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Igor-Kuznetsov-1x1

Igor R. Kuznetsov, FRM, PhD

Director, Portfolio Analytics and Risk, and Managing Director

Igor Kuznetsov leads the portfolio analytics and risk group, a part of the investment team responsible for risk management and investment analytics at Thornburg Investment Management. The group deploys both industry-standard and proprietary tools to gain insight into the nonlinear additive nature of portfolio construction across multiple asset classes, market environments, and desired outcomes.

Igor has over 15 years of experience driving design and implementation of analytics in the financial industry and academia. Prior to joining Thornburg in 2017, Igor spent several years as quantitative analyst at AIG, where he covered multi-asset-class valuation and risk. Igor has a PhD in theoretical and applied mechanics from the University of Illinois at Urbana-Champaign and an MS in physics from Moscow Institute of Physics and Technology.

11years in industry
7years at Thornburg

Insights

Man removing red domino from a line. Signifies the recognition and management of risk.
Risk Management

Active Portfolios Require Active and Evolving Risk Management

Portfolio managers can't know every potential interplay among holdings through fundamental research alone. Our Portfolio Analytics and Risk Team provides key insights.
Managing risk is shown as two climbers use safety rope to pull themselves up a cliff face.
Investment Tactics

Three Dos and Don’ts for Managing Risk in Active Portfolios

Thornburg's Portfolio Analytics group deploys both industry-standard and proprietary tools to gain insight into the nonlinear additive nature of portfolio construction.