Jonathan Schachter, PhD

Quantitative Precision

Institutional-grade LIBOR analytics, interest rate modeling, and expert quantitative testimony trusted by the world's leading financial institutions.

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LIBOR Analytics Interest Rate Modeling Quantitative Research Expert Testimony Derivatives Valuation Risk Management LIBOR Analytics Interest Rate Modeling Quantitative Research Expert Testimony Derivatives Valuation Risk Management
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Expert Reports
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Litigation Cases
JS

Where Mathematics
Meets Markets

Jonathan Schachter, PhD brings over two decades of quantitative expertise to the intersection of financial analytics and legal testimony. Specializing in LIBOR-related disputes, his analysis has been instrumental in settlements exceeding $4.2 billion.

With a foundation in stochastic calculus and a career spanning institutional trading desks, regulatory bodies, and expert witness engagements, Dr. Schachter delivers precision where it matters most.

PhD Mathematics CFA Charterholder Expert Witness

Areas of Expertise

01 — 05
01

LIBOR Transition Analysis

Comprehensive analytics for LIBOR cessation impact assessment, SOFR migration strategies, and fallback provision evaluation across derivative portfolios.

Core Specialty
02

Interest Rate Derivatives

Valuation modeling for swaps, swaptions, caps/floors, and exotic rate structures. Multi-curve framework implementation and CVA/DVA adjustments.

Quantitative
03

Expert Testimony

Litigation support and expert witness services for LIBOR manipulation cases, benchmark rate disputes, and financial product mis-selling claims.

Legal
04

Risk Analytics

Value-at-Risk modeling, stress testing frameworks, and portfolio risk decomposition for fixed income and derivative books.

Risk
05

Regulatory Advisory

Guidance on benchmark reform compliance, Dodd-Frank implications, and regulatory reporting requirements for interest rate products.

Compliance
"Jonathan's quantitative analysis was instrumental in our $2.4 billion LIBOR settlement. His ability to distill complex rate mechanics into clear, defensible testimony is unmatched."
— Senior Partner, Global Litigation Practice

Selected Research

Recent Publications
2024

SOFR Adoption Dynamics and Residual LIBOR Exposure

Analysis of transition completeness across major derivative markets and identification of legacy exposure concentrations.

2023

Quantifying LIBOR Manipulation Impact on Municipal Portfolios

Methodological framework for assessing damages in benchmark rate manipulation cases involving public entity portfolios.

2022

Multi-Curve Framework for Post-LIBOR Derivatives Valuation

Technical approach to consistent valuation across collateralized and uncollateralized derivative structures in the new rate environment.

Let's Discuss Your Case

Whether you require expert testimony, quantitative analysis, or strategic advisory on rate-related matters — precision starts with a conversation.