Asset-Liability-Management (ALM) Analyst

About Us

Rothschild & Co is a leading global financial services group with seven generations of family control and a history of over 200 years at the centre of the world's financial markets.

Our expertise, intellectual capital and global network enable us to provide a distinct perspective that makes a meaningful difference to our clients, communities and planet.

We have 4,200 talented specialists on the ground in over 40 countries around the world, enabling us to deliver a unique global perspective across four market-leading business divisions - Global Advisory, Wealth Management, Asset Management and Five Arrows.

As a family-controlled business built on relationships, we place a huge emphasis on our people and finding the right colleagues to take our business forward.

Rothschild & Co is committed to an inclusive and supportive environment where diversity and different perspectives are valued. We are focused on the attraction and recruitment, development and retention and progression of high calibre talent to ensure we and our clients benefit from the value of difference.

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.