Edward D. Weinberger Email and Phone Number
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WHO I AM: financial “quant”, “hands on” IT professional, and educator, with over 20 years of highly varied experience. Understands (and can explain) the analytics, products, and IT behind financial engineering.WHAT I DO: I am a “one stop shop” for quantitative finance. I don’t just calculate; I talk to people and I listen! I attempt to intuitively understand your problem, and, if I can’t, I’m not shy about asking questions until I do. I reduce my analysis to practice, usually via a computer implementation, learning new skills, if necessary (See below for current skills).WHAT I DON’T DO: I don’t get lost in mathematical or technical sophistication for its own sake. I don’t try to prove that I’m smarter than you are, if only because you are smart enough to hire me!VALUE I BRING: My firm is called “Weinberger Post-Quantitative” to proclaim that there is more to life than quant, that real communication and a genuine interest in getting the job done are equally important. »»»SPECIFIC AREAS OF QUANTITATIVE EXPERTISE»»»► Derivatives pricing models (especially for equities, interest rates, credit products, and F/X), including the underlying mathematics► Market risk models, especially VaR, or “Value at Risk”► Credit risk models, especially the Moody’s KMV model► Quantitative asset allocation models, especially the Markowitz and Black Litterman models► Market risk models, especially VaR, or “Value at Risk”»»»SPECIFIC AREAS OF COMPUTER EXPERTISE»»»► Languages: Python (extensive recent experience), VBA (recent experience); C (extensive previous experience); C++ (some exposure); Pascal, FORTRAN (formerly expert)► SQL compliant database and query design: Oracle (including PL/SQL), Netezza, and Microsoft Access► Object oriented databases: Sandra (Bank of America proprietary)► Operating systems: Windows, Unix ► Numerical mathematics tools: MatLab, Numerical Recipes library✑ edw@wpq-inc.com☎ 646.436.6174
Nyu Tandon School Of Engineering
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Nyu Tandon School Of EngineeringNew York, Ny, Us
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FacultyNyu Tandon School Of Engineering Jan 2002 - PresentBrooklyn, Ny, UsCourses developed and taught: financial technology w/ object oriented design in Python, numerical methods in EXCEL/VBA, MatLab, options theory, and credit risk. Taught quant methods. Research: a theory of “pragmatic information” and its application to efficient market theory
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PrincipalWeinberger Post-Quantitative, Inc. Apr 2003 - Dec 2021New York, UsConsultancy. Engagements have included + expert testimony in defense of a trader accused of manipulating LIBOR+ advising start-up hedge fund on tailoring the Black-Litterman model to its trading style+ structuring tool for boutique issuer of mortgage backed security CBOs+ validated the multi-way netting algorithm and its implementation used by CHIPS (earlier incarnation of company) -
Contract Python DeveloperBank Of America May 2019 - Mar 2021Charlotte, Nc, Us Maintained Bank object-oriented market data platform, using the Bank’s proprietary development environment (QzDev) and proprietary object oriented database (Sandra). Developed, via QzDev, Python applications and automated test scripts to manage the data flow from Sandra into the Bank’s proposed system of record for customer agreements, which are modeled using RDF, the Resource Description Framework. Regression testing of releases of existing system. Prepared documents for releases. -
Contract Python DeveloperBank Of America May 2018 - Oct 2018Charlotte, Nc, UsRefactored and wrote unit tests for the Bank’s credit risk framework for commercial loans; maintenance of framework as needed
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Contract Python DeveloperBank Of America Sep 2016 - Dec 2017Charlotte, Nc, UsDevelopment of backtesting tool for expected positive exposure within B of A's python based Quartz framework; conducting quarterly backtests of credit exposure models
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Adjunct FacultyWorldquant University Jul 2016 - Aug 2016New Orleans, Louisiana, UsTeaching classes in statistics. Research: theory of "pragmatic information", numerical methods in options pricing -
Visiting Assistant Professor Of FinanceClark University Aug 2014 - May 2016Worcester, Massachusetts, UsTeaching classes in advanced derivatives and fixed income securities. Research: viewing financial statement items as interlinked stochastic processes, an “implicit spline” method for the Black-Sholes equation, and a theory of “pragmatic information” -
Contractor, Zinc Enterprise Risk Data Validation TeamBank Of America Oct 2012 - May 2014Charlotte, Nc, UsSaved B of A about half a million dollars by taking over from a Big Three consultant to fulfill a regulatory requirement, the validation and documentation of equity, interest rate and F/X risk calculations in Zinc, Bank of America’s SQL compliant enterprise risk repository, first with EXCEL/VBA, then with Python.. Assumed primary responsibility for document describing underlying analytics and supporting spreadsheets.
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ManagerKpmg Advisory Apr 2005 - Feb 2006London, GbPerformed model validation reviews and priced derivatives for internal and external audits and advisory engagements. -
Vice President, Financial TechnologiesDeutsche Bank Nov 1994 - Jan 2002Frankfurt Am Main, Hessen, DeLed various foreign exchange trading and credit risk projects. Advised users of my systems on both technology and business issues. Most recent project was a $2 million RAROC calculator that was estimated to save the Bank $85 million in its first 18 months of operation. -
Assistant Vice President, Quantitative AnalystHsbc Mar 1992 - Nov 1994London, Gb"Quant" on interest rate derivatives desk, building various models for both pricing and decision support. Developed the convexity adjustment algorithm used by New York and London for pricing LIBOR based products.using a version of the HJM yield curve model. -
Post-DocMax Planck Institute For Biophysical Chemistry 1989 - 1991Göttingen, Niedersachsen, De -
Research AssociateUniversity Of Pennsylvania School Of Medicine Jun 1987 - Nov 1988Pa, UsConducted research in "evolutionary fitness landscapes" under the direcction of MacArthur Prize Winner Stuart Kauffman -
Student ResearcherIbm 1986 - 1986Study file reference patterns in the CMS operating systemStudy parallelization of the simulated annealing methodology
Edward D. Weinberger Skills
Edward D. Weinberger Education Details
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New York UniversityApplied Mathematics -
Massachusetts Institute Of TechnologyMathematics
Frequently Asked Questions about Edward D. Weinberger
What company does Edward D. Weinberger work for?
Edward D. Weinberger works for Nyu Tandon School Of Engineering
What is Edward D. Weinberger's role at the current company?
Edward D. Weinberger's current role is Sought after expert in quantitative finance and the software implementation of financial calculations.
What is Edward D. Weinberger's email address?
Edward D. Weinberger's email address is ew****@****rku.edu
What is Edward D. Weinberger's direct phone number?
Edward D. Weinberger's direct phone number is +121274*****
What schools did Edward D. Weinberger attend?
Edward D. Weinberger attended New York University, Massachusetts Institute Of Technology.
What are some of Edward D. Weinberger's interests?
Edward D. Weinberger has interest in Other Stat/arb Strategies, Quantitative Finance.
What skills is Edward D. Weinberger known for?
Edward D. Weinberger has skills like Derivatives, Market Risk, Statistics, Fixed Income, Equities, Financial Markets, Financial Risk, Credit Risk, Quantitative Finance, Risk Management, Mathematical Modeling, Investment Banking.
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