The Nernst effect and thermopower of the prototypical Yb-based intermediate valence compound YbAl(3) were investigated. Different to the thermopower whose absolute values are enhanced with increasing temperature and assume a broad maximum at 175 K, the Nernst coefficient of YbAl(3) is enhanced only below T ≈ 75 K. While the two quantities in the heavy-fermion compound CeCu(2)Si(2) were recently found to be related by the anomalous Hall mobility due to the local asymmetric Kondo scattering, this theorem fails when being applied to YbAl(3). Rather, the thermopower of YbAl(3) is well described by a simple narrow-band model. We discuss the reason for this in terms of the intermediate valence nature of YbAl(3) that is conceptually different from the local Kondo physics.