Counterparty Credit Risk Analyst

Over deze vacature

About 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 accu…

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