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N2N26

Counterparty Credit Risk Analyst(m/w/x)

Berlin
Full-timeWith Home OfficeExperienced

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

  • EnglishBusiness 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
Find the original job posting in its most current version here. Nejo automatically captured this job from the website of N26 and processed the information on Nejo with the help of AI for you. Despite careful analysis, some information may be incomplete or inaccurate. Please always verify all details in the original posting! Content and copyrights of the original posting belong to the advertising company.

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