Delta Vega
Financial engineering consultancy specializing in quantitative analysis, risk management, and professional training.
Financial engineering consultancy specializing in quantitative analysis, risk management, and professional training.
About Delta Vega
Delta Vega is a New York-based financial engineering consultancy founded by Jonathan Schachter, PhD. The firm provides comprehensive training programs, technical publications, and educational resources.
Our approach covers LIBOR transition, SOFR modeling, CCAR stress testing, VaR methodologies, and model risk management under SR 11-7 guidelines.
Free & Open to the Public
Join our regular discussions on quantitative risk, financial modeling, and market developments. Available via Zoom and YouTube.
Join Next SessionOur Expertise
Structured courses enhancing technical skills across financial engineering disciplines, from introductory models to advanced quantitative methods.
Educational video content providing visual learning experiences and expert-led walkthroughs of complex financial models.
Technical papers and research materials for staying current with evolving risk management standards and regulatory requirements.
Expert guidance for 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.