Bookmark and Share

Dr. Yogesh Malhotra
Chief Research Scientist
Computational Quantitative
Finance-IT-Risk Management

PhD, MSQF, MSCS, MSNCS*, MSAcc, MBAEco, BE,
C.Eng., CISSP, CISA, CEH, CCP/CDP, CPA (Education)

Who's Who in America®
Who's Who in the World
®
Who's Who in Finance & Industry
®
Who's Who in Science & Engineering®

*

Contact: Direct E-mail - LinkedIn


Portfolio of Global CxO Research & Practice Leadership

Big Banks, Trillion $ Funds, Trillion $ Practices, Wall Street, Silicon Valley,
$100 Billion IT Firms, NSF, US & World Governments, United Nations.

Top-10 Quantitative Risk Management PhD Double Doctorate, Pitt
PhD Courses in Quantitative Methods, Carnegie Mellon University
Top-14 MS Quantitative Finance, Fordham University, Midtown Manhattan
Master of Financial Engineering Executive Education, UC Berkeley
Kellogg/PRMIA Executive Education, Kellogg School of Management
MS Computer Science, AI, Algorithms, Data Mining, Machine Learning
MS Network & Computer Security*, Cybersecurity, Information Assurance
MS Accountancy, Asset Pricing, Capital Markets, Risk Management
MBA Economics, Advanced Statistics, Econometrics & Optimization
Bachelor of Engineering & C.Eng. Chartered Engineer of Institution of Engineers
CISSP - Certified Information Systems Security Professional, ISC2
CEH - Certified Ethical Hacker, EC-Council
CISA - Certified Information Systems Auditor, ISACA
CCP/CDP - Certified Computing Professional/Certified Data Professional, ICCP
CPA (Education) - Certified Public Accountant (Education), AICPA New York

*AACSB Reports Impact of Research among Finance Nobel Laureates

Projects - Market Risk - HF Econometrics - Liquidity Risk - Bayesian VaR - Model Risk - Future of Finance - Research - Ventures
Future of Risk - Cyber Finance - Quantum Finance - Future of Quant - Markov Chain Monte Carlo - Trust Computing - 'Digital'

Profile

Dr. Yogesh Malhotra is recognized among 'exemplars' of 'considerable impact on actual practice' such as Finance Nobel Laureates Black-Scholes, Harry Markowitz, & William Sharpe in the AACSB International Impact of Research Report. The AACSB International Impact of Research Report noted the real world impact of his fundamental and applied scholarly Model Risk Management research among exemplars such as The pricing of options and corporate liabilities by Black-Scholes and Merton, Portfolio selection by Harry Markowitz, and, Capital market prices by Bill Sharpe. High-profile scientific impact studies have ranked the impact of his research among Top-50 Business Economics researchers such as information scientist Herbert Simon and economist Joseph Schumpeter. His research and practices are ranked and profiled in scientific impact studies, global business press, and industry surveys among Finance & Information Science Nobel laureates and distinguished professors from institutions such as Harvard University .
Continued...

Top Wall Street Investment Banks Quantitative Finance Projects & Venture Projects
Quantitative Finance Risk Analytics Modeling Wall Street Investment Banks & VC Projects
Quantitative Finance Risk Analytics, Econometric Analytics, Numerical Programming Models
JP Morgan Bank Liquidity Assessment Framework for Portfolio Construction & Optimization
Bayesian VaR Beyond Value-At-Risk (VaR) Model Risks Exposed by Global Financial Crisis
Goldman Sachs Alumnus Asset Manager Large-Scale Data High Freq Econometric Models
Quantitative Finance, Risk Modeling, Econometric Modeling, Numerical Programming
Technologies of Computational Quantitative Finance & Risk Analytics and Risk Management
Algorithms & Computational Finance: C++, SAS, Java, Machine Learning, Signal Processing
Cybersecurity, Financial Protocols & Networks Protocols Analysis, and, Penetration Testing
Quantitative Finance, Quantitative Risk Analytics & Risk Management Projects Impact
Digital Social Enterprise Ventures Creating Trillion $ Practices for Hundreds of Millions

Research Impact Ranked among Finance Nobel Laureates & Senior Harvard Professors
U.S. Federal Reserve & Office of the Comptroller of the Currency Model Risk Guidance
Bayesian VaR Beyond Value-At-Risk (VaR) Model Risks Exposed by Global Financial Crisis
Markov Chain Monte Carlo Models & Algorithms to Enable Bayesian Inference Modeling
OCC Notes Cybersecurity Risk & Cyber Attacks as Key Contributor to Banks' Financial Risk
Griffiss Cyberspace Cybersecurity Venture Aims to Span Wall Street and Hi-Tech Research
Modeling Social Networks Trust Management Protocols in Next Generation Mobile Networks
A Risk Management Framework for Penetration Testing of Banking & Finance VoIP Networks
Bitcoin Protocol: Model of ‘Cryptographic Proof’ Based Crypto-Currency & e-Payments
Future of Bitcoin & Statistical Probabilistic Quantitative Methods: Global Financial Regulation
Modeling Next Generation Cryptographic Protocols when "the Enemy Knows the System"
Thesis on Ongoing Convergence of Financial Risk Management & Cyber Risk Management
Financial & Crypto Network Protocols Analyses => Critical Risks, Threats & Vulnerabilities
Computational Quantitative Finance Modeling & Risk Management Research Publications
Models Validation Expert Panels: IT, Operations Research, Economics, Computer Science
Research Rankings among Nobel Laureates & Harvard University Distinguished Professors

Global, National, & Enterprise CxO Level Thought Leadership Risk Management Ventures
CxO Think Tank that pioneered 'Digital' Management of Risk, Uncertainty, & Complexity
CxO Consulting: Global, National & Corporate Risk Management Practices Leadership
CxO Guidance: Cyber Defense & Finance-IT-Risk Management: Uncertainty & Risk
CxO Keynotes: Conference Board, Silicon Valley, UN, World Economy: Uncertainty & Risk
UN Quantitative Economics Expert Paper & Keynote on Global Economists Expert Panel
National Science Foundation Cybersecurity & Cybercomputing National Expert Panels
Digital Social Enterprise Innovation Ventures Pioneering the Future of Risk and Quant
Global Footprint of Worldwide World-Leading CxO Risk Management Ventures & Practices

* 2014, Expected.