Animation rotation around loxal axis in Animation window

I have purchased a funfair package that has a carousel in it that is tilted 35 degrees around the world z-axis. Now I want to animate it so that it rotates around it’s local y-axis.

In the animator window I create a new clip, add Rotation as a property and then I enter the y rotation values: 0 at frame 0, 90 at frame 15, 180 at frame 30 and 270 at frame 45. This should make it spin once per second.

But instead it rotates around the world y-axis, so it is looks weird.

I know I can fix it with a script, but I prefer using an animation. I found a post about this, but no solution:
I also found this post and tried the suggestion to put the animator component on the parent of the rotating object and then rotate the child object. Made no difference.

And I found several video’s and posts on how to do this in Blender, but not for Unity. This video exactly describes my problem: I can rotate it around the local y axis using my mouse, but in the animation window it always seems to use the world y axis.