Pioneering Digital Innovations for the World to Model and Manage Risk & Uncertainty for Over 20 Years:
World Leading Hi-Tech Research Defining World Leading
Computational Quantitative Risk Analytics Practices

Global Risk Management Network, LLC, 757 Warren Rd, Cornell Business & Technology Park, Ithaca, NY 14852-4892
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Dr. Yogesh Malhotra
PhD,MSQF,MSCS,MSNCS,MSAcc,MBAEco,
BE,CEng,CISSP,CISA,CEH,CCP/CDP,CPA Education
Computational Quant Risk Analytics:
Algorithms & Machine Learning,
CyberSecurity Risk Engineering,
Quantitative Risk Analytics,
Risk Analytics Ventures,
Worldwide Impact on Practices

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

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E-mail - LinkedIn
GMail: dr.yogesh.malhotra
Ph: 646-770-7993
Citizenship: USA, Residence: New York

Global Digital Transformation, Quant Analytics, & Risk Management Practices Leaderships
World's Largest Banking & Finance Firms, IT & Telecom Firms, Wall Street CxOs, Silicon Valley CxOs,
National Science Foundation; United Nations; US & World Governments, Economies, Defense Agencies.

*2008: AACSB Impact of Research among Nobel Laureates such as Black-Scholes, Harry Markowitz, Modigliani & Miller, William Sharpe.
*2016 Princeton Quant Trading Conference Invited Research Presentation: Sponsors: Princeton University, Goldman Sachs, Citadel, SIG.
*2015 Princeton Quant Trading Conference Invited Research Presentation: Sponsors: Princeton University, Citadel, KCG Holdings.
*2016 New York State Cyber Security Conference Research Presentation: Sponsors: New York State Governor & Office of IT Services.
*2015 New York State Cyber Security & Engineering Technology Association Conference: Sponsor: NYS Cyber Security & Eng. Tech. Assoc.
*2015-2016: 36 Top-10 Rankings: ALGORITHMS, MACHINE LEARNING & ECONOMETRICS for COMPUTATIONAL RISK ANALYTICS.
Research Impact recognized among IT and Finance-Economics Nobel laureates in business press, industry surveys & scientific impact studies.   Risk Management Tech Ventures leading Computational Quantitative Analytics, Machine Learning, Data Science, Quantitative Finance, & Cybersecurity Practices.
Global Thought Leadership spanning Silicon Valley to Seoul and all the continents in between with global impact across most nations of the world.   Worldwide Business and IT Editorial Coverage & Interviews in Wall Street Journal, New York Times, Fortune, Fast Company, Forbes, Business Week, CIO, CIO Insight, Computerworld, Information Week, etc.

*Projects *Goldman Sachs *JP Morgan *Wall Street Hedge Funds *Princeton Presentations *Model Risk Arbitrage *Cyber Finance *Cyber Risk Insurance * Ventures
*Bayesian vs. VaR *Markov Chain Monte Carlo Models *Mobile Trust Models * Pen Testing Frameworks *Bitcoin Cryptanalytics *NFS Cryptanalytics Algorithms
*Research Impact *Future of Finance *Beyond VaR *Model Risk Management *SR11-7 *OCC2011-12 *Future of Risk *Cyber Risk *SSRN *Google Scholar *Publications

[Algorithms & Machine Learning] [CyberSecurity Risk Engineering] [Quantitative Risk Analytics] [Risk Analytics Ventures] [Worldwide Impact on Practices]


EXECUTIVE PROFILE
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• Top-10 Quant PhD Chief Scientist: 20-yr global IT-Finance-Risk-Analytics practices leadership in Algorithms & Machine Learning, Computational Quantitative Risk Analytics, Cybersecurity Risk Engineering, &, FinTech Ventures. Global impact on Analytics, Digital Transformation & FinTech Practices.

• Invited Post-Doc Data Science Algorithms & Machine Learning Research presentations at Princeton Quant Trading Conference sponsored by Princeton University & Goldman Sachs. 36 Top-10 SSRN research rankings in Computational, Quantitative, and Risk Analytics for 2015-2016.

• Led Computational, Quant, &, Risk Analytics practices and top Portfolio Management & Hedge Fund MDs & PMs of top Wall Street investment banks with $1 Trillion AUM such as JP Morgan in Liquidity Risk, Market Risk, Credit Risk, and, Financial Econometrics Large-Scale Data Modeling with SAS, MATLAB, C++, MS-Excel, VBA, Bloomberg.

• Research impact recognized in 'exemplars' of 'considerable impact on actual practice' such as Nobel laureates Black-Scholes by AACSB. Invited Executive Education faculty at Carnegie Mellon & Kellogg and tenure-track professorships in STEM Computer Science-Cybersecurity-Analytics, Quant Methods, and, IT-Operations Research MBA faculties.

• Founded award-winning FinTech ventures leading worldwide Digital-Analytics practices with millions of patrons-clients including Google, Goldman Sachs, Harvard, HP, IBM, Intel, Microsoft, MIT, NASA, Ogilvy, Princeton, Silicon Valley, US Air Force, US Army, US Navy.

• Led Global Financial Systems development with Big-3 Banking & Finance and Big-3 IT firms. Global Financial Systems Engineer & Management Consultant for Big Banks such as Bank of America & Big IT firms across USA, Hong Kong, India.

• Leadership of U.S. & World Governments-Parliaments, UN, NSF, world’s largest firms across industries such as: JP Morgan in Banking-Finance, Intel in IT-Telecom, UPMC in Healthcare, TATA in Software, Suzuki in Automotive.