Performance Attribution Analyst
Allstate Northern Ireland Limited, Chicago, IL, United States
Performance Attribution Analyst page is loaded## Performance Attribution Analystremote type:
Hybridlocations:
Chicago River Pointtime type:
Full timeposted on:
Posted Todayjob requisition id:
R27928At Allstate, great things happen when our people work together to protect families and their belongings from life’s uncertainties. And for more than 90 years, our innovative drive has kept us a step ahead of our customers’ evolving needs. 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.**Job Description**The Investment Analytics Consultant will play a critical role in supporting the Risk and Return team’s mission to deliver high impact insights across investment performance, risk, and portfolio analytics. This role is well suited for someone who is technically self-sufficient with data and SQL, and who understands the core concepts behind investment performance attribution.
From day one, this role requires the ability to independently navigate SQL Server databases to investigate data issues directly in the source data. A strong understanding of industry standard performance attribution methodologies (e.g., Brinson style attribution) is expected, along with familiarity with performance drivers across fixed income asset classes.
A successful candidate in this role will be able to dissect the performance of multiple cross-sections of the portfolio and establish a reporting suite to communicate those results to senior management in weekly portfolio meetings.
This role sits at the intersection of fundamental and quantitative investment research, analytics, technology, and data. On a day-to-day basis, you will work with portfolio managers, analysts, and risk partners to understand how performance and risk analytics are used, translate analytical logic into scalable SQL based solutions, and ensure data accuracy and consistency across platforms.
As the analytics platform evolves, you will help evaluate current data processes and propose enhancements to improve speed, scalability, and resiliency; through SQL optimization or the introduction of scripting-based workflows.
The position is based in Chicago, IL and will be in the office 3 days per week**Key Responsibilities:*** Develop and maintain performance attribution frameworks (e.g., Brinson style allocation, selection, and interaction effects) across fixed income and multi-asset portfolios.* Perform top-down attribution analysis of a multi-strategy portfolio, comparing strategy allocations to a target benchmark* Perform security level factor-based attribution analysis, using both standard and custom factor indices, and aggregating to multiple levels of a portfolio tree* Identify and communicate drivers of portfolio performance to senior portfolio managers* Translate attribution logic and analytics requirements into production ready SQL queries and stored procedures.* Navigate SQL Server databases to validate data, investigate discrepancies, and support root cause analysis during development and production support.* Maintain and enhance recurring performance and risk processes, including weekly investment packets and ad hoc analytical requests.* Collaborate with investment teams to define analytics requirements and deliver insights that inform portfolio decisions.* Support the buildout and maintenance of dashboards and reporting tools used by investment and risk teams.* Identify, document, and resolve data quality issues across investment systems and analytics platforms.* Contribute to the ongoing development of an analytics data warehouse and scalable data pipelines.* Assess existing SQL‐based analytics and data-based processes and propose targeted enhancements, where changes in architecture or conversion to python would add to speed, scale, or resiliency.**Required Qualifications*** 5+ years of experience in investment analytics, performance measurement, risk reporting, or a closely related analytics role.* Proven expertise writing complex SQL queries, optimizing performance, and supporting stored procedures (SQL Server preferred).* Comprehensive understanding of performance attribution methodologies (e.g. Brinson-Fachler) and benchmark construction.* Strong familiarity with performance drivers across fixed income asset classes (e.g., investment grade credit, high yield, leveraged loans, rates, municipals), equity and private assets.* Demonstrated ability to independently investigate data issues and validate results across multiple systems.* Ability to collaborate effectively with investment, risk, and technology teams.* Strong attention to detail, data integrity, and analytical rigor.* Strong communication and organizational skills.**Preferred Qualifications*** Experience with investment systems such as Aladdin, Clearwater, eFront, or similar platforms.* Experience using Python for analytics, automation, or data processing—particularly where it complements SQL based workflows.* Experience with visualization tools such as Tableau or Power BI.* Progress toward, or completion of, CFA or CIPM.* Demonstrated ability to learn new investment concepts quickly and apply them in a production analytics environment.* Experience leveraging AI tools to write code.**What This Role Offers*** Direct exposure to investment performance, risk, and portfolio analytics used daily by portfolio managers and analysts.* A role with real ownership and accountability for data quality and analytical outputs.* A culture that values curiosity, analytical rigor, and continuous improvement.* Opportunities to deepen investment knowledge while contributing to the evolution of a durable analytics platform.* A dynamic environment where market activity and portfolio decisions drive meaningful analytical work.* #LI-MC1**Skills**Data Integrity, Fixed Income Assets, Investment Analytics, Investments, Structured Query Language (SQL)**Compensation**Additional Job DescriptionBase compensation offered for this role is $124,000.00 - $162,000.00 annually and is based on experience and qualifications.
\*\*\* Total compensation for this role is comprised of several factors, including the base compensation outlined above, plus AIP as applicable for the role.The candidate(s) offered this position will be required to submit to a background investigation.**Joining our team isn’t just a job — it’s an opportunity. One that takes your skills and pushes them to the next level. One that encourages you to challenge the status quo. One where you can shape the future of protection while supporting causes that mean the most to you. Joining our team means being part of something bigger – a winning team making a meaningful impact.**Allstate generally does not sponsor individuals for employment-based visas for this position.Effective July 1, 2014, under Indiana House Enrolled Act (HEA) 1242, it is against public policy of the State of Indiana and a discriminatory practice for an employer to discriminate against a prospective employee on the basis of status as a veteran by refusing to employ an applicant on the basis that they are a veteran of the armed forces of the United States, a member of the Indiana National Guard or a member of a reserve component.For jobs in San Francisco, please click “” for information regarding the San Francisco Fair Chance Ordinance.For jobs in Los Angeles, please click “” for information regarding the Los Angeles Fair Chance Initiative for Hiring Ordinance.To view the “EEO Know Your Rights” poster click “”. This poster provides information concerning the laws and procedures for filing complaints of violations of the laws with the Office of Federal Contract Compliance Programs.To view the FMLA poster, click “”. This poster summarizing the major provisions of the Family #J-18808-Ljbffr
Hybridlocations:
Chicago River Pointtime type:
Full timeposted on:
Posted Todayjob requisition id:
R27928At Allstate, great things happen when our people work together to protect families and their belongings from life’s uncertainties. And for more than 90 years, our innovative drive has kept us a step ahead of our customers’ evolving needs. 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.**Job Description**The Investment Analytics Consultant will play a critical role in supporting the Risk and Return team’s mission to deliver high impact insights across investment performance, risk, and portfolio analytics. This role is well suited for someone who is technically self-sufficient with data and SQL, and who understands the core concepts behind investment performance attribution.
From day one, this role requires the ability to independently navigate SQL Server databases to investigate data issues directly in the source data. A strong understanding of industry standard performance attribution methodologies (e.g., Brinson style attribution) is expected, along with familiarity with performance drivers across fixed income asset classes.
A successful candidate in this role will be able to dissect the performance of multiple cross-sections of the portfolio and establish a reporting suite to communicate those results to senior management in weekly portfolio meetings.
This role sits at the intersection of fundamental and quantitative investment research, analytics, technology, and data. On a day-to-day basis, you will work with portfolio managers, analysts, and risk partners to understand how performance and risk analytics are used, translate analytical logic into scalable SQL based solutions, and ensure data accuracy and consistency across platforms.
As the analytics platform evolves, you will help evaluate current data processes and propose enhancements to improve speed, scalability, and resiliency; through SQL optimization or the introduction of scripting-based workflows.
The position is based in Chicago, IL and will be in the office 3 days per week**Key Responsibilities:*** Develop and maintain performance attribution frameworks (e.g., Brinson style allocation, selection, and interaction effects) across fixed income and multi-asset portfolios.* Perform top-down attribution analysis of a multi-strategy portfolio, comparing strategy allocations to a target benchmark* Perform security level factor-based attribution analysis, using both standard and custom factor indices, and aggregating to multiple levels of a portfolio tree* Identify and communicate drivers of portfolio performance to senior portfolio managers* Translate attribution logic and analytics requirements into production ready SQL queries and stored procedures.* Navigate SQL Server databases to validate data, investigate discrepancies, and support root cause analysis during development and production support.* Maintain and enhance recurring performance and risk processes, including weekly investment packets and ad hoc analytical requests.* Collaborate with investment teams to define analytics requirements and deliver insights that inform portfolio decisions.* Support the buildout and maintenance of dashboards and reporting tools used by investment and risk teams.* Identify, document, and resolve data quality issues across investment systems and analytics platforms.* Contribute to the ongoing development of an analytics data warehouse and scalable data pipelines.* Assess existing SQL‐based analytics and data-based processes and propose targeted enhancements, where changes in architecture or conversion to python would add to speed, scale, or resiliency.**Required Qualifications*** 5+ years of experience in investment analytics, performance measurement, risk reporting, or a closely related analytics role.* Proven expertise writing complex SQL queries, optimizing performance, and supporting stored procedures (SQL Server preferred).* Comprehensive understanding of performance attribution methodologies (e.g. Brinson-Fachler) and benchmark construction.* Strong familiarity with performance drivers across fixed income asset classes (e.g., investment grade credit, high yield, leveraged loans, rates, municipals), equity and private assets.* Demonstrated ability to independently investigate data issues and validate results across multiple systems.* Ability to collaborate effectively with investment, risk, and technology teams.* Strong attention to detail, data integrity, and analytical rigor.* Strong communication and organizational skills.**Preferred Qualifications*** Experience with investment systems such as Aladdin, Clearwater, eFront, or similar platforms.* Experience using Python for analytics, automation, or data processing—particularly where it complements SQL based workflows.* Experience with visualization tools such as Tableau or Power BI.* Progress toward, or completion of, CFA or CIPM.* Demonstrated ability to learn new investment concepts quickly and apply them in a production analytics environment.* Experience leveraging AI tools to write code.**What This Role Offers*** Direct exposure to investment performance, risk, and portfolio analytics used daily by portfolio managers and analysts.* A role with real ownership and accountability for data quality and analytical outputs.* A culture that values curiosity, analytical rigor, and continuous improvement.* Opportunities to deepen investment knowledge while contributing to the evolution of a durable analytics platform.* A dynamic environment where market activity and portfolio decisions drive meaningful analytical work.* #LI-MC1**Skills**Data Integrity, Fixed Income Assets, Investment Analytics, Investments, Structured Query Language (SQL)**Compensation**Additional Job DescriptionBase compensation offered for this role is $124,000.00 - $162,000.00 annually and is based on experience and qualifications.
\*\*\* Total compensation for this role is comprised of several factors, including the base compensation outlined above, plus AIP as applicable for the role.The candidate(s) offered this position will be required to submit to a background investigation.**Joining our team isn’t just a job — it’s an opportunity. One that takes your skills and pushes them to the next level. One that encourages you to challenge the status quo. One where you can shape the future of protection while supporting causes that mean the most to you. Joining our team means being part of something bigger – a winning team making a meaningful impact.**Allstate generally does not sponsor individuals for employment-based visas for this position.Effective July 1, 2014, under Indiana House Enrolled Act (HEA) 1242, it is against public policy of the State of Indiana and a discriminatory practice for an employer to discriminate against a prospective employee on the basis of status as a veteran by refusing to employ an applicant on the basis that they are a veteran of the armed forces of the United States, a member of the Indiana National Guard or a member of a reserve component.For jobs in San Francisco, please click “” for information regarding the San Francisco Fair Chance Ordinance.For jobs in Los Angeles, please click “” for information regarding the Los Angeles Fair Chance Initiative for Hiring Ordinance.To view the “EEO Know Your Rights” poster click “”. This poster provides information concerning the laws and procedures for filing complaints of violations of the laws with the Office of Federal Contract Compliance Programs.To view the FMLA poster, click “”. This poster summarizing the major provisions of the Family #J-18808-Ljbffr