Associate/Senior Associate, Quantitative Investment Analyst, Portfolio Solutions

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

Job summary

Brookfield Corp. in Chicago is seeking an Associate/Senior Associate, Quantitative Investment Analyst for the Portfolio Solutions team.

You will design portfolio optimization frameworks for private market portfolios and develop models for returns, risk, cash flow forecasts and diversification. You will work with data providers and internal investment teams to build robust risk measures, run Monte Carlo simulations, and contribute to research on private portfolio construction and strategies.

Qualifications

• Bachelor’s or Master’s degree in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field.
• 4+ years of 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.

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.

Skills

SQL

Python

Optimization software

Factor models

Tableau

R

Education

Quantitative field degree

Tools

Gurobi

Mosek

Bloomberg

Barra

Axioma

Job description

## Associate/Senior Associate, Quantitative Investment Analyst, Portfolio SolutionsApplylocations: Chicago, Illinoistime type: Full timeposted on: Posted Todayjob requisition id: R2051823**Location**Chicago - 110 North Wacker Drive, Suite 2700**Business - Public Securities**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.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:**The successful candidate will possess the following:* 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 incorporatedSalary Range: $150,000 - $180,000Our 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#LI-MW1Our 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 designations.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. We are grateful for your interest in this position, however, only candidates selected for pre-screening will be contacted.