| Why did you choose to work at Allstate
Investments? |
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Allstate Investments offered a unique opportunity where I could have an
immediate impact because of my UBS experience and eventually grow into a
trading/portfolio management role.
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| What are the key aspects of your
daily work?
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As a financial engineer, my role touches on three things - capital markets,
quantitative modeling and software development.
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Most of my time currently is spent on investments wide risk system
implementation.
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As financial engineer lead, my role is to design, configure and validate all
the risk models, working with both the IT team and portfolio managers.
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I am also developing Tactical Asset Allocation (TAA) and risk budgeting
processes with client portfolio managers.
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| What keeps you here? |
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People – Allstate Investments has a very talented pool of professionals with
diverse backgrounds and skill sets.
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Opportunity - The Chief Investment Officer's vision is to add
quantitative rigor in the investments process which means there is ample
opportunity in the future with my quantitative background and experience on
trading desks.
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Dynamic roles - I have been fortunate to work on different things and learn
along the way. On the derivatives desk, I learned about equity and rate
derivatives markets and now I am involved in broader risk management and TAA
processes.
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| What’s most important to you about your
job at Allstate Investments? |
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Allstate Investments has the stability of a large corporation but also offers
opportunities to be innovative and creative.
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