany · senior
Python Java Kotlin
Senior Full-Stack Security Automation Engineer
Barcelona, Spain · senior
Python Java Kotlin
Senior Legal Counsel Banking Law
Berlin, Germany · senior
Senior Manager Banking Operations
Madrid, Spain · senior
Compliance Data Analytics
All N26 jobs →
Job description
from N26 careersAbout the Opportunity
Are you ready to take the next step in your career at a leading challenger bank? N26 is looking for a Counterparty Credit Risk Analyst to support the risk management of our evolving Treasury products. You will play a key role in the daily analysis and monitoring of Interest Rate Swaps (IRS) and Securities Financing Transactions (SFT), applying modern technology and rigorous regulatory standards to ensure our treasury investments remain safe and sound.
In this role you will
- Execute Treasury Frameworks: Manage the day-to-day E2E credit cycle for IRS and SFT, including the operational setup of limits, collateral monitoring, and tracking liquidations.
- Support Model Maintenance: Assist in the calibration and testing of credit risk models (EAD, LGD, EWS), ensuring they accurately reflect risks for clearing brokers and financial counterparties.
- Monitor Portfolio Health: Conduct regular reviews of treasury portfolio performance and perform the necessary calculations for IFRS 9/HGB loan loss provisioning.
- Maintain Process Controls: Operate and update automated monitoring frameworks to ensure all Treasury positions remain within the defined risk appetite.
- Data Stewardship: Manage the quality and lineage of credit risk data, ensuring accurate data flows between internal systems and external reporting sources.
- Support Regulatory Adherence: Prepare documentation and data for MaRisk and EBA compliance, supporting the team during internal audits and supervisory inquiries.
This is an excerpt. Read the full job description on N26 careers →