Sophisticated modeling to optimize risk

The Risk and Return Management Group collaborates with Allstate business units and internal investment teams to design and implement investment strategy.

The Group is organized into three teams—Portfolio Management, Quantitative Research and Risk Management—which collaborate to optimize portfolio objectives within an appropriate risk context.

These teams engage in active dialogue with portfolio managers across asset classes on a regular basis and marry sophisticated quantitative modeling techniques with professional experience and market awareness.

Portfolio Management Group

The Portfolio Management Group works to design and implement portfolio strategies that fit a diverse set of products and objectives. The team oversees portfolio liquidity needs and collaborates with our investment teams in public and private markets to maximize investment performance.

Quantitative Research Group

The Quantitative Research Group is responsible for performing quantitative analysis and research within the Risk and Return group. Areas of focus include risk management, derivatives usage and asset allocation, with extensions to portfolio reporting and asset-liability management.

Risk Management Group

The Risk Management Group is responsible for measuring risk and maintaining a controlled environment for the investment portfolio. This includes quantifying portfolio market and credit risks, identifying emerging risks and monitoring compliance with established limits, guidelines and policies.