I'm going to assume by final quest, you mean the Night of the Hunter one, the "final" quest after that, he should be right in front of you.
If you mean back from the docks, head back up the path towards Solitude and he'll be leaning just inside the wall before you get to the main gate.
If you mean after the quest is basically done, he's standing on the path just outside the city near the same spot. On the path heading back down the hill away from the city.