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Dr. Yogesh Malhotra
Chief Research Scientist
Banking, Financial Services,
& Investment Management

Computational Quantitative
Finance-Risk Management


Contact: Direct E-mail - LinkedIn

Portfolio of Global CxO Research & Practice Leadership
Trillion $ Hedge Funds, Trillion $ Practices, Wall Street, Silicon Valley,
National Science Foundation, US & World Governments, United Nations.

PhD, MSQF, MSCS, MSAcc, MBAEco, BE, C.Eng.,

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

*AACSB Reports Impact of Research among Black-Scholes & Markowitz

Projects - Market Risk - HF Econometrics - Liquidity Risk - Beyond VaR - Model Risk - Research - Publications - Ventures
Future of Risk - Cyber Finance - Quantum Finance - Future of Quant - Markov Chain - Monte Carlo - Pen Testing - 'Digital'


Dr. Yogesh Malhotra's research is recognized among 'exemplars' of 'considerable impact on actual practice' such as Black-Scholes, Harry Markowitz, and 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.

His Computational Quantitative Risk Management focus over the last decade has been on advancing top Wall Street investment banking leadership risk management strategies to reflect recent trends in Finance particularly as they relate to Model Risk Management concerns. His recent experience is in leading quantitative finance and quantitative risk modeling projects for top Wall Street investment banks such as JP Morgan Private Bank with $1 trillion AUM. Prior to that he founded award-winning influential financial and risk analytics ventures with clients and patrons such as top Wall Street and IT firms such as Goldman Sachs, Google, IBM, Intel, and, Microsoft; top consulting firms such as Accenture, E&Y, McKinsey, and, PwC; and top business schools such as Harvard, MIT, Princeton, Stanford, and, Wharton while Associate Professor & Assistant Professor of Quantitative Methods in research academia and Executive Education faculty at Carnegie Mellon & Kellogg. Before research academia, he was a global banking modeling & implementation projects leader with big banks such as Bank of America across USA and Hong Kong and led development of global financial systems used by worldwide banks and financial firms. Influence of his research on managing model risks is evident in Federal Reserve System and OCC guiding principles such as SR11-7 and OCC 2011-12. [Continued]

Wall Street Hedge Funds Computational & Quantitative Finance Projects & VC 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
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
Advancing Beyond Value-At-Risk (VaR) Model Risks Exposed by the Global Financial Crisis
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
Bitcoin Protocol: Model of ‘Cryptographic Proof’ Based Crypto-Currency & e-Payments
Future of Bitcoin & Statistical Probabilistic Quantitative Methods: Global Financial Regulation
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