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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
$1 Trillion Funds, $100 Billion Hi-Tech Firms, Wall Street, Silicon Valley,
National Science Foundation, US & World Governments, United Nations.

C.Eng., CISSP, CISA, CEH, CCP/CDP, 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®

*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]