That one isn't a reference to any street. Either you already defeated the brigand (I suppose not) or you're playing in the simple alleyway system. The alleyway brigand only appears in the classic system.
Well, i am playing with simplified system, and as i exited Azizas place, i saw a brigand on the top of the wall, then he HOPPED over me, over the street, like 3 m high, he got hold of the top of the wall on the other side of the street, pulled himself up n vanished!!!!
And i just can't figure out if it is a quest or was he a thief and why did i see him. He did not attack me!