If you are female, you are their niece. If you are male, you are their nephew. Both niece and nephew come from the Latin word nepotem.
Who is nephew?
A nephew is the son of your sibling. This makes you the aunt or uncle of that nephew. While a mom, dad, sister, and brother are members of an immediate family, a nephew is part of your extended family because he's the son of a sibling.
What is opposite gender nephew?
A niece is female, while a nephew is male, with the term nibling used in place of the gender specific niece and nephew in some specialist literature.