The 58-year-old recently penned a new deal to stay at Upton Park for a further two years after guiding the Hammers to a safe mid-table finish following their promotion back to the top flight.
Collins is excited at the prospect of further progression at West Ham, and firmly believes Allardyce is the right man to take the club to the "next level".
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|11/1||West Ham are 11/1 with BetVictor to score earliest on Sunday
"We are all enjoying it here. He along with all of us at the club can look to the future and plan what we want to do next in trying to take our club to the next level."
Heading into the final day of the season, West Ham lie a respectable 10th and know a win over second-bottom Reading would guarantee they finish there come the close of play.
And Collins believes a top-half placing would signal a successful campaign for the east London side, especially after a run of just one victory in their past seven league outings.
Collins added: "We have had a great season, to win and to finish 10th would be great.
"It is always good to finish well. In my experience if you finish one season well you normally start the next season well."