Allocator One

Analytics Engineer

• Own the cash-flow based performance stack: DPI, TVPI, IRR, PME (KS/LN/Direct Alpha), MoM, with and without subscription facilities.
• Build reproducible Python/SQL pipelines that produce ILPA-compliant performance templates and GIPS composites.
• Implement quarterly fund valuations aligned with IPEV; design carried-interest and fee waterfall models.
• Run forward-looking simulations for pacing, exit timing, and financing line impacts on performance.
• Develop peer benchmarking and attribution tools to compare portfolio returns vs public and private indices.
• Maintain canonical cash-flow ledgers (contributions, distributions, fees, NAVs).
• Partner with engineering to automate ingestion, reconciliation, and reporting pipelines; reduce time-to-insight.
• Build transparent audit trails that stand up to institutional LPs and regulators.
• Work directly with fund finance, investor relations, and the founding team to align modelling with investor needs.
• Translate technical results into actionable insights for boards, founders, and LPs.

Quantitative Research and Performance Analytics Engineer