Allstate Investments' Risk and Return group needs to embed quantitative and data-driven tools and insights into their platforms to support asset allocation and market investing, leveraging advanced analytics and machine learning.
Requirements
- Demonstrated analytical and programming skills, with familiarity in SQL, Python, and statistical tools preferred.
- Experience with data visualization platforms such as Tableau or Power BI is a plus.
Responsibilities
- Conduct in-depth financial and risk modeling, alpha signal research, and algorithm development to support trading strategies and investment decisions.
- Support the development, back testing and performance tracking of quantitatively oriented investment strategies and portfolio optimization for asset allocation, fixed income, public equity and private assets
- Work with risk management system in modeling assets, and assisting portfolio managers to analyze risk for various portfolios
- Maintain and enhance existing credit and equity quant models, optimizers and Quantamental tools
- Work with IT/Infrastructure resources in building and implementing quantitative investment systems and processes
- Analyze large datasets to uncover trends, patterns, and insights that drive business decisions.
- Utilize machine learning and statistical techniques to enhance data-driven strategies.
Other
- Senior pursuing a Bachelor’s degree in Finance, Accounting, Economics, Mathematics, Statistics, or Data Science.
- 0 to 3 years experience in related field.
- Self-motivated and intellectually curious, with a strong passion for investment management and continuous learning.
- Proven ability to work independently to solve problems within defined tasks, leveraging team support as needed.
- Capable of drawing meaningful insights from data and communicating findings effectively under guidance.
- Strong verbal and written communication skills, with the ability to articulate ideas clearly to investment professionals.
