Bookmark and Share

World Leading Hi-Tech Research Defining World Leading Finance & Risk Management Practices ™

Dr. Yogesh Malhotra
Computational Quantitative Analytics:
Finance-Risk Management-Cybersecurity

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,
Phone: +01 (646) 770-7993 (By appointment),
Voice Mail: +01 (646) 770-7993

Portfolio of Global CxO Finance & Risk Management 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

*Beyond ‘Bayesian vs. VaR’ Dilemma to Empirical
Model Risk Management: How to Manage Risk
(After Risk Management Has Failed)

*Projects *Goldman Sachs *JP Morgan *Wall Street Hedge Funds *Bayesian vs. VaR *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 the Future of Finance, Future of Risk, & Future of Quant: 'Knight Reconsidered': Risk, Uncertainty & Profit for the Cyber Era.
*SSRN's Top Ten Papers: 16 Model Risk Management Top-10 Rankings in 11 Weeks & Counting... Stochastic, Econometric, Mathematical Modeling.
*Globally Leading Edge Advanced Data Science Analytics in Quantitative Finance, Model Risk Management, and Cybersecurity Risk Insurance.
*SSRN's Top Ten Paper: ERN: Systemic Risk (Topic) and Econometrics: Mathematical Methods & Programming eJournal: March 2015.
*SSRN's Top Ten Paper: Econometric Modeling: Capital Markets - Risk eJournal: March 2015.
*SSRN's Top Ten Paper: Econometrics: Mathematical Methods & Programming eJournal: March 2015.
*SSRN's Top Ten Paper: Econometric Modeling: Capital Markets - Risk eJournal: March 2015.
*SSRN's Top Ten Paper: Stochastic Models eJournal; Computational Techniques (Topic); OPER: Analytical (Topic): February 2015
*SSRN's Top Ten Paper: ERN: Econometric & Statistical Methods - Special Topics eJournal: February 2015
*SSRN's Top Ten Paper: ERN: Other Econometrics: Mathematical Methods & Programming (Topic): February 2015
*SSRN's Top Ten Paper: Computational Techniques (Topic); OPER: Analytical (Topic): February 2015
*SSRN's Top Ten Paper (Topics): Econometric & Statistical Methods; Uncertainty & Risk Modeling: February 2015
*SSRN's Top Ten Paper: Microeconomics: Decision-Making under Risk & Uncertainty eJournal; VaR: February 2015
*SSRN's Top Ten Paper: Econometric Modeling: Capital Markets - Risk eJournal: January 2015
*SSRN's Top Ten Paper: Microeconomics: Decision-Making under Risk & Uncertainty eJournal: January 2015
*SSRN's Top Ten Paper: VaR Value-at-Risk (Topic); Uncertainty & Risk Modeling (Topic): January 2015


Yogesh Malhotra is the Chief Research Scientist at the Global Risk Management Network, LLC, the digital research enterprise originally founded during his PhD research fellowship at the University of Pittsburgh on the emergence of the World Wide Web. His research impact is recognized among "exemplars" of "considerable impact on actual practice" such as Finance Nobel laureates Black-Scholes, Harry Markowitz, and William Sharpe by the AACSB International Impact of Research Report. He has taught as invited Executive Education faculty at the Carnegie Mellon University Graduate School of Industrial Administration and the Kellogg School of Management.

His Computational Quantitative Risk Management focus over the last decade has been on advancing Wall Street investment banking leadership risk management strategies to reflect recent trends in Finance as they relate to Model Risk Management concerns. His recent experience is in leading quantitative finance and quantitative risk modeling projects for Wall Street investment banks with $1 trillion AUM such as JP Morgan Private Bank. Prior to that, he founded risk analytics ventures with clients and patrons such as Goldman Sachs, Google, Harvard, IBM, and, Intel. In research academia, he served as Assistant Professor of Quantitative Methods at the Syracuse University where he was promoted to Associate Professor. Before that, he was a global banking modeling and implementation projects leader with global banks such as Bank of America across USA and Hong Kong and led development of global financial models and systems used by worldwide banks and financial firms.

He has led the global expert panel of economists on the measurement of national knowledge assets at the United Nations world headquarters and thirty-two US national expert panels of computer scientists and cybersecurity specialists of the National Science Foundation. His invited plenary keynotes have addressed Silicon Valley CEOs and VCs; Government of Mexico and Parliament Cabinet Ministers, and, national executive leadership and nationwide TV viewers of South Korea. He has served as invited advisor to the US Federal Government and the Government of Netherlands. His research ventures are written about, applied, and, recommended by global CxOs such as Microsoft founder Bill Gates and CxOs of US Army, US Navy, and, US Air Force as well as senior leaders at world governments and parliaments such as the European Union and the Australian Parliament.

Editorial reviews of his risk management and analytics technology ventures and his interviews have appeared in the worldwide business and technology press including Wall Street Journal, New York Times, Los Angeles Times, Fortune, Forbes, Inc., Business Week, San Jose Mercury News, Computerworld, Information Week, CIO Magazine, CIO Insight, Chief Executive, etc. His biography has been published by invitation in Marquis Who's Who in America®, Marquis Who's Who in the World®, Marquis Who's Who in Finance and Industry®, and Marquis Who's Who in Science and Engineering®.

• Founder, Risk Analytics Ventures with clients & patrons such as Goldman Sachs, Google, IBM, Intel, Microsoft, Harvard. Executive Education Faculty, Kellogg & Carnegie Mellon. Quantitative Methods Professor, Syracuse University.

• Recent Wall Street Top Investment Banks Project Leaderships of Risk Modeling of Multi-Asset Investment Portfolios for Banks with $1 Trillion AUM such as JP Morgan Private Bank, &, Goldman Sachs Alumnus' Asset Management Firm. Prior Banking & Finance Analytical & Modeling Leaderships for Bank of America; Crédit Agricole CIB, Hong Kong; Wells Fargo, &, Big-3 IT, etc.

• Research recognized among 'exemplars' of 'considerable impact on actual practice' such as Black-Scholes & Harry Markowitz by AACSB International Impact of Research Report. 17-year Post-PhD Statistical Modeling & Analysis Model Risk Management Research with impact evident in US Federal Reserve & OCC Model Risk guidance: SR11-7 & OCC 2011-12.

• High impact research in Data Science Analytics, Statistics, Probability, Econometrics, Multivariate Regression, Structural Equations, VaR, ES, EVT, ARCH/GARCH, Machine Learning, Data Mining, Bayesian Inference, Markov Chain Monte Carlo Models, Operations Research, Computer Science, Cryptography, Encryption Models & Algorithms, and, Queries & Procedures applied using SPSS, SAS, MATLAB, C++, MS-Excel, VBA, Bloomberg, etc.

Models: Liquidity Risk, Market Risk, Credit Risk, Interest Rates, Equity, Fixed Income, Bonds.
Asset Classes: Equities, Bonds, Currencies, Commodities, Hedge Funds, Alternative Investments.
Derivatives: Discrete & Continuous: Credit, Equity, Fixed Income, Interest Rates, Bonds.

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
MS Accountancy/Finance
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