Dr. Yogesh Malhotra 
The 360^{o} View of Computational Quantitative Risk Management™
Who's Who in America^{®} Portfolio of Global CxO Research & Practice Leadership 
• Recent Wall Street Top Investment Bank Project Leaderships of Risk Modeling & Risk Management for Banks with $1 Trillion AUM such as JP Morgan Private Bank MultiAsset Portfolio Fund of Funds with $500600 Billion AUM, and, a Goldman Sachs Alumnus' Asset Management Firm with $400500 Billion AUM in Midtown Manhattan.
Models, Asset Classes, Derivatives:
 Liquidity Risk, Market Risk, Credit Risk, Interest Rates, Equity, Fixed Income, Bonds.
 Equities, Bonds, Currencies, Commodities, Hedge Funds, Alternative Investments.
 Discrete & Continuous: Credit, Equity, Fixed Income, Interest Rates, Bonds, ABS, MBS.
• 15year PostPhD Statistical Modeling & Analysis Research recognized among 'exemplars' of 'considerable impact on actual practice' such as BlackScholes & Harry Markowitz, AACSB International Impact of Research Report. Impact evident in US Federal Reserve & OCC Model Risk guidance: SR117 & OCC 201112.
• Founder, Risk Analytics Ventures with clients & patrons such as Goldman Sachs, Google, IBM, Intel, Microsoft, Harvard. Executive Education Faculty: Carnegie Mellon & Kellogg. Associate Professor & Assistant Professor of Quantitative Methods, Syracuse University.
• Prior Banking & Finance Analytical & Modeling Project Leaderships for Bank of America, Las Vegas; Crédit Agricole Corporate and Investment Bank, Hong Kong; Wells Fargo.
• 20year experience in data analysis tools, data sources, analysis queries and procedures applied using SPSS, SAS, MATLAB, AMOS, PLS, LISREL, C++, MSExcel, VBA, Bloomberg, etc.
• 20year experience in Statistics, Probability, Econometrics & Quantitative Finance: Regressions, Structural Equations, VaR, ES, EVT, ARCH/GARCH, Algorithms, Cryptography, Bayesian Inference, Markov Chain Monte Carlo.
• Top Risk Management, Risk Modeling, Controls Credentials:
Top10 Quantitative PhD Double Doctorate
 Quantitative Risk Management
 Quantitative Risk Modeling
Top14 MS Quantitative Finance
MS Computer Science: Computational Finance
MS Accountancy
MBA Quantitative Economics
CISSP, CISA, CEH.
Recent Wall Street Investment Bank Projects • Project Manager, JP Morgan Private Bank Portfolio Construction & Optimization Liquidity Assessment Framework: Supervisor & Mentor: JP Morgan Top Leadership Executive Director featured in Harvard Case Study on JP Morgan Global Financial Crisis Risk Management Top4 Team.
• Project Manager, High Frequency Econometric Modeling of Cointegrated Time Series and Analysis of 400 Trading Strategies: Mentor: Top Wall Street SVP Hedge Fund Manager with Top Wall Street Investment Banks & Harvard University Computer Scientist and Mathematician Alumnus at Goldman Sachs Alumnus’ Asset Management Firm.
• Led global Banking & Finance Venture Capital projects in Investment Management, Trading & Retail Banking on Quantitative Finance, Liquidity Risk Modeling, Market Risk Modeling, Credit Risk Modeling, Financial Econometrics, Financial Programming, LargeScale Data Modeling, Interest Rate Derivatives, Fixed Income & Equity Portfolio Modeling with SAS, MATLAB, C++, MSExcel, VBA, Bloomberg.

• Selected for inclusion among 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^{®}.