About
Dr. Gunter Meissner is an expert in quantitative finance, financial technology, and derivatives modeling. Currently the President of DerSoft, Executive Research Director at Bodhi Research Group, and an Adjunct Professor of Mathematical Finance at Columbia University and NYU, he brings decades of combined Wall Street and academic leadership to his work. Dr. Meissner previously served as Head of Product Development and Head of Options at Deutsche Bank across Frankfurt, New York, and Tokyo, where he designed pricing algorithms for complex exotic options and swaptions. His academic career includes directing the Master in Financial Engineering program at the University of Hawaii and serving as Professor of Finance at Hawaii Pacific University, following early work as a lecturer in mathematics and statistics at the Economic Academy Kiel.
Professional Consulting Services
Consulting services incorporating cutting edge research for your financial needs.Â
01.AI Model Design for Financial & Economic Systems
I provide high-impact quantitative consulting at the intersection of financial mathematics, economic theory, and advanced machine learning. Specializing in bespoke AI model design and complex derivatives, I build production-grade valuation engines, dynamic hedging frameworks, and risk management systems. Whether calibrating stochastic volatility models, engineering exotic pricing architectures, or deploying regime-switching AI, I deliver institutional-grade, audit-ready financial intelligence.
02.Financial Risk Management
I deliver institutional-grade financial risk management consulting grounded in quantitative mathematics and economic theory. I engineer robust frameworks to identify, quantify, and mitigate market, credit, and liquidity risks. From tail-risk metrics (VaR/CVaR) and dynamic stress testing to counterfactual scenario modeling and SR 11-7 regulatory compliance, my data-driven solutions protect capital, optimize balance sheets, and ensure resilience across volatile economic regimes.
03.Correlation Management
I offer advanced correlation management consulting grounded in quantitative mathematics and economic theory to manage complex cross-asset dependencies. Using copula modeling, dynamic covariance frameworks, and matrix shrinkage techniques, I build tail-dependence stress tests and correlation hedging strategies. Whether mitigating breakdown risk in multi-asset portfolios or pricing basket derivatives, I deliver institutional-grade solutions that protect capital during systemic market shocks.
04.Investments and Alternative Investments
I provide quantitative advisory in traditional and alternative investments, bridging economic theory with advanced portfolio analytics. I specialize in strategic asset allocation, factor-based risk modeling, and performance attribution across private equity, hedge funds, real assets, and private credit. By modeling illiquidity premiums, dynamic correlations, and macroeconomic drivers, I engineer institutional strategies that maximize risk-adjusted returns and optimize capital deployment.