Jelly, 5 bytes

ÆNṃØA

A monadic Link which accepts a non-negative integer that yields a list of characters.

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How?

ÆNṃØA - Link: integer, n
ÆN    - nth prime
   ØA - literal list of characters = ['A', 'B', ..., 'Z']
  ṃ   - base-decompress (use right as the digits [1,2,....,base-1,0] of left)