Asset-Liability-Management (ALM) Analyst

Rothschild & Co

Rothschild & Co is one of the world's largest independent financial advisory groups. We offer a distinct perspective that makes a meaningful difference to our clients’ business and wealth.

With a team of 4,820 talented financial services specialists on the ground in 40 countries across the world, we provide independent advice on M&A, strategy and financing, as well as investment and wealth management solutions to large institutions, families, individuals and governments. As a family-controlled business that has been at the centre of the world’s financial markets for over 200 years, we can rely on an unrivalled network of specialists and are known for our track-record of outstanding execution in financial services.

Rothschild & Co Wealth and Asset Management

The Wealth and Asset Management Business is one of the three businesses of the Rothschild & Co group, alongside Global Advisory and Merchant Banking.

The Wealth & Asset Management business of the Rothschild & Co group (“R&Co WAM Business”) manages over €100bn of client AuM from 21 offices in 10 countries, with over 1,200 employees. It is a highly profitable and rapidly growing business with ambitions to develop its activities in Europe further both organically and by acquisition.

In the Wealth Management business (~ €70bn AuM) we provide discretionary and advisory investment services to HNW and UHNW private clients as well as banking services and credit. The Asset Management business (~ €30bn AuM) is a multi-expertise manager delivering bespoke investment management and advisory services to institutional clients, financial intermediaries and third-party distributors in Europe and North America.

Overview of the role

This role requires a strong understanding of financial modeling and risk management principles, along with the ability to analyze large sets of data.

Modelling

• Monthly reporting on IRRBB (Interest Rate Risk in the Banking Book) to measure liquidity and interest rate gap
• Participate, then manage the definition and documentation of internal hypotheses regarding run-off of non-maturity positions on the Balance Sheet
• Participate in model test cycles to ensure smooth implementation of new model structure and/or assumptions
• Develop data quality and validation rules to ensure that modelling output is fit for purpose

Analysis, Reporting & Controlling

• Timely review of Balance Sheet blocks (daily, weekly, monthly)
• Preparation of Monthly ALM reporting in collaboration with other functions of the bank
• Participate in Capital and Liquidity Planning management
• Liaising with Business Units to resolve data quality issues and drive continual improvement in the processes used to manage data quality and validation
• In charge of amending, updating and maintaining correct process descriptions and policies

Projects

• Participate in global and local Treasury & ALM projects such as Moody's Analytics implementation (Risk Confidence) and the Balance Sheet Initiative (aligning all entities BS in one common platform)

Education and Qualifications

• CAIA, CFA, FRM or equivalent business finance degree
• Moody's Risk Confidence (must)
• Avaloq (nice to have)
• Python (nice to have)
• Fluent English and French or German would be beneficial

Experience, Skills and Competencies Required

• Analytical skills
• Attention to details
• Ability to thrive in a collaborative and multinational environment

Benefits

• Rothschild & Co is committed to safeguarding and enhancing the health and wellbeing of all its employees. To support this, Rothschild & Co provides all employees with a range of healthcare services and benefits that aim to support their overall wellbeing
• We are conducive to creating a working environment and culture where people can succeed
• We provide a variety of inhouse trainings, as well as tuition assistance for further education and training courses
• Everyone can choose to incorporate agile working principles into their working week
• We have learned a great deal about the adaptability, commitment and resilience of our people. We believe there are opportunities for all of us to enhance our working lives and outcomes, by applying a more flexible approach to where and when we work and up to 40% of your work time can be performed from home

If you are curious to learn more about us and have valuable experiences in a similar role, then please submit your CV and Cover Letter through our recruitment tool.