Igor R. Kuznetsov
Head of Investment Risk at Thornburg Investment Management
- Role
- Head of Investment Risk and Managing Director at Thornburg Investment Management
- Location
- Santa Fe, NM, US
- LinkedIn followers
- 500 followers
About Igor R. Kuznetsov
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 20 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.
Experience
Head of Investment Risk and Managing Director
Thornburg Investment Management
Mar 2026 — Present · Santa Fe, NM, US
Education
Moscow Institute of Physics and Technology (State University) (MIPT)
MS, Physics
University of Illinois Urbana-Champaign
PhD, Theoretical and Applied Mechanics
Skills
- Risk Management
- Labview
- Power Bi
- Molecular Dynamics
- Mathematical Modeling
- Derivatives
- Experimentation
- Valuation
- Fortran
- Force Spectroscopy
- Computational Mechanics
- Numerical Simulation
- Nanotechnology
- Computational Biology
- Numerical Modeling
- Financial Modeling
- R
- Combustion
- Physics
- Optics
- Partial Differential Equations
- Materials Science
- Experimental Physics
- Biophysics
- Microsoft Azure
- Spectroscopy
- C++
- Afm
- Microscopy
- Cfd
- Solid Mechanics
- Mathematica
- Fluid Mechanics
- Cell Culture
- Cell
- Data Analysis
- Probability Theory
- Matlab
- Scientific Computing
- Cell Biology
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