Associate/Senior Associate, Quantitative Investment Analyst, Portfolio Solutions

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.

Candidate 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.
• 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 maximization, 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.

Pay

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.