Weinberger Post-Quantitative, Inc. provides model validation, training, and consulting services in all areas of quantitative finance. These include, to name but a few:

  • Pricing and hedging of derivatives at all levels of complexity,
  • Portfolio optimization,
  • Trading models,
  • Market and credit risk management (VaR, Merton-based models of credit risk).

We offer a unique combination of academic expertise, practitioner knowledge gleaned from working with some of the world’s premier financial institutions, and plain English explanations. With our experience in software development and implementation, we provide real solutions, not just bound reports.

Why “post” quantitative?

Because recent experience has taught us that an elegant formula can dazzle where it should enlighten.

Because prior history can never prepare you for that one day when everything goes south.

Because anything that relies on correlation is profitable until it isn’t.