Jonathan Schachter, PhD — Quantitative Analyst
Delivering specialized training, publications, and technical expertise in LIBOR, SOFR, VaR, and quantitative risk management.
About Delta Vega
Delta Vega is a financial engineering consultancy specializing in quantitative analysis, risk management, and regulatory compliance. Founded by Jonathan Schachter, PhD, the firm provides comprehensive training programs, technical publications, and educational resources designed for today's evolving financial landscape.
Our approach combines rigorous theoretical frameworks with practical application, covering LIBOR transition, SOFR modeling, CCAR stress testing, VaR methodologies, and model risk management under SR 11-7 guidelines. Participants gain actionable insights they can implement immediately.
Our Expertise
Structured courses enhancing technical skills across financial engineering disciplines, from introductory models to advanced quantitative methods.
Learn more →Educational video content providing visual learning experiences, demonstrations, and expert-led walkthroughs of complex financial models.
Learn more →Technical papers and research materials for in-depth study, reference, and staying current with evolving standards in risk management.
Learn more →Expert guidance addressing your specific challenges in LIBOR transition, SOFR modeling, CCAR, VaR, and SR 11-7 model risk compliance.
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Connect with us to learn about our training programs, publications, and complimentary risk management talks.