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.
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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.
Enron's operational risk monitoring function, formally known as Risk Controls-Operational, which handled daily VAR calculations, position limit monitoring, and risk reporting across all trading desks under Sally Beck's Global Risk Management Operations umbrella.