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Quantitative-Analysis

3 entries

E

Enron Research Group

Enron's quantitative research division led by Vince Kaminski, employing approximately 50 PhD-level analysts who specialized in derivatives pricing, risk modeling, and financial engineering from 1992-2002.

R

Risk Management at Enron

Enron's bifurcated risk management system comprised RAC under Chief Risk Officer Rick Buy and the Research Group under Vince Kaminski, employing world-class quantitative talent that ultimately failed to prevent the company's collapse.

V

Vince Kaminski

Managing Director of Enron's Research Group and key whistleblower who warned senior management about the flawed Raptor hedging transactions before the company's collapse.