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N26 Logo N26 · IT - Administration

Counterparty Credit Risk Analyst

Germany, Berlin · Job Posted May 16, 2026
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Job Description

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.

Job Responsibility

  • Manage the day-to-day E2E credit cycle for IRS and SFT, including the operational setup of limits, collateral monitoring, and tracking liquidations
  • Assist in the calibration and testing of credit risk models (EAD, LGD, EWS), ensuring they accurately reflect risks for clearing brokers and financial counterparties
  • Conduct regular reviews of treasury portfolio performance and perform the necessary calculations for IFRS 9/HGB loan loss provisioning
  • Operate and update automated monitoring frameworks to ensure all Treasury positions remain within the defined risk appetite
  • Manage the quality and lineage of credit risk data, ensuring accurate data flows between internal systems and external reporting sources
  • Prepare documentation and data for MaRisk and EBA compliance, supporting the team during internal audits and supervisory inquiries

Requirements

  • 3+ years in Credit Risk Management, specifically focusing on Treasury products like IRS and SFT
  • Experience in a fast-paced banking environment is a plus
  • BSc/MSc in Mathematics, Quantitative Finance, Statistics, or Engineering
  • Progress toward a CFA or FRM is highly valued
  • Strong understanding of the mechanics and risk drivers behind centrally cleared swaps and securities financing
  • Practical experience in credit analysis, portfolio monitoring, and utilizing Early Warning Systems (EWS) for financial institutions
  • Familiarity with collateral types, haircut applications, and the operational integration of collateral policies
  • Competency in internal risk reporting and an understanding of IFRS 9/HGB impairment logic and stage transfers
  • Ability to interpret and apply PD/EAD/LGD models
  • Proficiency in SQL or Python is a strong advantage
  • Working knowledge of CRR and MaRisk frameworks

Nice to have

  • Experience in a fast-paced banking environment is a plus
  • Proficiency in SQL or Python is a strong advantage

What we offer

  • Competitive personal development budget
  • Work from home budget
  • Discounts to fitness & wellness memberships
  • Language apps
  • Public transportation
  • Premium subscription on your personal N26 bank account
  • Subscriptions for friends and family members
  • Additional day of annual leave for each year of service
  • Relocation package with visa support
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