Senior Quantitative Investment Solutions Architect

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

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.