Associate/Senior Associate, Quantitative Investment Analyst, Portfolio Solutions

Brookfield; Chicago (IL); On-site; USD 150,000 - 180,000; Full time

Job summary

Brookfield’s Investment Solutions Group seeks a quantitative professional to design and manage portfolio optimization across private markets. You will work with private equity, real assets, and credit strategies to deliver tailored mandates backed by data driven insights.

The role requires advanced modeling, programming in SQL/Python, and experience with optimization tools. You will collaborate with PMs, analysts, and risk managers to enhance outcomes.

Qualifications

• Bachelors or Masters degree in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field.
• 4+ years in a leading private markets investment manager, pension fund, sovereign wealth fund, endowment, OCIO, or asset manager.
• Strong understanding of private market cash flow dynamics incl. capital calls, distributions, NAV evolution, commitment pacing, liquidity forecasting.
• Strong programming skills within SQL, Python and experience with portfolio optimization software (Gurobi, Mosek).
• Experience with factor models used in portfolio construction and risk management (Bloomberg, Barra, Axioma).
• Knowledge of optimization techniques to target outcomes (yield, volatility) with complex constraints.
• Effective communicator, written and verbal, with ability to present clearly.
• Experience with large datasets and data visualization tools (Tableau, Python, R).

Responsibilities

• Design and implement portfolio optimization frameworks for private market portfolios across multiple asset classes.
• Develop optimization models considering illiquidity, capital calls, distributions, pacing, vintage diversification, sector/geography constraints, and leverage.
• Develop quantitative models for returns, risk, cash flow forecasting, and correlations across private markets.
• Build Monte Carlo and scenario analysis engines to evaluate outcomes under different scenarios.
• Collaborate with data providers and internal data to provide asset-class insights and research.
• Contribute to private market risk measurements (factor models, de-smoothing volatility, dispersion, stress testing).
• Work with Portfolio Managers, analysts, and risk management.
• Contribute to thought leadership and whitepapers on private portfolio construction and risk.

Skills

SQL

Python

Tableau

R

Communication

Portfolio optimization

Mathematical modeling

Data visualization

Education

Bachelor's or Master's in Mathematics

Statistics

Physics

CS

Tools

Gurobi

Mosek

Bloomberg

MSCI/Burgiss/Preqin

Job description

Location
Chicago - 110 North Wacker Drive, Suite 2700

Business
Brookfield’s Public Securities Group serves institutions and individuals seeking the investment advantages of real assets through actively managed listed equity and debt strategies. The Public Securities Group leverages Brookfield’s core real asset expertise across real estate, infrastructure, real asset debt, real asset solutions and opportunistic strategies through a variety of flexible and scalable investment mandates, including separate accounts, registered funds and private funds. Clients include financial institutions, public and private pension plans, insurance companies, endowments and foundations, sovereign wealth funds and high net worth investors. The Public Securities Group has been investing in public securities for over 30 years and has over $28 billion of assets under management. For more information, visit https://publicsecurities.brookfield.com.

Brookfield Culture
Brookfield has a unique and dynamic culture. We seek team members who have a long-term focus and whose values align with our Attributes of a Brookfield Leader: Entrepreneurial, Collaborative and Disciplined. Brookfield is committed to the development of our people through challenging work assignments and exposure to diverse businesses.

Job Description
The Investment Solutions Group (ISG) at Brookfield is responsible for designing and managing customized investment strategies across the firm’s global alternatives platform, including real estate, infrastructure, renewable power, private equity, and credit. The team partners closely with institutional and wealth clients to develop tailored portfolio solutions that align with specific objectives such as income generation, inflation protection, and long-term capital appreciation.

The ISG plays a central role in product development, portfolio construction, investment selection and capital formation, structuring bespoke mandates, commingled vehicles, and strategic partnerships. By leveraging Brookfield’s integrated platform, the group connects client needs with investment opportunities, providing differentiated, scalable solutions across global markets.

Responsibilities

• Design and implement portfolio optimization frameworks for private market portfolios across multiple asset classes.
• Develop optimization models that incorporate illiquidity, capital calls, distributions, pacing, vintage diversification, sector/geographic constraints, and leverage.
• Develop quantitative models for expected returns, risk, cash flow forecasting, and correlations across private market investments.
• Build simulation engines using Monte Carlo and scenario analysis to evaluate portfolio outcomes under different economic environments.
• Work with private market data providers (Cambridge, MSCI/Burgiss/Preqin) and internal historical investment data to provide asset class level insight and research
• Contribute to the build out of private market risk measurements (factor models, de-smoothing volatility, manager/investment level dispersion, stress testing)
• Work closely with Portfolio Managers, fundamental investment analysts, and risk management
• Contribute to thought leadership pieces and whitepapers on private portfolio construction, design, and risk assessment

The Candidate

• Bachelors or Masters degree in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field
• 4+ experience within a leading private markets investment manager, pension fund, sovereign wealth fund, endowment, OCIO, or asset manager.
• Strong understanding of private market cash flow dynamics including capital calls, distributions, NAV evolution, commitment pacing, liquidity forecasting
• Strong programming skills within SQL, Python and experience with portfolio optimization software preferred (Gurobi, Mosek, etc..)
• Experience working with factor models used in portfolio construction and risk management (Bloomberg, Barra, Axioma, etc..)
• Knowledge of portfolio optimization techniques used to target different outcomes (yield, volatility, MOIC maximation, downside protection) with complex constraints.
• Effective communicator, both oral and written, with ability to present with clarity, precision and conviction
• Experience working with large datasets and data visualization tools (Tableau, Python, R)
• Able to prioritize and work independently on multiple tasks to ensure that complex projects are completed by deadline, with interim review steps incorporated

Salary Range: $150,000 - $180,000

Our compensation structure is comprised of a base salary and a short-term incentive program (cash bonus). Cash compensation tends to vary based on geography to account for local market conditions and is set to be market competitive. Compensation decisions are based on a number of factors including relative experience, overall years of experience, industry experience, education, and designation

Brookfield is committed to maintaining a Positive Work Environment that is safe and respectful; our shared success depends on it. Accordingly, we do not tolerate workplace discrimination, violence or harassment.

We are proud to create a diverse environment and are proud to be an equal opportunity employer.