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Hi-Tech Research Advancing World-Leading Banking & Finance, Insurance & Risk Management Practices ™

Dr. Yogesh Malhotra
PhD, MSQF, MSCS, MSNCS, MSAcc, MBAEco,
BE, C.Eng., CISSP, CISA, CEH, CPA (Education)


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
.




AACSB Impact of Research among Black-Scholes, Markowitz & Sharpe.
Princeton University Invited Presentation on the 'Future of Finance'.
Post-Doctoral Quantitative Finance Thesis on Model Risk Management.
PhD Thesis on Quantitative Risk Management Models.
Top-10 PhD IT-Statistics-Quantitative Methods.
- Double Doctorate: IT & Statistics.
MS Quantitative Finance/Risk Analytics.
MS Computer Science/Finance/Risk Analytics.
MS Network & Computer Security/Finance/Risk Analytics.
MS Accountancy/Finance.
MBA Quantitative Economics.


*Projects *Goldman Sachs *JP Morgan *Wall Street Hedge Funds *Quant Finance Book *Princeton Presentation *Research *Publications *Ventures
*Future of Risk *Cyber Risk Insurance *Cyber Finance *Bitcoin Protocol *Bayesian vs. VaR *Markov Chain Monte Carlo Models *Model Risk Management
*Princeton University Presentation: Princeton Quant Trading Conference: Future of Finance Beyond 'Flash Boys': Computational Quantitative Risk Analytics.
*Post-Doctoral Quantitative Finance Research Thesis: Model Risk Management of Cyber Insurance Models Using Quantitative Finance-Advanced Analytics
*Wall Street Research: Beyond 'Bayesian vs. VaR' Dilemma to Empirical Model Risk Management: How to Manage Risk (After Risk Management Has Failed)
*Data Science Research: Markov Chain Monte Carlo Models, Gibbs Sampling & Metropolis Algorithm for High-Dimensionality Complex Stochastic Problems.
*SSRN's Top Ten Papers: 20 Quantitative Finance-Risk Analytics Top-10 Rankings: Computational, Econometric, Mathematical, Stochastic Risk Modeling.

Profile

Top-10 PhD IT & Statistics Double Doctorate Research & Analytics Computer Scientist with Wall Street investment banks with $1 Trillion AUM such as JP Morgan Private Bank. Founded award-winning risk management ventures with CxO clients & patrons 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 20-year global leadership in quantitative finance, quantitative modeling, risk management & stress testing; quantitative risk modeling & model validation; portfolio trading & risk analytics; &, global financial systems integration & treasury management currency arbitrage.

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, & credit risk modeling & 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 in quantitative risk modeling & mathematical financial modeling research academia and Executive Education faculty at Carnegie Mellon & Kellogg.

Computational Quantitative Finance-Risk Analytics Credentials:

AACSB Impact of Research among Black-Scholes, Markowitz & Sharpe.
Princeton University Invited Presentation on the 'Future of Finance'.
Post-Doctoral Quantitative Finance Thesis on Model Risk Management.
PhD Thesis on Quantitative Risk Management Models.
Top-10 PhD IT-Statistics-Quantitative Methods.
- Double Doctorate: IT & Statistics.
MS Quantitative Finance/Risk Analytics.
MS Computer Science/Finance/Risk Analytics.
MS Network & Computer Security/Finance/Risk Analytics.
MS Accountancy/Finance.
MBA Quantitative Economics.

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.

Biographical :

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
Princeton Quant Trading Conference: Future of Finance Beyond 'Flash Boys': Cyber Finance
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