Summer Internship - 2028 Rothesay Asset Management

Asset Origination Intern

Application Deadline: October 30, 2026

Program Start Date: June 5, 2028

Program End Date: August 4, 2028

Eligibility

Full-time student in a finance, business, or economics-related major. Class of 2029; graduate and master’s students will be considered.

Compensation

$65/hour

About Rothesay

Rothesay is a leading UK pensions insurance specialist. Purpose-built to protect pensions, we manage over £80bn of assets and secure pensions for over 1 million British pensioners. We secure pensions for over 200 pension schemes and insurers, including British Airways, Post Office, ASDA, National Grid, and Aegon.

At Rothesay, we are striving to create real security for the future. Finding new and better ways to achieve is the key to our success, and we need the brightest original thinkers to bring creativity as well as rigour. Rothesay is a rewarding place to work, where quality people can thrive and prosper. We pride ourselves on the connections our people build, many of whom have been with us for over ten years.

About Rothesay Asset Management North America (RAM NA)

RAM NA was established in November 2017 and is the New York-based affiliate asset management arm of Rothesay UK PLC.

Role Overview

RAM NA originates, structures, underwrites, and manages asset investments to be deployed on the Rothesay UK balance sheet. Interns will work day-to-day with the investment team, shadowing and learning about the investment process and the RAM NA approach. Duties include preparing pitchbooks, spreadsheet analytics, reviewing term sheets, data gathering, and other qualitative analysis.

Interns will also work on several projects, including proposing and presenting a trade idea to the investment team at the end of the program.

Internship Program

Our 9-week internship program provides hands-on work experience and an introduction to financial services and Rothesay. The program starts with a fundamentals week, providing insight into Rothesay and the financial services industry through multiple training courses with industry experts.

Throughout the program, you will receive on-desk and off-desk technical and soft-skill training to build core skills and support career development. You will gain hands-on experience and have the opportunity to network across different levels and areas of the firm.

Specific trainings offered include:

• Bloomberg
• Financial modelling
• Corporate soft skills
• Excel for all levels
• Compliance within Finance
• ESG
• Pricing liabilities
• Solvency II
• And more

Rotational Experience

As an intern at RAM NA, you will work with every person in the New York team as well as colleagues based in London. The 9-week internship is structured as a rotational program to provide maximum exposure to all parts of the business and help interns build meaningful connections across the full team.

Interns will shadow and complete projects across the following asset classes:

• Public Finance
• US Residential Mortgages
• Commercial Real Estate
• Infrastructure and Power
• US Private Placements
• Liquid Corporate Credit
• Short-Dated Assets

Within each asset class, you will be given an overview of the business, complete research for live deals, assist the asset team with analysis, and work on desk projects.

What We Are Looking For

RAM NA is comprised of industry experts ready to share their experience and learnings with interns. We are looking for students who will dive deep into asset management and demonstrate a genuine interest in what we do at RAM NA.

We are seeking students in a full-time undergraduate or graduate program with an interest in investing, particularly in Fixed Income assets where RAM NA is most active. We would like our interns to be well rounded inside and outside the classroom through academic, athletic, and/or other personal extracurricular activities.

As our US presence and team grows, we are seeking interns who exemplify leadership skills, time management, and the ability to communicate effectively and work well in a team.