World Leading Hi-Tech Research Defining World Leading Risk Management Practices ™
Dr. Yogesh Malhotra
PhD, MSQF, MSCS, MSNCS, MSAcc, MBAEco,
BE, C.Eng., CISSP, CISA, CEH
Computational Quantitative Analytics
Who's Who in America®, Who's Who in the World®,
Who's Who in Finance & Industry®,
Who's Who in Science & Engineering®
Portfolio of Global CxO Research & Practice Leadership
$1 Trillion Funds, $100 Billion Hi-Tech Firms, Wall Street, Silicon Valley,
National Science Foundation, US & World Governments, United Nations.
Top-10 PhD, Double Doctorate: IT & Statistics, University of Pittsburgh
PhD Courses in Quantitative Methods, Carnegie Mellon University
Master of Financial Engineering Executive Education, UC Berkeley
MS Quantitative Finance, Fordham University, Midtown Manhattan
MS Computer Science, AI & Modeling, Algorithms, Machine Learning
MS Network & Computer Security, Cybersecurity & Information Assurance
MS Accountancy, Asset Pricing, Capital Markets, Risk Management
MBA Economics, Advanced Statistics, Econometrics & Optimization
Risk Management Executive Education, Kellogg School of Management
SAS Programming, Data Science & Data Modeling, SAS Institute
ABA/AIB, CEH, CISSP, CISA, CCP/CDP, CPA (Education), C.Eng. (I)
AACSB Reports Impact of Research among...
Markowitz 1952, Modigliani & Miller 1958, Sharpe 1964,
Fama 1965 & 1970, Black & Scholes 1973,... Malhotra 2004
Projects - JP Morgan - Wall Street Hedge Funds - Bayesian vs. VaR - Goldman Sachs - Model Risk Management - Research - Publications - Tech Ventures
Future of Risk - Cyber Risk Insurance - Bitcoin Protocol - Markov Chain Monte Carlo - Number Field Sieves - Pen Test Frameworks - Trust Protocol Models
Report on Future of Finance, Future of Risk, & Future of Quant: 'Knight Reconsidered': Risk, Uncertainty & Profit for the Cyber Era
SSRN's Top Ten Paper: Econometric & Statistical Methods eJournal; Other Topics: Uncertainty & Risk Modeling: February 2015.
SSRN's Top Ten Paper: Microeconomics: Decision-Making under Risk & Uncertainty eJournal; VaR Value-at-Risk (Topic): February 2015.
SSRN's Top Ten Paper: Stochastic Models eJournal; Computational Techniques (Topic); OPER: Analytical (Topic): February 2015.
SSRN's Top Ten Paper: ERN: Other Econometrics: Mathematical Methods & Programming (Topic) Top Ten: February 2015.
SSRN's Top Ten Paper: Econometric Modeling: Capital Markets - Risk eJournal; VaR Value-at-Risk (Topic): January 2015.
SSRN's Top Ten Paper: Decision-Making under Risk & Uncertainty eJournal; Uncertainty & Risk Modeling (Topic): January 2015.
Top-10 IT & Statistics PhD Double Doctorate Research & Analytics Computer Scientist with Wall Street investment banks with $1 Trillion AUM such as JP Morgan Private Bank & Goldman Sachs alumnus' asset management firm. Founded award-winning risk management ventures with CxO clients such as Goldman Sachs. Ranked & profiled among Nobel laureates such as Black-Scholes in business press, industry surveys & scientific impact studies.
Global Banking & Finance project teams leader in investment management, trading & retail banking with over 15-years of global leadership in quantitative finance, quantitative modeling, risk management & stress testing; quantitative risk modeling & model validation; portfolio trading & risk analytics; and, global financial systems integration and currency arbitrage systems.
Recent quantitative finance, quantitative modeling & risk management projects with top Wall Street investment banks such as JP Morgan $500 billion fund of funds & a $400 billion asset manager include portfolio construction & optimization; liquidity risk, market risk, and credit risk modeling and portfolio stress testing; hedge funds' performance modeling; & evaluation of trading & hedging strategies for alpha & risk.
Before that, founder of award-winning financial risk analytics & risk management ventures with CxO patrons such as Goldman Sachs while serving as invited Executive Education faculty at Carnegie Mellon and Kellogg & in quantitative risk modeling & mathematical financial modeling research academia.
Prior to that, currency arbitrage and global financial systems software engineer with global banks such as Bank of America across USA, Hong Kong & India. Served as invited advisor to Fortune 100 CxOs & $100 billion hi-tech firms such as Intel, US & world governments, NSF, UN.
Named among 'exemplars' of 'considerable impact on actual practice' among others such as Black-Scholes, Harry Markowitz, & William Sharpe in the AACSB International Impact of Research Report.
Post-Doc Research Thesis on Model Risk Management
PhD Thesis on Quantitative Risk Management Models
Top-10 PhD IT-Statistics-Quantitative Methods
- Double Doctorate: IT & Statistics
- Quantitative Methods 3.96
MS Quantitative Finance/Risk Management
MS Computer Science/Computational Finance/Data Science & Analytics
MS Network & Computer Security/Computational Finance/Data Science & Analytics
MBA Quantitative Economics
BE with Distinction, C.Eng., CISSP, CISA, CEH.
Skills, Expertise & Interests: 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®.
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
• Computational Quantitative Finance Modeling & Risk Management Research Publications
• Griffiss Cyberspace Cybersecurity Venture Spans Wall Street and Hi-Tech Research
• 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
• 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