Date: 201909
Local time of day: 1201-1800
Location: DEN.Airport, CO
Flight conditions: VMC
Weather elements / visibility: Turbulence; Windshear
Light: Daylight
Aircraft: Regional Jet 200 ER/LR (CRJ200)
Operator: Air Carrier
Operating under: Part 121
Flight plan: IFR
Mission: Passenger
Flight phase: Final Approach
Airspace: Class B DEN
ATC / advisory: TRACON D01
Reporter organization: Air Carrier
Reporter function: Pilot Not Flying; First Officer
Reporter qualification: Flight Crew Multiengine; Flight Crew Air Transport Pilot (ATP); Flight Crew Instrument
Human factors: Workload; Situational Awareness; Distraction
Anomaly: Deviation - Altitude Overshoot; Deviation / Discrepancy - Procedural Clearance; Inflight Event / Encounter Unstabilized Approach; Inflight Event / Encounter Weather / Turbulence
Detector: Person Flight Crew
When detected: In-flight
Result: Air Traffic Control Issued New Clearance; Flight Crew Requested ATC Assistance / Clarification; Flight Crew Executed Go Around / Missed Approach
Contributing factors: Procedure; Human Factors; Weather
Primary problem: Weather

Narrative: I was the Pilot Monitoring. On our descent into DEN; we had gotten the ATIS and noticed that it was starting to get pretty windy down on the ground and that moderate turbulence was being reported by multiple aircraft. But [otherwise] everything remained normal. Approach told us to expect Runway 34R. While we were north of the airport; approach had reported an increase of 50 kts in airspeed and wind shear by aircraft and that they were going around. We quickly briefed and reviewed the wind shear escape maneuver if we were to encounter it. We also both noticed what looked like a dust devil had formed right over or near the airport. So; approach changed our runway. In the meantime; we kept getting new ATIS reports via ACARS as new ones were coming quick.Around our base turn; approach announced that there was a microburst alert for the airport. We elected to continue the approach. The aircraft in front had landed without any incident. As we headed down on final; we got a wind shear caution and a jump of about 25 kts. We both verbally acknowledged the caution and continued. I noted a dust front that was moving across the field in front as we approached. As we got close to the ground; around 100 ft.; the plane got tossed side to side and the wings rocked up and down. I called 'unstablized; go around' as I felt very uncomfortable trying to land with the plane being pushed all over the place. The Captain applied go around power and made the call outs and I performed those tasks. The go around was still a bit hairy as the plane was still being tossed to where the shaker came on for a second even though we hadn't pitched up that much nor that hard and the flaps had not been retracted yet since we hadn't attained a positive rate of climb yet.As we finally started to climb; I told ATC that we're going around and they issued a right turn to a heading of 105 and a climb to 9;000 ft. while we were going through the tasks associated with a go around. I read it back and dialed in the heading. Then ATC issued the left turn to heading 245 and I read that back and get it dialed in. All while I was still trying to get the plane cleaned up and we were still being thrown around by turbulence. The Captain queried me about what altitude we were told to climb to and then I realized that I had forgotten to set it in the altitude alerter. I looked at our altimeter and we were just about to blow past it. At this point; we were climbing at a relatively good rate. I immediate dialed the altitude in and the Captain started to lower the nose. As we were trying to slow the climb and return back to our assigned; ATC queried us about our altitude and we returned back down. Afterwards; we had a non-eventful landing and taxi in. Task saturation with the go around and ATC issuing conflicting instructions with the heading changes after a windshear/microburst event caused me to forget to set the altitude in the alerter. Hence; the Captain wasn't sure what to climb to until he asked me and then I remembered which at that moment was too late. Aviate; Navigate; Communicate. That concept ended up breaking down; and as the Pilot Monitoring; I essentially forgot to aviate the aircraft (even though I wasn't flying) by not setting the altitude in the alerter. The after takeoff task items could've waited a second for me to dial in the altitude.




Synopsis: CRJ First Officer reported workload; weather; and distraction resulted in an altitude excursion during a go around.