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Counterparty Credit Risk Analyst(m/w/x)
Managing E2E credit cycle for IRS and SFT, including collateral limits and liquidations. 3+ years credit risk management with Treasury products required. Work from home budget, fitness discounts.
Requirements
- 3+ years Credit Risk Management, Treasury products (IRS, SFT)
- Experience in fast-paced banking environment
- BSc/MSc in Mathematics, Quantitative Finance, Statistics, or Engineering
- Progress toward CFA or FRM
- Strong understanding of swap and securities financing mechanics and risk drivers
- Practical credit analysis experience
- Practical portfolio monitoring experience
- Utilizing Early Warning Systems (EWS)
- Familiarity with collateral types and haircut applications
- Familiarity with operational integration of collateral policies
- Competency in internal risk reporting
- Understanding of IFRS 9/HGB impairment logic and stage transfers
- Ability to interpret and apply PD/EAD/LGD models
- Understanding of PD/EAD/LGD model mechanics and outputs
- Proficiency in SQL or Python
- Working knowledge of CRR framework
- Working knowledge of MaRisk framework
- Application welcome even if not 100% of criteria
Tasks
- Manage E2E credit cycle for IRS and SFT
- Set up and monitor collateral limits
- Track and manage liquidations
- Calibrate and test credit risk models
- Ensure models reflect risks for clearing brokers and financial counterparties
- Conduct regular portfolio performance reviews
- Calculate IFRS 9/HGB loan loss provisions
- Update automated monitoring frameworks
- Ensure Treasury positions align with risk appetite
- Maintain credit risk data quality and lineage
- Ensure accurate data flow between systems
- Prepare MaRisk and EBA compliance documentation
- Support team during internal audits and supervisory inquiries
Work Experience
- 3 years
Education
- Bachelor's degree
Languages
- English – Business Fluent
Tools & Technologies
- SQL
- Python
Benefits
Additional Allowances
- Competitive personal development budget
- Work from home budget
- Premium N26 bank account subscription
- Relocation package
Corporate Discounts
- Discounts to fitness & wellness memberships
Learning & Development
- Language apps
Public Transport Subsidies
- Public transportation
Other Benefits
- N26 bank account subscription for friends and family
- Visa support
More Vacation Days
- Additional annual leave per year of service
Purpose-Driven Work
- High degree of autonomy
Modern Equipment
- Access to cutting edge technologies
Informal Culture
- Friendly team
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Counterparty Credit Risk Analyst(m/w/x)
Managing E2E credit cycle for IRS and SFT, including collateral limits and liquidations. 3+ years credit risk management with Treasury products required. Work from home budget, fitness discounts.
Requirements
- 3+ years Credit Risk Management, Treasury products (IRS, SFT)
- Experience in fast-paced banking environment
- BSc/MSc in Mathematics, Quantitative Finance, Statistics, or Engineering
- Progress toward CFA or FRM
- Strong understanding of swap and securities financing mechanics and risk drivers
- Practical credit analysis experience
- Practical portfolio monitoring experience
- Utilizing Early Warning Systems (EWS)
- Familiarity with collateral types and haircut applications
- Familiarity with operational integration of collateral policies
- Competency in internal risk reporting
- Understanding of IFRS 9/HGB impairment logic and stage transfers
- Ability to interpret and apply PD/EAD/LGD models
- Understanding of PD/EAD/LGD model mechanics and outputs
- Proficiency in SQL or Python
- Working knowledge of CRR framework
- Working knowledge of MaRisk framework
- Application welcome even if not 100% of criteria
Tasks
- Manage E2E credit cycle for IRS and SFT
- Set up and monitor collateral limits
- Track and manage liquidations
- Calibrate and test credit risk models
- Ensure models reflect risks for clearing brokers and financial counterparties
- Conduct regular portfolio performance reviews
- Calculate IFRS 9/HGB loan loss provisions
- Update automated monitoring frameworks
- Ensure Treasury positions align with risk appetite
- Maintain credit risk data quality and lineage
- Ensure accurate data flow between systems
- Prepare MaRisk and EBA compliance documentation
- Support team during internal audits and supervisory inquiries
Work Experience
- 3 years
Education
- Bachelor's degree
Languages
- English – Business Fluent
Tools & Technologies
- SQL
- Python
Benefits
Additional Allowances
- Competitive personal development budget
- Work from home budget
- Premium N26 bank account subscription
- Relocation package
Corporate Discounts
- Discounts to fitness & wellness memberships
Learning & Development
- Language apps
Public Transport Subsidies
- Public transportation
Other Benefits
- N26 bank account subscription for friends and family
- Visa support
More Vacation Days
- Additional annual leave per year of service
Purpose-Driven Work
- High degree of autonomy
Modern Equipment
- Access to cutting edge technologies
Informal Culture
- Friendly team
Like this job?
BetaYour Career Agent finds similar jobs for you every day.
About the Company
N26
Industry
FinancialServices
Description
N26 has reimagined banking for today’s digital world, building a global banking platform that eliminates physical branches and hidden fees.
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