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

Dr. Yogesh Malhotra
Computational Quant Risk Analytics:
Quantitative Finance Analytics,
Cybersecurity Risk Analytics, &,
Computational Statistics Algorithms

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


Direct E-mail - LinkedIn
GMail: dr.yogesh.malhotra
Phone: 646-770-7993

Global Finance-IT-Risk Management CxO Research & Practice Leadership
Big Banks, Trillion $ Funds, Trillion $ Practices, Wall Street CxOs, Silicon Valley CxOs,
$100 Billion IT Firms, National Science Foundation, UN, US & World Governments.

*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.
*2015-2016 31 SSRN Top-10 Research Ranking Awards for Computational Quantitative & Risk Analytics Algorithms Research.
* 2008 AACSB International Impact of Research Report: Named among Black-Scholes, Markowitz, Sharpe, Modigliani & Miller
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
[Quantitative Finance Analytics] [Cybersecurity Risk Analytics] [Computational Statistics Algorithms] [Risk Analytics Ventures] [Worldwide Impact on Practices]


Advancing on Top Wall Street Investment Banks’ Computational Quant Risk Management & Risk Analytics practices leaderships & Research Impact recognized among Finance-Economics and IT Nobel Laureates by AACSB & scientific impact studies continuing global leadership of Computational Quant Risk Management & Risk Analytics practices.

World Leading Computational Quant Risk Management & Risk Analytics Research: 31 SSRN Top-10 Research Ranking Awards for 2015-2016 World Leading Algorithms-Econometrics-Quant Finance-Cybersecurity-Cyber Finance Computational & Quant Risk Analytics Research in Capital Markets, Computational Techniques, Corporate Governance, Cyberlaw, Decision-Making under Risk & Uncertainty, Econometric & Statistical Methods, Econometric Modeling, Econometrics, Hedging & Derivatives, Information Systems & Economics, Mathematical Methods & Programming, Microeconomics, Operations Research, Risk Management, Risk Management Controls, Risk Modeling, Stochastic Models, Systemic Risk, Uncertainty & Risk Modeling, and, VaR Value-at-Risk.

• Invited Quant Research Presentation, Princeton Quant Trading Conference, Princeton University, April 4, 2015. - Sponsors: Princeton University Bendheim Center & ORFE, Citadel, KCG Holdings, Apr 4, 2015.

• Wall Street Investment Banks Project Leaderships of Risk Modeling & Analysis for Banks with $1 Trillion AUM:
- JP Morgan Private Bank Multi-Asset Portfolio Fund of Funds with $500-600 Billion AUM, Midtown Manhattan.
- Mentor: JP Morgan Global Head of Quantitative Research & Analytics and US Head of Portfolio Construction
- Goldman Sachs Alumnus' Asset Management Firm with $400-500 Billion AUM, Midtown Manhattan.

• Project Leader, JP Morgan Private Bank Portfolio Construction & Optimization Liquidity Assessment Framework, reporting to and guiding Global Head of Quantitative Research & Analytics, US Head of Portfolio Construction and team.

• Project Leader, Goldman Sachs alumnus’ asset management firm, High Frequency Econometric Modeling of Co-integrated Time Series and Liquidity Microstructure Modeling reporting to and guiding Sr. VP/Portfolio Manager and team.

• Equity Portfolio & Risk Management Strategist, developed Financial Risk Analytics with 200 market data sources, did 3,500 equity trades in double-digit million US$ of 250 companies using technical, fundamental, structural analysis.

• Prior Banking & Finance Analytical & Modeling Project Leaderships for Bank of America, Las Vegas; Crédit Agricole CIB, Hong Kong Govt. Treasury Management; Wells Fargo, and, Big-3 IT for Global Financial Systems of worldwide banks.

• Founder, Risk Analytics Ventures with clients & patrons such as Goldman Sachs, Google, IBM, Intel, Microsoft, Harvard.

• Carnegie Mellon & Kellogg Executive Education faculty; Quantitative Methods Professor at Syracuse University; Keynote Speaker for UN Global Assets Modeling Expert Panel & World Governments; NSF Computer Scientists Expert Panels.

• 20-year PhD & Post-PhD experience in Statistics, Probability, Econometrics, Quantitative Finance, Operations Research, Computer Science, Cryptography, Encryption models & algorithms such as Regressions, Structural Equations, VaR, ES, EVT, ARCH/GARCH, Machine Learning, Data Mining, Bayesian Inference, Markov Chain Monte Carlo Models.

• 20-year PhD & Post-PhD experience in data analysis tools, data sources, analysis queries and procedures applied using SPSS, SAS, MATLAB, AMOS, PLS, LISREL, C++, MS-Excel, VBA, Bloomberg, etc.; 100+ Quantitative Statistical & Structural Model Validation Reviews: Top Academic Empirical Journals: Best Reviewer Award, Academy of Management.

• 17-year Post-PhD Statistical Modeling & Analysis Research: Research recognized as 'exemplar of 'considerable impact on actual practice' on Model Risk Management Practices, AACSB International Impact of Research Report. Impact evident in US Federal Reserve & Office of Comptroller of Currency Model Risk guidance: SR11-7 & OCC 2011-12.

• Led Team of 200 PhDs including Senior Professors from Top Business Schools to publish High Impact Research.

• Media Interviews & Coverage: Wall Street Journal, New York Times, Fortune, Forbes, CIO, Fast Company, Inc., etc.

• Top-10 Quantitative Modeling PhD Computer Scientist Chartered Engineer: Double Doctorate in Statistics & IT, Top-14 MS Quantitative Finance (Applied Math), MS Computer Science/Computational Finance, MS Network & Computer Security/Quantitative Finance, MBA Quantitative Economics, MS Accountancy, BE Mechanical Engg., UC Berkeley MFE & Kellogg PRMIA Risk Management Executive Education, SAS Certified, MATLAB Certified, Unix and C Certified.


Recent Research Presentations and Research Reports
*2016 Princeton Quant Trading Conference Invited Research Presentation: Beyond Stochastic Models to Non-Deterministic Methods.
*2015 Princeton Quant Trading Conference Invited Research Presentation: Beyond Risk Modeling to Knightian Uncertainty Management.
*Beyond 'Bayesian vs. VaR' Dilemma to Empirical Model Risk Management: How to Manage Risk (After Risk Management Has Failed).
*Markov Chain Monte Carlo Models, Gibbs Sampling, & Metropolis Algorithm for High-Dimensionality Complex Stochastic Problems.
*Risk, Uncertainty, and Profit for the Cyber Era: 'Knight Reconsidered': Model Risk Management of Cyber Risk Insurance Models.
*Cybersecurity & Cyber-Finance Risk Management: Strategies, Tactics, Operations, &, Intelligence: ERM to Model Risk Management.
*Number Field Sieve Cryptanalysis Algorithms for Most Efficient Prime Factorization on Composites: Beyond Shannon's Maxim.
* Bitcoin Protocol & Bitcoin Block Chain: Model of 'Cryptographic Proof' Based Global Crypto-Currency & Electronic Payments System.
*2015-2016 31 SSRN Top-10 Research Ranking Awards for Computational Quantitative & Risk Analytics Algorithms Research.
* 2008 AACSB International Impact of Research Report: Named among Black-Scholes, Markowitz, Sharpe, Modigliani & Miller

Top Wall Street Investment Banks Quantitative Finance Projects & Venture Projects
Princeton Quant Trading Conference: Future of Finance: Invited Research Presentations
Quantitative Finance Risk Analytics Modeling Wall Street Investment Banks & VC Projects
Model Risk Management: Risk Management Analytics from 'Prediction' to 'Anticipation of Risk'
Quantitative Finance Risk Analytics, Econometric Analytics, Numerical Programming Models
Quantitative Finance Model Risk Management for Systemic-Tail Risks in Cyber Risk Insurance
JP Morgan Portfolio Optimization, VaR & Stress Testing: 17-Asset Class Portfolio
JP Morgan Portfolio Liquidity Risk Modeling Framework for $500-600Bn Portfolio
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 Recognized among Information Science & Economics Nobel laureates
AACSB International Reports Impact of Research among Black-Scholes, Markowitz, Sharpe
Research Impact Recognized among Finance & Information Technology Nobel laureates
31 SSRN Top-10 Rankings: Computational Quant Analytics: Algorithms, Methods & Models
FinTech Innovations: Model Risk Arbitrage, Cyber Finance, Cyber Risk Insurance Modeling
Computational Quantitative Finance Modeling & Risk Management Research Publications
Model Risk Management of Cyber Risk Insurance Models & Quantitative Finance Analytics
Thesis on Ongoing Convergence of Financial Risk Management & Cyber Risk Management
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
Future of Bitcoin & Statistical Probabilistic Quantitative Methods: Global Financial Regulation
Models Validation Expert Panels: IT, Operations Research, Economics, Computer Science

Global, National, & Enterprise CxO Level Finance-Technology-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
The Future of Finance Project Leading Quantitative Finance Practices at Elite Conferences
The Griffiss Cyberspace Cybersecurity Venture Spans Wall Street and Hi-Tech Research
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


AACSB Impact of Research among Finance Nobel Laureates such as Black-Scholes

Scientific Impact Studies Rankings among IT Nobel Laureates and Harvard Professors

CNet Networks Corporate Computing Award for Most Influential Research

Academy of Management Best Reviewer Award for Quantitative Structural & Statistical Models

31+ SSRN Top-10 Rankings in Computational Quantitative Risk Analytics-Econometrics-Algorithms  


    Corporate Governance: Disclosure, Internal Control, & Risk-Management eJournal


    CGN: Risk Management Practice
    CGN: Risk Management, Including Hedging & Derivatives
    Corporate Governance Practice Series eJournal
    IRPN: Innovation & Cyberlaw & Policy
    ISN: Property Protection


    Econometrics: Mathematical Methods & Programming eJournal
    Computational Techniques
    Information Systems & Economics eJournal


    Econometrics: Mathematical Methods & Programming eJournal
    Computational Techniques


    Econometric Modeling: Capital Markets - Risk eJournal
    Econometric Modeling: Risk Management eJournal
    Econometric Modeling: Capital Markets - Risk eJournal
    Operations Research Network eJournal
    OPER Subject Matter eJournal
    Systemic Risk
    Econometrics: Mathematical Methods & Programming eJournal


    Stochastic Models eJournal
    Computational Techniques
    OPER: Analytical
    Other Econometrics: Mathematical Methods & Programming
    Econometric & Statistical Methods - Special Topics eJournal
    Microeconomics: Decision-Making under Risk & Uncertainty eJournal
    VaR Value-at-Risk
    Uncertainty & Risk Modeling
    Econometric & Statistical Methods


    Econometric Modeling: Capital Markets - Risk eJournal
    Microeconomics: Decision-Making under Risk & Uncertainty eJournal
    Uncertainty & Risk Modeling
    VaR Value-at-Risk.


Post-Doctoral Quantitative Finance & Cybersecurity Research Presented at Princeton University
, 2009-2015
Thesis Focus: Quantitative Finance, Cybersecurity, Computer Science, Machine Learning
-Extreme Risk
Quant Finance Models: Model Risk Management of Cyber Finance & Cyber Risk Insurance Models.

Carnegie Mellon University & Kellogg School of Management Invited Executive Education Faculty

STEM (Science, Technology, Engineering, & Mathematics)  Tenure-Track Professor

Associate Professor (Promoted) & Assistant Professor of Quantitative Methods
, 2001-2009
Quantitative Risk & Financial Modeling IT & Operations Research-Supply Chain Management MBA Faculty

Assistant Professor of STEM-Computer Science, Cybersecurity, Advanced Analytics
, 2015-2016
Computer Science & Cybersecurity
: IT, Programming, Data Science, Machine Learning Faculty

Assistant Professor of Information Technology & Operations Research
, 1998-2001
Enterprise Risk Management: IT, e-Business, & Knowledge Management Executive MBA & MBA Faculty


Top-10 PhD Double Doctorate in IT & Statistics, National Honors: Quantitative Risk Management & Controls
- Quantitative PhD Thesis: Statistical Models of Quantitative Risk Management & Controls

Top-14 MS Quantitative Finance: Applied Math: Advanced Econometrics, Risk Modeling 
MFE Master of Financial Engineering Executive Education, University of California, Berkeley
PRMIA Quantitative Risk Management Executive Education, Kellogg School of Management
MS Network & Computer Security, 1st, Outstanding Student Award: Bayesian Inference, Markov Chain Monte Carlo Models 
MS Computer Science: Computational Finance, AI & Modeling, Algorithms, Data Mining, Machine Learning
MS Accountancy, 1st 4.0/4.0, Perfect GPA Award: Finance: Advanced Financial Accounting & Auditing, Asset Valuations
MBA Quantitative Economics, 1st 4.0/4.0, National Honors: Advanced Statistics, Econometrics & Optimization 
BE, Bachelor of Engineering with Distinction, Highest Honors : Mechanical Engineering: Physics


Algorithms, Data Science, Machine Learning, Statistical Modeling, Quantitative Finance, Risk Management, Econometrics, Investment Banking, Portfolio Management, Financial Modeling, Derivatives, Predictive Analytics, Software Engineering, C++, Matlab, SAS, SQL, Microsoft Excel, VBA, Bloomberg, R, Python, Market Risk, Credit Risk, Liquidity Risk, Model Risk, Hedge Funds, Valuation, Quantitative Analytics, Financial Risk, Portfolio Optimization, Fixed Income, Trading Strategies, Statistics, Financial Econometrics, Time Series Analysis, Stress Testing, Data Modeling, Swaps, Equities, Trading, Data Mining, Stochastic Modeling, Quantitative Models, Asset Liability Management, Interest Rate Derivatives, Structural Equation Modeling, Cyber Risk, Cyber Risk Insurance, Cybersecurity, Information Assurance, Penetration Testing, Metasploit, Nmap, Wireshark, CISSP, CISA, CEH.

Selected for inclusion in biographical profiles of worldwide leaders and achievers from both the United States and around the world in:

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