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Jonathan Schachter, PhD
Experienced Quantitative Modeling Specialist with a career spanning since 2000 in the Financial Services sector, encompassing:
- equities: indexes, single stocks, futures, options
- swaps: vanilla, basis, currency, capped, floored, cancellable, forward start
- corporate bonds, loans (loss modeling, indemnification, security-based)
- credit-default swaps, CDOs, CLOS
- ABS, RMBS, CMBS
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Model Validation, Model Risk
A qualified Model Validation Consultant can assist with the following challenges:
Effective Challenge
Model Validation
Model Inventory
Model Governance and Controls
Tools and Vendor Models
Models and Data Inputs
How can my model risk program be improved?
LIBOR Transition Challenges
Despite the transition from LIBOR including a certain amount of uncertainty, a successful transition will depend on an individual entity’s planning and strategy prior to and during the expiration.
Contact Jonathan Schachter, PhD