Quantitative Portfolio Solutions Analyst – Private Markets

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

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.