Global Risk Management Network, LLC, 757 Warren Rd, Cornell Business & Technology Park, Ithaca, NY 14852-4892
World-Leading Hi-Tech Research Pioneering World-Leading Hi-Tech Digital Transformation PracticesTM:
Who's Who in America®, Who's Who in the World®, Who's Who in Finance & Industry®, Who's Who in Science & Engineering®
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Model Risk Management Research Impact among Finance Nobel Laureates such as Black-Scholes & Markowitz.
AI-Algorithms-Machine Learning: Hedge Funds: Model Risk Arbitrage, Cyber-Finance & Insurance Pioneer.
Wall Street Investment Banks-Hedge Funds Quant: Invited Princeton University Quant Trading Presentations.
Global Computational Quant Leaderships: Digital, Computational, Quant, Cyber Risk Management-Analytics:

Wall Street Hedge Funds Quant, Big-3 Banking-Finance and IT-Telecom Firms; Silicon Valley VCs & CxOs;
National Science Foundation; United Nations; US-World Governments, Economies & Defense Agencies.
 
Dr. Yogesh Malhotra, New York, USA GMailDr.Yogesh.Malhotra[at]gmail.com   LinkedIn: linkedin.com/in/yogeshmalhotra
Post-Doc Princeton Quant Trading Presentations: AI & Decision Modeling, Algorithms, Machine Learning; Computational Quant Finance; Cybersecurity Risk Engineering; Top-10 PhD IT-Statistics Double Credits; MS Quantitative Finance; MS Computer Science; MS Network & Computer Security; MS Accountancy; MBA Quant Economics; C.Eng., CISSP, CISA, CEH, CPA Education*Research *SSRN *GoogleScholar *Princeton *MRM *Syracuse *ACM-TMIS : Ventures : Honors : Impact

AI, ALGORITHMS & MACHINE LEARNING; COMPUTATIONAL QUANT FINANCE;
CYBER SECURITY RISK ENGINEERING; QUANTUM COMPUTING

Goldman Sachs  JP Morgan Asset Management  Princeton University  Google  Intel  Microsoft
GLOBAL DIGITAL, COMPUTATIONAL, QUANT, CYBER RISK MANAGEMENT-ANALYTICS LEADERSHIPS
AI-ALGORITHMS-MACHINE LEARNING, COMPUTATIONAL QUANT ANALYTICS, CYBERSECURITY



Princeton University
Princeton Quant Trading Conference, Invited Research Presentations
Sponsors: Princeton University, Goldman Sachs, Citadel, SIG, KCG.

Princeton Quant Trading Presentations: Wall Street Quant: Big-3 Finance-IT Leader. 
Research Impact among Finance-IT Nobel Laureates: AACSB & Scientific Impact reports.


Building-Leading Industry-Leading Global Risk-Quant Practices for over 20 years.
Hands-On Top Leadership Business-IT Strategic, Operational, Tactical Leader.
Founder: Computational, Quant, Cyber, Risk Analytics Digital Ventures:
CxO clients such as Goldman Sachs, Google, IBM, Intel, Microsoft.
Advisor: $100 Billion hi-tech firms: Intel, BT (UK), Silicon Valley VCs-CEOs.

Wall Street Banks-Hedge Funds, Big-3 Finance-IT (New York, Hong Kong, India)
Global Financial Systems Leader: Big-3 Finance-IT firms: Bank of America.
Wall Street Investment Banks with $1 Trillion AUM: JP Morgan: MDs-PMs.
Computational Quant Finance-Risk Analytics Projects Leader:
Quant Finance, Liquidity Risk, Market Risk, Credit Risk,
Financial Econometrics, Large-Scale Data Modeling,
Interest Rate Derivatives, Fixed Income & Equity Portfolios:
SAS, MATLAB, Python, C++, MS-Excel, VBA, Bloomberg.

Global Cyber-Crypto Practices Leadership: NYS IT-Networks Administration CISO Leader:
Defense-in-Depth Enterprise Networks, Computer Security & Privacy.
Zero-Trust Cybersecurity Architectures, Networks Segmentation Leader.
Security Content Automation Protocol (SCAP); OWASP Secure Coding Practices.
AD-GPM Domain Controllers, Policies, PSOs; Validation of Subnets & VLANs.
CERT, Cisco, FBI, FIPS, Fire Eye, Gartner, GIAC, ISACA, NIST, NSA, OWASP, SANS.

Security+ Network Security Instructor for Network Administrators.
Princeton: Invited Presentations: AI & Modeling, Algorithms, Machine Learning.
Carnegie Mellon, Kellogg: Invited Executive Education Faculty.
Professor: Computer Scientist, Management Scientist, Information Scientist.
Top-10 PhD IT-Statistics Double Credits, Chartered Engineer.

Worldwide interviews-editorial reviews:
Digital CEO, CIO, CFO, CRO, CTO Benchmarks:
CIO, Wall Street Journal, New York Times, Fortune, Inc.


Following (a) digital transformation of Big-3 Finance and IT firms supplying Global Financial Systems for worldwide Banking & Finance industry, (b) launch of digital transformation ventures leading worldwide practices, (c) worldwide impact of scholarly risk management research recognized among Finance and IT Nobel Laureates, (d) computational quant risk analytics leadership of top Wall Street investment banks and hedge funds, and, (e) Princeton Quant Trading Presentations on algorithms and machine learning for next-generation probabilistic modeling and cyber risk management of financial markets, Dr. Yogesh Malhotra's anticipatory risk analytics and computational quant risk management focus further advanced (f) cybersecurity risk engineering practices of zero trust architectures and networks segmentation given growing awareness of risk concentrations in the global electromagnetic spectrum networks and global networking and encryption protocols. [More]

Over 20-Years of Global High Impact Hi-Tech Digital Practices Leadership spans Silicon Valley to Seoul and all continents in between.

AACSB

AACSB logo

Research Impact among Finance & IT Nobel Laureates in AACSB and Scientific Impact Studies.
  
Wall Street Journal
  
Risk Management Tech Ventures leading Computational Quantitative Analytics, Machine Learning, Data Science, Quantitative Finance, & Cybersecurity Practices.
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.
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New York State Cybersecurity Conference 2016  US Under Secretary of Defense  United States Army  United States Navy  United States Air Force Research Lab CIO  United States Marine Corps, Reorganization Of The Marine Air Command And Control System To Meet 21St Century Doctrine And Technology
penetration-testing-and-ethical-hacking  United States Air Force  Royal Australian Air Force (RAAF) AIRCDRE  Government of UK, Ministry of Defence  Canadian Department of National Defence, Canada, Defence R&D Canada

FinTech: Wall Street & IT: Goldman Sachs, Google, HP, IBM, Intel, Microsoft, Ogilvy, Wells Fargo
Consulting Firms
: Accenture, Ernst & Young, McKinsey, PricewaterhouseCoopers
Business Schools: Harvard, MIT, Princeton, Stanford, UC Berkeley, Wharton
Associations
: AACSB, ABA, ACM, AICPA, AOM, APICS, ASTD, ISACA, IEEE, INFORMS
World Governments: Australia, Canada, European Union, United Kingdom, United States
U.S. Defense
: AFRL, Air Force, Army, CCRP, Comptroller, DISA, DoD, Marines, NASA, Navy
World Defense: Australia (Air Force), Canada (Defence R&D), UK (Ministry of Defence)
World Health: World Health Organization (WHO), U.S. Department of Health & Human Services,
European Health Management Association, U.K. Department of Health, UNESCO, UNDP
Larger Sample

British Telecom UK Cisco Systems IBM Intel Corp. Microsoft

U.S. DoD DISA US Air Force Royal Australian Air Force Government of UK, Ministry of Defence Canadian Department of National Defence

Harvard Business School Stanford Graduate School of Business Wharton School Princeton University UC Berkeley Haas School of Business

MIT Sloan School of Management MIT PressHarvard UniversityStanford School of Medicine

Stanford UniversityMIT 50 K Entrepreneurship CompetitionMIT LibrariesYale Law Journal NASA

Fortune Inc. Business WeekNew York TimesWall Street Journal

Forbes Fast CompanyHarvard Business Press Publishing Computer World Information Week InfoWorld CIO Magazine

ForbesBusiness Week San Jose Mercury NewsInfoWorld American Institute of Certified Public Accountants (AICPA) AACSB International

ACM IEEE AACSB International American Society for Training and Development American Bar Association

And Elsewhere...


EXECUTIVE SUMMARY
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• 20+ year Pioneer of Anticipatory Risk Analytics R&D leading Wall Street CFOs and CROs. Post-PhD Statistical Modeling and Machine Learning Modeling Analysis: Model Risk Management research recognized among 'exemplars' of 'considerable impact on actual practice' such as Finance Nobel laureates Black-Scholes, AACSB International Impact of Research Report, and, applied by Big Banks and NASA. CNET Networks Corporate Computing Award for Most Influential Research.

• 20+ year PhD & Post-PhD AI, Algorithms, and, Machine Learning R&D enhanced by Quant Risk Analytics leaderships of Wall Street Investment Banks-Hedge Funds such as JP Morgan: Quantitative Finance, Finance-IT-Risk Management: Statistics & Probability, High Frequency Econometrics, Optimization, Computer Science, Cryptanalytics, AI, Algorithms, Machine Learning: Regressions, Structural Equations, ARCH/GARCH,  VaR, ES, EVT, Bayesian Inference, Markov Chain Monte Carlo.

• 20+ year PhD & Post-PhD Leadership in Deterministic, Stochastic, &, Non-Deterministic Data Analytics Methodologies including AI, Algorithms, and, Machine Learning Models presented at 2015 & 2016 Princeton Quant Trading Conference. 100+ Quant Statistical & Structural and Machine Learning Models Validation Reviews in IT, Computer Science, Decision Sciences, and Network Sciences: Top Academic & Empirical Research Journals: Best Reviewer Award, Academy of Management, for review of Machine Learning models such as Structural Equation Modeling based models.

• 20+ year Computer Systems Programming in dozens of Numeric & Scientific Computing Languages, Object-Oriented Languages, 4GLs, and, 3 GLs such as SPSS, SAS, SQL, MATLAB, C, C++, C++11, MS-Access, MS-Excel, VBA, Bloomberg, JavaScript, Python, Unix, Linux, cgi, perl, PHP, mySQL, and, FORTRAN, and, Machine Learning Algorithms such as Linear and Logistic Regressions, Principal Component Analysis, KNN and K-Means Clustering, etc. with continued focus on Parametric and Nonparametric Machine Learning Algorithms including Python (SciPy, NumPy, Pandas) Deep Learning (DL) and Machine Learning (ML) frameworks such as Scikit-Learn, TensorFlow, and Keras, and, Neural Networks such as DNNs, RNNs, and, CNNs.

• Hands-on team projects leaderships for top Wall Street Investment Banks-Hedge Funds and Big-3 Banking & Finance and Big-3 IT firms and for building world’s top-ranked digital systems.

• Interviews and Reviews of developed Digital Ventures as worldwide benchmarks in global media such as: Harvard Business Publishing, Wall Street Journal, New York Times, Fortune, Inc., CIO, Computerworld, Information Week, etc.

• Deep Learning Algorithmic Trading Hedge Fund Ventures (US, New York): Inspired by Benoit B. Mandelbrot.
Advancing on Anticipatory Risk Analytics & Model Risk Arbitrage: Invited Presentations, Princeton Quant Trading Conference.
• Wall Street Top Investment Banks-Hedge Funds such as JP Morgan (US, Midtown Manhattan):
High Frequency Econometrics, Quant Risk Analytics (Liquidity Risk, Market Risk, Credit Risk), Portfolio Stress Testing, VaR.
• Big-3 Banking & Finance Retail & Wholesale Banking such as Bank of America (US, Las Vegas):
• National Treasury Management Multi-Currency Forex-Currency Arbitrage such as CIBC - Banque Indo-Suez (Hong Kong)
• Big-3 IT Global Financial Systems for Fortune 500 Banking & Finance firms: Unisys (US, Atlanta) and TATA (Mumbai, Delhi).

• World's top ranked B2B WWW-Digital Systems (US, Pittsburgh, New York):

• World's Top Digital Transformation Site (Best Web Site Award, Computerworld).
• World's Top-3 Search Engine (Carnegie Mellon Industry.Net U.S. National Awards).
• World's Top-10 Social Network (Global Rankings among others such as LinkedIn)
with Millions of Worldwide Users and 'opt-in' Virtual Community of Practice of over 130,000.

• As Quant Risk Analytics leader, Technical Expert, and Projects Leader developed JP Morgan Private Bank Portfolio Liquidity Risk Modeling Framework, JP Morgan Private Bank Portfolio Optimization & VaR Stress Testing, and , High Frequency Econometric Modeling of Co-integrated Time Series and Liquidity Microstructure Modeling leading Asset Management Quant Risk Analytics teams and Managing Directors and Portfolio Managers for top Wall Street Investment Banks-Hedge Funds with $1 Trillion AUM such as JP Morgan.

• Led Big-3 Banking & Finance and Big-3 IT Global Financial Systems Software Engineering and Computer Systems Programming team projects across USA: e.g. Bank of America: Site Leader, Global Wholesale and Retail Banking, Models Quality Assurance & Models and Systems Integration, and, Systems Implementation Team Leader for Senior Analysts and Analysts; Unisys: Team Leader of Senior Analysts and Analysts leading Modeling & Development of Global Financial Systems used by worldwide Banking and Finance institutions; Hong Kong: e.g. CIBC, formerly Banque Indo-Suez: Algorithms Strategist & Technical Lead for Government of Hong Kong Treasury Management and Multi-Currency & Forex Arbitrage; and, India: e.g. TATA Group: Leading Global Corporate Strategy for Worldwide Dominance in Global Financial Systems Applications Services.

• As CISO-Level Cybersecurity-Risk Management Leader (CISSP, CISA, CEH, CCP-CDP): State of New York: IT Administration and Networks Administration; and, IT Governance, Operations, & Change Management reporting to CIO-Level role, led implementation of industry-leading practices such as Defense-in-Depth Enterprise Networks and Computer Security & Privacy based upon Zero-Trust Cybersecurity Architectures & Networks Segmentation. Pioneered Cybersecurity Risk Insurance global industry standards and frameworks for the Cybersecurity and Risk Management industry with advisors including top cybersecurity experts from New York State Cyber Research Institute, Air Force Research Lab, & SUNY.

• Served on Global & National Expert Panels such as National Association of Insurance Commissioners; Government of Switzerland  Federal Department of Economic Affairs; United Nations World HQ Global Economists Panel Quant (New York City World HQ); National Science Foundation (Arlington, VA): Computer Scientists & Cybersecurity Experts - SBIR/STTR - Judge & Referee for Multi-Million Dollar Grants for US Computing Innovations.

• Served as Invited Advisor & Thought Leader, British Telecom (UK), Conference Board, Government of Mexico (Mexico City: National Cabinet and Parliamentary Ministers, 13 CIOs, and 600 IT Executives), Government of Netherlands - National Cabinet, Institute for Supply Management, Intel Corporation, National Science Foundation, Silicon Valley Venture Capitalists and Tech CEOs including TiE Silicon Valley, South Korea (Seoul: National Keynote and National TV Interview), United Nations (New York City World HQ: Global Keynote & Expert Paper), and, United States Federal Government.

• Led Global Virtual Team of 200 PhD industry experts including Professors from Top Business Schools to publish world-leading Digital Transformation research leading worldwide IT and Risk Management practices followed by worldwide Fortune 500 and other firms, global national and regional governments, and, Five Eyes Defense Agencies.

• Executive Education: University of California, Berkeley, Haas School of Business: Financial Engineering (MFE Exec. Ed.)
• Executive Education: Kellogg School of Management: PRMIA Complete Course in Risk Management.
Independent Post-Doctoral Research: AI & Modeling, Algorithms & Machine Learning, Algorithmic Trading
- Invited Presentations, Princeton Quant Trading Conference, Princeton University
- 2015-2017: SSRN: 41 Top-10 Research Rankings, Top 10% Authors
• Professor: Computer Scientist, Management Scientist, Information Scientist.
- Carnegie Mellon University (Pittsburgh), Kellogg School of Management (Evanston): Invited Executive Education Faculty.
- INSEAD (Fontainebleau, France), Queen's University (Kingston, Canada) School of Business: Invited Research Lectures.
- Syracuse University: Quantitative Methods Professor: AACSB Impact of Research among Finance Nobel Laureates.
• Syracuse University Faculty Certifications: Kauffman Foundation: Entrepreneurship; SAP Institute: SAP-ERP, SAP-CRM.
- Business School Professor: MBA IT & Operations Research Faculty: MIS, Management Science, DSS, KM, e-Business.
• STEM Computer Science Professor (SUNY): Advanced Analytics, Object Oriented Programming, Security+, Network Security.

• Top-10 MIS PhD: Computational Quant Analytics: IT-Finance Risk Management Controls
- Katz Graduate School of Business, University of Pittsburgh: IT-Statistics Double Credits: 91 Cr. for 45 Cr. PhD requirement.
- PhD Thesis Field Study: University of Pittsburgh Medical Center, UPMC: Digital Transformation: Quant Models.
(One of three theses developed which 'fit' the recognized 'scope' of the academic MIS discipline at that specific time.
Work underlying other two theses was written separately and led to digital ventures receiving M&A offers up to $60M.)
• Top-14 MS Quantitative Finance: Quant Risk Management, Advanced Econometrics, Derivatives, Fixed Income, Equity
• MS Computer Science: AI, Algorithms, Machine Learning, Cryptography, Information Assurance, Mobile, Wireless
• MS Network & Computer Security: AI & Modeling, Algorithms & Machine Learning, Cryptanalytics, Pen Testing
• MBA Quantitative Economics: Hypermedia Computing, Advanced Statistics, Econometrics
• MS Accountancy: Financial Accounting & Auditing, Financial Risk Management, Options, Derivatives
• BE Mechanical Engineering with Distinction: Electrical Engineering, Fluid Dynamics, Dynamics of Machines

• Chartered Engineer and Life Member of the Institution of Engineers (India).
• Certified Information Systems Security Professional (CISSP), USA.
• Certified Information Systems Auditor (CISA), USA.
• Certified Ethical Hacker (CEH), USA.
• Certified Public Accountant (CPA) Education, USA, New York State CPA Education Requirements Fulfilled.
• American Institute of Banking & American Bankers Association Certifications: Financial Statement Analytics, Marketing.
• Other Certifications: SAS, SQL, SAS-Macros, MATLAB, FORTRAN, UNIX, C.

• Global Media Interviews-Reviews: Wall Street Journal, New York Times, Fortune, Forbes, CIO, Fast Company, Inc., etc.

2018 Journal of Operational Risk: Banking & Finance: Stress Testing: VOIP Networks Pen Testing.
2017 IUP Journal of Computer Sciences: DoD Quant Trust Management Protocols: Mobile Networks.
2016-2017 National Association of Insurance Commissioners, National Cyber Insurance Expert Panel.
2016 Government of Switzerland: Digital Transformation of Finance: FinTech Algorithms Expert Panel.
2016 Princeton Quant Trading Conference: Model Risk Arbitrage: Sponsors: Princeton, Goldman Sachs.
2015 Princeton Quant Trading Conference: Model Risk Management: Sponsors: Princeton, Citadel, KCG.
2016 New York State Cyber Security Conference - Rethinking Finance: CyberFinance: Sponsor: NYS Governor.
2015 New York State Cyber Security & Engg. Technology Assocn. Conference: Rethinking Risk.
2015 US Plenary Keynote to Fortune 100 CROs: CyberFinance Risk Management: Beyond ERM & MRM.
2010 State of New York AICPA, CPA Education Fullfilled: Global Financial Crisis & Risk Management.
2009-2017 41 SSRN Top-10 Research Rankings: Pioneering R&D: AI, Algorithms, & Machine Learning.
2008 AACSB: Model Risk Management Research Impact among Nobel Laureates such as Black-Scholes.
2003 United Nations World HQ: Global Economists Expert Panel Quant: National Knowledge Assets.
2002-2005 National Science Foundation: 32 National Expert Panels: Cybersecurity-Computer Scientists.
2002 CNet Networks ‘Corporate Computing Award’, Most Influential Research in Corporate Computing.
1999-2000 Silicon Valley Venture Capitalists & CEOs: Invited Keynotes: Building Digital Ventures.
1999 Ziff Davis Global Standard for Internet Commerce, Contributing Editor and Founding Member.

1993-1998 Founder, Top Digital Transformation Site, Top-3 Search Engine, Top-10 Social Network.
*Research
*SSRN *GoogleScholar *Princeton *MRM *Syracuse *ACM-TMIS : Ventures : Honors : Impact


• Founder, Finance-IT-Risk Management Computational, Quant, and Analytics Ventures, with clients & patrons such as Goldman Sachs, Google, HP, IBM, Microsoft, Harvard Business School MBA Program, Harvard Business Publishing, Harvard University, MIT, Maeil Business Network (South Korea), Princeton University, Ogilvy, Philips (Netherlands), Stanford University.

• Prior Banking & Finance Analytical & Modeling Project Leaderships for Bank of America, Las Vegas; Crédit Agricole Corporate and Investment Bank, Hong Kong (formerly, Banque Indo-Suez, Hong Kong); Wells Fargo (formerly, Davenport Bank & Trust Company, Davenport, IA), and, Big-3 IT for Global Financial Systems of worldwide banks.

Digital Transformation Research & Practices Leading Global Firms & Governments

  • Goldman Sachs, Google, Harvard, IBM, Intel, MIT, Microsoft, NASA, Ogilvy
  • Big-4 Consulting, Intel, British Telecom, Philips, Silicon Valley VCs-CEOs
  • Big-3 IT & Finance, Bank of America, Crédit Agricole, Wells Fargo, TATA
  • Global Digital Transformation Leaderships: Digital Assets, Markets & Exchanges Practice
  • US & World Governments, Silicon Valley & Wall Street Thought Leader
  • Global Digital Transformation Practices Leader: e-Business & Knowledge Management
  • Global R&D: Quant FinTech-Computer Science-Cybersecurity-Algorithms-Machine Learning
  • UPMC Digital Transformation: Process Management, Change Management, & Strategy Deployment
  • Founder & Programmer: Computerworld Top Digital Site, Top-3 Search Engine, Top-10 Social Network
  • 'Giveaway for Success'™: Over Half-Million Dollars Contributed to Advancing Digital Transformation Practices
    • Top-Tier Global Digital Transformation Conference Sponsorships: Locations such as: Amsterdam, Netherlands; Atlanta, GA; Boston, MA; Chicago, IL; Dallas, TX; Helsinki, Finland; Las Vegas, NV; London, UK; Mexico City, Mexico; New Orleans, LA ; San Diego, CA; San Francisco, CA; Santa Clara, CA; Vienna, Austria; Washington, DC.
    • Global Network Member Company Executive & CxOs Participation Sponsorships such as: ABB, Bristol-Myers, Ernst & Young, Goldman Sachs, Hewlett Packard, KPMG, McKinsey, Pfizer, PricewaterhouseCoopers, SAP America, Sprint, Toyota, etc.

Chief Research Scientist, Wall Street Top Investment Banks Project Leaderships of Modeling and Investment Portfolios for Banks with $1 Trillion AUM such as JP Morgan Multi-Asset Portfolio Fund of Funds with $500-600 Billion AUM, and, a Goldman Sachs Alumnus' Asset Management Firm with $400-500 Billion AUM in Midtown Manhattan, New York City.

Project Leader, JP Morgan Private Bank Portfolio Liquidity Risk Modeling Framework, reporting to and guiding Global Head of Quantitative Research & Analytics, US Head of Portfolio Construction and team and Team of Managing Directors and Portfolio Managers as Technical Expert and Project Leader.

Project Leader, JP Morgan Private Bank Portfolio Optimization & VaR Stress Testing, reporting to and guiding Global Head of Quantitative Research & Analytics, US Head of Portfolio Construction and team and team of Quant Risk Analytics as Technical Expert and Project Leader.

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.

Credit Risk Models

Probability of Default (PD), Loss Given Default (LGD), Expected Default Frequency (EDF), Basel II/III, Exposure at Default (EAD), Worst Case Default Rate (WCDR), Risk Weighted Assets (RWA), Counterparty Risk, CreditMetrics, KMV, VaR, Credit Valuation Adjustment (CVA), Credit Default Swaps, Default Probabilities, Gaussian Copula, Simulations, Large Portfolio Approximation, Stress Testing

Market Risk Models

Volatility Models, ARCH/GARCH, MLE, Portfolio VaR, QMLE, Non-Normality, Cornish-Fisher, Extreme Value Theory (EVT), Expected Shortfall (ES), Coherent/Spectral Risk Measures, Weighted/Filtered/Historical Simulation, Monte Carlo, Backtesting VaRs/ES, Stress Testing, Basel II/III

Interest Rate Derivatives Models

Simulations, Tree Models, Calibrations; Continuous Time, CIR,Vasicek, Merton, Hull-White, BDT, & HJM Models; Bond Options, Treasuries, Coupon Bonds, Caplets, Floorlets, Swap Contracts, Bond Risk Premia, Yield Curve, Markov Regime Switching

Equity Portfolio Models

Derivatives, Mean-Variance Portfolios, CAPM, Passive/Active Portfolio Performance, Multi-Factor Models, Cross-Sectional Returns, Asset Allocation, Risky/Risk-Free Portfolios, Diversification, Risk Pooling, CAPM, Anomalies, Dividend Discount/Growth Models

Fixed Income Portfolio Models

Bond Valuations, Derivatives, Yields, Term Structure, Credit Spread, Credit Risky Bonds, Interest Rate Risk, Portfolio Performance, Passive/Active/Liability Funding, Hedging, Swaps, Forwards, Futures, ABS, MBS.

Princeton University

 PRINCETON PRESENTATIONS PIONEERING QUANTUM-ERA ALGORITHMIC TRADING

MarkovChainMonteCarloBitcoinProtocolBlockchainCryptographicProofOfWork  Princeton Quant Trading Conference 2016  Number Field Sieves Algorithmic Cryptanalysis

2015 & 2016 Princeton Quant Trading Conference: Invited Post-Doctoral Presentations, Princeton University.

Risk Management Analytics beyond 'Prediction'​ to 'Anticipation of Risk'

• Risk Management Analytics program pre-anticipating Wall Street CFOs & CROs need to “anticipate risk” by a decade.
• Advancing Fed/OCC SR11-7 and OCC 2011-12 Model Risk Management (MRM) Execution.
• Named among others such as Black-Scholes, Markowitz, Sharpe as "exemplar"​ of "considerable impact on actual practice"​
- AACSB International Impact of Research Report, 2008.
• CNET Networks Corporate Computing Award for Most Influential Research, 2002.
• Interviews and Reviews of Related Research in: Wall Street Journal, Fortune, Inc., CIO, etc.

2016 Princeton Quant Trading Conference, Princeton University 
Sponsors: Princeton University, Goldman Sachs, Citadel
Model Risk Arbitrage and Open Systems Finance,
'The Biggest Short': Beyond Model Risk Management to Model Risk Arbitrage

2015 Princeton Quant Trading Conference, Princeton University
Sponsors: Princeton Bendheim Center & ORFE, Citadel, KCG
Future of Finance beyond 'Flash Boys'
Risk Modeling for Managing Uncertainty in Increasingly Non-Deterministic Cyber World

• Math-FinTech-Algorithms: Transformation of Finance for Switzerland
Sponsor: Switzerland Federal Department of Economic Affairs:
Digital Transformation of Global Banking & Finance, 2016.

2015-2017: 41 SSRN Top-10 Research Rankings: Top-10% SSRN Authors: Post-Doctoral Research:
Computational Quant Analytics; AI & Decision Modeling; Algorithms & Machine Learning.

Deep Learning Algorithmic Trading Hedge Fund Ventures: Algorithms, Machine Learning, Deep Learning.
Deep Learning Algorithmic Trading Hedge Funds - inspired by Benoit B. Mandelbrot - advancing on Anticipatory Risk Analytics-Model Risk Arbitrage Strategies presented at Princeton building on Wall Street Hedge Funds leadership with recent Python Quant focus on TensorFlow Deep Neural Networks etc. given interest in Volatility and Convexity derivatives:

PIONEERING WORLD-LEADING CRYPTO-QUANTUM CYBERSECURITY PRACTICES

New York State Cybersecurity Conference 2016  US Under Secretary of Defense United States Army United States Navy United States Air Force  penetration-testing-and-ethical-hacking

2002-2005 National Science Foundation: 32 National Expert Panels: Cybersecurity & Cyber-Computing specialists (Computer Scientists, Venture Capitalists, IT Analysts) as judge & referee for allocating multi-million dollar SBIR/STTR innovation grants for US Cybersecurity & Cyber-computing computing technology innovation and commercialization.

Department of Defense Directive 8570 (DoDD 8570) IT Security Management & Auditing Certifications
:
CISSP (Since 2005): DoDD 8570 - CNDSP Manager, IAM Level III, IAT Level III, IASAE II
CISA (Since 2007): DoDD 8570 - CNDSP Auditor, IAT Level III
CEH (Since 2014): DoDD 8570 - CNDSP Auditor, Incident Responder, & Infrastructure Support.


State of New York: IT Administration and Networks Administration: CISO-Level Cyber Security & Risk Management Leader (CISSP, CISA, CEH, CCP-CDP): IT Governance, Operations, & Change Management, and, STEM Computer Science Professor: Advanced Analytics, Object Oriented Interactive Web Programming, Telecom-Network Security – Defensive & Offensive Cybersecurity and Security+ Network Security Certification Curriculum.

CISO-Level Cybersecurity-Risk Management Leader: IT Administration & Networks Administration, Government Administration, State of New York Civil Services, reporting to CIO-Level role.

• Defense-in-Depth Enterprise Networks and Computer Security & Privacy Leader: Enterprise Networks-Perimeter & Networks Segmentation; Enterprise Hosts & Server End Point Protection Security; Enterprise User Access Controls, Credentials, Passwords; Enterprise Security Content Automation Protocol Implementation; Enterprise Microsoft Network Operating Systems & Applications Security; Enterprise Mobile Device Management & Multi-Factor Authentication.
• Zero-Trust Cybersecurity Architectures & Networks Segmentation Leader: Zero-Trust Network Segmentation; Security Content Automation Protocol (SCAP); Validation & Audit of IP Networks Subnets & VLANs; OWASP Secure Coding Practices; Audit of Virtual Private Networks using RADIUS; AD-GPM Default Domain Controllers Policy for Network Security Reconfiguration & Implementation; AD-GPM Default Domain Policy Reconfiguration & Implementation; AD-GPM Password Security Objects (PSOs) Development & Configuration.

Post-Doc Network & Computer Security Research Pioneering Cybersecurity Risk Insurance Modeling leading global industry standards and frameworks for the Cybersecurity and Risk Management industry. Advisors: Executive Director, New York State Cyber Research Institute, Prior Chief Scientist, Air Force Research Lab / Information Directorate; Program Manager & Principal Computer Engineer, Information Directorate, Air Force Research Laboratory / Information Directorate.

2016-2017 National Association of Insurance Commissioners, National Cybersecurity Expert Panel
Advisory Committee: Distinguished Scientists: AFRL, New York State Cyber Research Institute, SUNY

Advancing Cyber Risk Insurance Underwriting Model Risk Management beyond VaR
to Pre-empt and Prevent the Forthcoming Global Cyber Insurance Crisis

Mainstream insurance industry practitioners have adopted Value-at-Risk (VaR) from global Banking & Finance industry as the pre-dominant cyber insurance model being oblivious to both distinguishing characteristics of cyber-risks as well as statistical properties of VaR. Such widespread misapplication of VaR for cyber risk insurance underwriting unless abated and corrected is expected to lead to a global cyber-insurance crisis that may dwarf the worldwide economic shock from the global financial crisis. Given worldwide high impact of increasingly global cyber-attacks, the current R&D advances cyber risk insurance underwriting model risk management beyond VaR to pre-empt and prevent the forthcoming global cyber-insurance crisis.
Cyber Risk Insurance Industry Quant Risk Analytics Standards Development

•Pre-empting the forthcoming Global Cyber Insurance Crisis by
Pioneering Cyber Risk Insurance Models beyond Value-At-Risk (VaR) Analytics.

• To avert the impending Global Cyber Insurance Crisis resulting from large-scale commercial reliance upon quantitative models with inherent model risks, tail risks, and systemic risks in current form, this dissertation makes the following key contributions.
• First, we develop the first known Cyber-Finance-Trust™ framework for Cyber insurance modeling to analyze how finance risk entangled with Cyber risk further exacerbates the systemic, interdependent, and correlated character of Cyber risks.
• Second, we develop the first known model risk management framework for Cyber insurance modeling as model risk management has received sparse attention in Cyber risk assessment and Cyber insurance modeling. 
• Third, our review of quantitative models in Cyber risk and Cyber insurance modeling develops the first known analysis establishing significant and extreme model risks, tail risks, and, systemic risks related to predominant models in use.
• Fourth, we develop an empirical study of VaR and Bayesian statistical inference methodologies with specific guidance for containing model risks by applying multiple simple and advanced models for cross-checking the reliability of VaR.
• Fifth, we develop an analysis of the Markov Chain Monte Carlo Models, Gibbs Sampling and Metropolis-Hastings statistical computing algorithms for enabling Bayesian statistical inference methodologies to minimize model risk in Cyber risk and Cyber insurance risk modeling for the specific context of cybersecurity.
• Sixth, we develop the first known portfolio theory based framework for Cyber insurance modeling with guidance to minimize model risks, tail risks, and systemic risks inherent in models in commercial Cyber insurance modeling.
• Finally, given increasing role of uncertainty in cyber (and financial) risk modeling and management, we develop a framework for enabling Knightian uncertainty management relating it to model risk management.

Digital Transformation & Knowledge Management Pioneer

CyberspaceOrganizations

Published: 2000

"In his latest book, Knowledge Management and Virtual Organisations, KM luminary, Dr. Yogesh Malhotra, offers some cautionary advice. He exposes three myths often associated with KM solutions."
- Microsoft

Microsoft

CyberspaceBusinessModels
Published: 2001
"Knowledge Management and Business Model Innovation is an important addition to the IS researcher's bookshelf. It brings together the latest thinking on issues at the forefront of teaching innovation and professional imagination."
- M. Lynne Markus
, Professor and Department Chair of Electronic Business, City University of Hong Kong
city-university-hong-kong

Pioneering AI & Decision Modeling; Algorithms & Machine Learning; CyberSecurity Risk Engineering

Princeton University
CyberspaceBusinessModels
Journal Articles & Reports
1993-Present

2015 & 2016: Princeton Quant Trading Conference, Invited Research Presentations
Sponsors: Princeton University, Goldman Sachs, Citadel, SIG, KCG.
AACSB & Scientific Studies Research Impact among Finance & IT Nobel Laureates,
Reviewed & Referenced in Top Business-IT-Finance Institutions & Publications.

2015-2017: 41 SSRN Top-10 Research Rankings: Top-10% SSRN Authors:
Computational Quant Analytics; AI & Decision Modeling; Algorithms & Machine Learning.


RESEARCH & PUBLICATIONS
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AI & Decision Modeling; Algorithms & Machine Learning;
CyberSecurity Risk Engineering; Quantum Computing:
Frameworks, Models, Methods & Metrics in Applied Research


*ACM-TMIS *Princeton *SSRN *MRM *GoogleScholar *Syracuse *LinkedIn

 


Scientific Editorial Expert Panels: Peer-Reviewed Research
IT, Computer Science, Decision Sciences, Network Sciences
Editorial Panels: Global & U.S. Publishers
  • American Management Association
  • Butterworth-Heinemann Business Books
  • CRC Press
  • Cambridge University Press
  • Harvard Business School Publishing
  • McGraw-Hill Higher Education
  • Perseus Books
  • Prentice Hall Professional Reference
  • Sage Publications
  • Springer-Verlag

Editorial Panels: International Conferences

  • Academy of Management
  • Association for Information Systems
  • Hawaii International Conference on System Sciences
  • Information Resources Management Association
  • International Conference on Information Systems.

 

Associate Editor: Journals

  • e-Service Quarterly (Indiana University Press)
  • Information Resources Management Journal

International Editorial Advisory Boards: Journals

  • Knowledge Management (UK)
  • The Learning Organisation: An International Journal (UK)
  • International Journal of Nuclear Knowledge Management  (France)
  • Global Journal of e-Business and Knowledge Management (Indian Institute of Technology, Delhi)

Journal Special Issues Editor & Associate Editor

  • ACM Transactions on Management Information Systems
  • Expert Systems with Applications: An International Journal
  • Information Resources Management Journal
  • Information Strategy: The Executive’s Journal
  • Journal of Global Information Management

Editorial Review Panels: Journals

  • Communications of the ACM
  • Decision Sciences
  • IBM Systems Journal
  • IEEE Transactions on Engineering Management
  • Information Resources Management Journal
  • International Journal of Human-Computer Studies
  • International Journal of Information Management
  • Journal of the American Society for Information Science and Technology
  • Journal of Association for Information Systems
  • Journal of Defense Modeling & Simulation (Sage)
  • Journal of Developmental Entrepreneurship
  • Journal of Information Technology and Management
  • Journal of Management
  • Journal of Management Information Systems
  • Journal of Organizational Computing and Electronic Commerce
  • Journal of Strategic Information Systems
  • MIS Quarterly
  • OMEGA - The International Journal of Management Science

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Research & Practices:
Dr. Yogesh MalhotraRESEARCHWall Street Quant: Big-3 Finance-IT LeaderResearch Impact among Nobel LaureatesPrinceton Quant Trading PresentationsVentures: Honors: [AI, Algorithms & Machine Learning] [Computational Quant Finance & Trading] [CyberSecurity Risk Engineering] [Digital Transformation Pioneer] [FinTech: 'Rethinking Finance']: *Research Impact *Beyond 'Prediction' *Future of Finance *Beyond VaR *Model Risk Management *Future of Risk *Cyber Risk *SSRN *Google Scholar *Publications *Projects *Goldman Sachs *JP Morgan *Wall Street Hedge Funds *Princeton Presentations *Model Risk Arbitrage *Cyber Finance *Cyber Risk Insurance *Quantum Crypto *Bayesian vs. VaR *Markov Chain Monte Carlo *Wireless Mobile Trust Models *VoIP Pen Testing Frameworks *Bitcoin Cryptanalytics *NFS Cryptanalytics Algorithms


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2015-2017: 41 SSRN Top-10 Research Rankings: Top-10% SSRN Authors:
Computational Quant Analytics; AI & Decision Modeling; Algorithms & Machine Learning:
SSRN Top-10 Research Ranking Categories:
• Capital Markets,
• Cognition in Mathematics, Science, & Technology,
• Computational Biology,
• Computational Techniques,
• Computing Technologies,
• Corporate Governance: Disclosure, Internal Control, & Risk-Management,
• Cyberlaw,
• Decision-Making under Risk & Uncertainty,
• Econometric & Statistical Methods,
• Econometric Modeling,
• Econometrics,
• Hedging & Derivatives,
• Information Systems & Economics,
• Interorganizational Networks & Organizational Behavior,
• Mathematical Methods & Programming,
• Microeconomics,
• Operations Research,
• Risk Management,
• Risk Management Controls,
• Risk Modeling,
• Social Network Analysis,
• Stochastic Models,
• Systemic Risk,
• Telecommunications & Network Models,
• Uncertainty & Risk Modeling,
• VaR Value-at-Risk.
Other Categories:
• Banking & Insurance
• Cultural Anthropology,
• Economics of Networks,
• Innovation Law & Policy,
• Mutual Funds, Hedge Funds, & Investment Industry,
• Sociology of Innovation

Recent Research Presentations and Research Reports
*Invited Princeton Quant Trading Presentations: 'Rethinking Finance' for the Era of Global Networked Digital Finance.
*2016 Princeton Quant Trading Conference Presentation: Beyond Stochastic Models to Non-Deterministic Methods.
*2015 Princeton Quant Trading Conference Presentation: Beyond Risk Modeling to Knightian Uncertainty Management.
*Beyond 'Bayesian vs. VaR' Dilemma: How to Manage Risk (After Risk Management Has Failed) for Hedge Funds.
*Markov Chain Monte Carlo Models for High-Dimensionality Complex Stochastic Problems in Network Security.
*Risk, Uncertainty, & Profit for the Cyber Era: 'Knight Reconsidered': Model Risk Management in Cyber Risk Insurance.
*Cyber-Finance Risk Management: Strategies, Tactics, Operations, &, Intelligence: ERM to Model Risk Management.
*Number Field Sieve Cryptanalytic Algorithms for Most Efficient Prime Factorization on Composites: Beyond RSA 1024.
* Bitcoin Protocol & Bitcoin Block Chain: Model of 'Cryptographic Proof' based Global Crypto-Currency Payment Systems.
*2015-2016 41 SSRN Top-10 Rankings: Computational Quantitative & Risk Analytics Algorithms Machine Learning Research.
* 2008 AACSB International Impact of Research Report: Among Black-Scholes, Markowitz, Sharpe, Modigliani & Miller.

Top Wall Street Investment Banks Quantitative Finance Projects & FinTech Ventures
Princeton: Future of Finance: 'Rethinking Finance' for Era of Global Networked Digital Finance
2016 Princeton Quant Trading Conference: Invited Research Presentation: Model Risk Arbitrage
2015 Princeton Quant Trading Conference: Invited Research Presentations: Future of Finance
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

Named among FinTech Finance & IT Nobel laureates for Real World Impact of Research
FinTech Innovations: Model Risk Arbitrage, Open Systems Finance, Cyber Finance, Cyber Insurance
AACSB International Reports Impact of Research among Black-Scholes, Markowitz, Sharpe
Research Impact Recognized among Finance & Information Technology Nobel laureates
41 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 FinTech-Cyber-Risk Analytics 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

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