Global Portfolio Construction & Asset Allocation, Credit

Bruin; New York (NY); On-site; USD 250,000 - 350,000; Full time

Job summary

Bruin seeks a senior portfolio construction lead to own private credit allocations and asset mix decisions across global portfolios. You will drive quantitative modeling, risk assessment, and scenario analysis in a high-visibility, senior-firm context.

Ideal candidates bring 8+ years in private credit or related investment work, strong Python skills, and CFA or quantitative advanced degrees. Direct lending and asset-based finance experience are highly valued.

Qualifications

• 8+ years of experience in Private Credit or related investment roles.
• Proven track record leading portfolio construction or quantitative investment workstreams.
• Strong programming skills in Python and ability to model complex portfolios.
• Solid understanding of corporate fundamentals and macro trends.
• Experience with private assets (direct lending or asset-based finance) preferred.

Responsibilities

• Lead portfolio construction recommendations for Private Credit funds across regions.
• Own fund modeling to analyze drivers, risk, and sensitivities.
• Drive portfolio monitoring using quantitative and qualitative methods.
• Present analyses to Portfolio Managers and Investment Committees.
• Develop and refine multi-asset allocation models and stress tests.
• Collaborate with deal teams, client partners, and finance to ensure data integrity.
• Automate models and integrate them with IT resources.
• Serve as a senior quantitative resource across the firm.

Skills

Python

Portfolio construction

Quantitative analysis

Financial modeling

MS Office

Education

CFA

Advanced degree in quantitative discipline

Tools

Excel

PowerPoint

MSCI RiskMetrics

Barra

Bloomberg PORT

Factset

Job description

Our client is a leading global alternative investment firm managing assets across private equity, credit, and real assets, with a scaled private credit platform spanning debt, direct lending and asset-based finance. The successful candidate will own portfolio construction initiatives across the firm's Private Credit portfolios and will lead asset allocation for the firm's private multi-asset mandates internally and externally. This is a high-visibility role with direct, recurring exposure to senior firm management.

Responsibilities

• Lead the preparation of portfolio construction recommendations for Private Credit funds for Portfolio Management Committees across the Americas, Europe, and Asia, and present them directly to senior decision-makers
• Own fund modeling efforts to understand drivers of historical and projected performance, risk exposures, and economic sensitivities, and translate findings into actionable portfolio decisions
• Drive portfolio monitoring and analytics using quantitative and qualitative approaches, directing coordination with deal teams, client partners group, operations, and finance colleagues while owning data integrity standards
• Bring deep knowledge of financial markets across Private Credit (including direct lending and asset-based finance); anticipate market developments and proactively deliver actionable recommendations to Portfolio Managers
• Communicate risk concerns with authority and lead the preparation and delivery of presentations for Portfolio Managers / Investment Committees
• Own and enhance quantitative asset allocation models for the firm's various multi-asset portfolios and balance sheet
• Design creative solutions to structure multi-fund investments, building scenario simulations and clearly explaining outcomes to senior stakeholders
• Set the standard for customized models tailored to the firm's investment process and risk framework; partner with dedicated IT resources to automate and institutionalize these models at scale
• Serve as a senior quantitative resource across the firm, evaluating existing capabilities and driving improvements in models, technology, and analytical methodology

Ideal Experience

• 8+ years of experience related to Private Credit (Direct Lending, Senior Debt, Junior Debt, Asset-Based Finance), including a demonstrated track record of owning portfolio construction or quantitative investment workstreams
• Advanced programming skills in a structured language (Python preferred) and strong proficiency in Microsoft Office Products (Excel and PowerPoint)
• Proven application of best practices in quantitative methods and strategies to the investment/risk management process, including hands-on leadership of large data analysis
• Solid understanding of corporate fundamentals
• Broad experience with various types of investments and their characteristics, which may include private and public equities, fixed income and structured investments, as well as real estate/infrastructure. Direct experience with private assets strongly preferred
• Sophisticated understanding of global economic principles and trends, and their impact on the management of a large and diverse investment platform
• Working knowledge of risk systems (MSCI RiskMetrics, Barra, Bloomberg PORT, Factset)
• CFA, or an advanced degree in a quantitative discipline, is a plus