Allstate will not sponsor individuals for employment-based visas for this opportunity Key Responsibilities Lead independent quantitative model development, managing project timelines and deliverables end‑to‑end Research and develop models related to private markets, including return and cashflow modeling, portfolio analytics, and cross‑asset integration Contribute to asset allocation and multi‑asset research, including risk/return modeling and scenario analysis Maintain and enhance existing quantitative research infrastructure and models Communicate research findings and model results clearly to the research team and broader stakeholders Job Qualifications Experience in statistical analysis and modeling, particularly time‑series analysis and back testing of investment strategies Exposure to private markets analytics (e.g., private equity, private credit, real assets), including cash flow or return modeling, a plus Experience working with large‑scale datasets and research pipelines Solid understanding of financial markets, statistics, and econometric analysis Good understanding of factor investing, asset valuation, and portfolio construction Strong programming experience in Python and SQL; Linux experience a plus Experience with market data vendors such as Bloomberg, Capital IQ, Preqin, Burgiss, or similar platforms Experience with machine learning and applied AI techniques a plus Strong problem‑solving skills and ability to manage multiple priorities Strong oral and written communication skills SUPERVISORY RESPONSIBILITIES This job does not have supervisory duties EDUCATION AND EXPERIENCE 2+ years of experience in quantitative investment research; experience with multi‑asset or private markets research preferred Advanced degree in quantitative discipline such as Quantitative Finance, Computer Science, Mathematics, Statistics, Econometrics, or a related field CERTIFICATIONS, LICENSES, REGISTRATIONS CFA designation a plus Skills AI Ops, Customer Centricity, Digital Literacy, Inclusive Leadership, Learning Agility, Multi Asset Investment, Private Markets, Python (Programming Language), Quantitative Investment, Results-Oriented, Structured Query Language (SQL) Compensation Base compensation offered for this role is $124,000.00 - $165,000.00 annually and is based on experience and qualifications. From advocating for seat belts, air bags and graduated driving laws, to being an industry leader in pricing sophistication, telematics, and, more recently, device and identity protection.