Global Risk Management Network, LLC, 757 Warren Rd, Cornell Business & Technology Park, Ithaca, NY 14852-4892
World-Leading Hi-Tech Research Pioneering World-Leading Finance, IT, and, Risk Management PracticesTM:
Who's Who in America®, Who's Who in the World®, Who's Who in Finance & Industry®, Who's Who in Science & Engineering®
AACSB: Impact of Research among Finance-IT Nobel Laureates such as Black-Scholes & Markowitz.
Princeton Quant Trading Presentations: Wall Street Investment Banks & Hedge Funds Quant.
SSRN: 41 Top 10 Research Rankings: AI-Algorithms-Machine Learning: Cyber Finance-Insurance.
Global Computational Quant Leaderships: ACM, NAIC, NSF, NYS, UN, US & World Governments.
Global Financial Systems Leader, Big-3 Finance-IT, Wall Street Banks-Hedge Funds $1 Trillion AUM.
Professor: Computer Scientist, Quant Management Scientist, Information Scientist, Chartered Engineer.
Dr. Yogesh Malhotra, New York, USA Dr.Yogesh.Malhotra[at]gmail.com : linkedin.com/in/yogeshmalhotra Princeton Quant Trading Presentations: Post-Doc AI-Algorithms-Machine Learning; Computational Quant Finance; Cybersecurity Risk Insurance; Cybersecurity Risk Engineering; Top-10 MIS PhD IT-Statistics Double Credits: Quant Risk Management & Controls; MS Quant 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; Pioneering Cyber Finance: ModelRiskArbitrage.com, FutureOfFinance.org. AACSB: Impact of Research. Among Pioneers of: Knowledge Management, Digital Transformation.
Leading Global & National Finance, IT, and, Risk Management Practices & Policies:
Computational Quant Finance, Cybersecurity-Risk-Insurance, Digital Transformation:
AI, Algorithms & Machine Learning; Anticipatory & Predictive Analytics.
Over 20-Years of Global High Impact Hi-Tech Digital Practices Leadership spans Silicon Valley to Seoul and all continents in between.
Research Impact among Finance & IT Nobel Laureates in AACSB and Scientific Impact Studies. Risk Management Tech Ventures leading Computational Quantitative Analytics, Machine Learning, Data Science, Quantitative Finance, & Cybersecurity Practices. Worldwide Business and IT Editorial Coverage & Interviews as global industrial benchmark in Wall Street Journal, New York Times, Fortune, Fast Company, Forbes, Business Week, CIO, CIO Insight, Computerworld, Information Week, etc.
Princeton Quant Trading Conference, Invited Research Presentations
Sponsors: Princeton University, Goldman Sachs, Citadel, SIG, KCG.
Big-3 Finance-IT Leader: Wall Street Quant Leader: Princeton Quant Trading Presentations.
Research Impact among Finance-IT Nobel Laureates: AACSB & Scientific Impact reports.
Leading Global & National Finance, IT, and, Risk Management Practices & Policies:
Computational Quant Finance, Cybersecurity-Risk-Insurance, Digital Transformation:
AI, Algorithms & Machine Learning; Anticipatory & Predictive Risk Analytics.
• 20+ year pioneer of globally influential Finance-IT-Risk Management practices advancing global and national applied AI, Algorithms & Machine Learning, and, Anticipatory & Predictive Risk Analytics practices in Computational Quant Finance & Trading, Cybersecurity Risk Insurance, Cybersecurity Risk Engineering, and Computer Science in global and national technical industry expert roles such as the following:
• (2016) Government of Switzerland Federal Department of Economic Affairs invited industry expert advancing Math Industrial Research on FinTech Algorithms for Banking & Finance Transformation led by senior Goldman Sachs investment bankers in collaboration with world's most influential Swiss Mathematicians of Quantitative Finance and Actuarial Insurance whose work guides worldwide risk modeling of catastrophic risks including black swans.
• (2016-Current) National Association of Insurance Commissioners NAIC invited Cyber Finance industry expert advancing Cyber Risk Insurance beyond VaR to avert the adverse impact of mainstream industry reliance on Cyber Risk Insurance VaR models oblivious of exponentially worse effects of VaR for Cyber Risks anticipated to cause a Global Insurance Crisis unless corrected.
• (2017-Current) Association for Computing Machinery ACM invited industry expert advancing Translational Research on IT Outcomes in FinTech-TechFin following Journal of the American Medical Association (JAMA) and National Institutes of Health (NIH) to advance applied focus on IT practices outcomes to reduce persistent failures of theoretical models in real-world “messes” despite exponential advances in IT capabilities and costs: toward Model Risk Management.
• 2016 Princeton Quant Trading Conference: Offensive Cybersecurity & Model Risk Arbitrage: Sponsors: Princeton University, Goldman Sachs.
• 2015 Princeton Quant Trading Conference: Defensive Cybersecurity & Model Risk Management: Sponsors: Princeton University, Citadel, KCG.
• 2016 New York State Cyber Security Conference - Finance Sector: Cyber Finance & Anticipatory Risk Analytics: Sponsors: NYS Governor & CIO.
• 2015 New York State Cyber Security & Engineering Technology Association Conference: Innovative Cyber Finance Risk Management & Controls Frameworks.
• 2015 U.S. CROs Keynote - Cybersecurity & Cyber Finance Risk Management of Vulnerabilities, Threats, & Risk Mitigation in Finance & Healthcare.
• 2018 Malhotra, Yogesh. Toward ‘Cyber-Finance’ Cyber Risk Management Frameworks of Practice: Bridging Networks, Systems, and, Controls Frameworks. The Journal of Operational Risk, March 2018, Forthcoming.
• 2017 Malhotra, Yogesh. Quantitative Modeling of Trust and Trust Management Protocols in Next-Generation Social Networks-Based Wireless Mobile Ad Hoc Networks. IUP Journal of Computer Sciences, Vol. XI, No. 2, pp. 7-28. April 2017.
Wall Street Investment Banks and Hedge Funds,
$1 Trillion AUM, Midtown Manhattan, New York City
• Quantitative Risk Analytics and Predictive Risk Analytics Software Engineering & Modeling Technical Expert and Projects & Teams Leader leading and guiding Managing Directors and Portfolio Managers with JP Morgan Private Bank and Goldman Sachs alumnus asset management firm. Developed JP Morgan Portfolio Liquidity Risk Modeling Framework and JP Morgan Portfolio Optimization & Value-at-Risk (VaR) Stress Testing Models. Analyzed 400 State Street Associates Hedge Fund Trading, Portfolio Modeling, & Risk Optimization Strategies and Developed High Frequency Econometric Models of Co-integrated Time Series and Liquidity Microstructure Modeling for Goldman Sachs alumnus asset management firm.
Big-3 Banking & Finance & Big-3 IT Global Financial Systems
(USA, Hong Kong, India)
• Computer Systems Software Engineering and Financial Programming Projects & Teams Leader for 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; Big-3 IT: 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. Credit Agricole Corporate & Investment Bank, formerly Banque Indo-Suez: Algorithms Strategist & Technical Lead for Government of Hong Kong Treasury Management and Multi-Currency & Forex Arbitrage; and, India (Mumbai, Delhi): e.g. TATA Group: Global Corporate Strategy Leader for Worldwide Dominance in Global Financial Software Services.• 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, Fortune 500 Banking & Finance: Unisys (US, Atlanta) and TATA (Mumbai, Delhi).
State of New York: IT Administration & Networks Administration,
Cybersecurity Leader, IT Operations & Change Management
• As CISO-Level Cybersecurity-Risk Management IT Administration Leader with over 15-year Professionally Certified IT Security experience and over 20-year Professionally Certified IT experience (CISSP - 2005 , CISA - 2007, CEH - 2014 , CCP-CDP - 1993): Reporting to the CIO-Level role, led implementation of industry-leading practices such as Defense-in-Depth Enterprise Networks and Computer Security & Privacy based on Zero-Trust Cybersecurity Architectures & Networks Segmentation. Pioneered Cybersecurity Risk Insurance global industry standards and frameworks for the Cybersecurity & Risk Management industry overseen by a cybersecurity experts committee from New York State Cyber Research Institute, the U.S. Air Force Research Lab, & SUNY.
Government of Switzerland, Princeton Quant Trading Presentations,
41 Top-10 Research Rankings: AI, Algorithms & Machine Learning
• Global & National Expert Panels: such as Government of Switzerland Federal Department of Economic Affairs pioneering AI, Algorithms & Machine Learning and Quantitative Finance innovations including Cyber-Finance-Trust™ frameworks of Model Risk Management-Defensive Cybersecurity and Model Risk Arbitrage-Offensive Cybersecurity. Industry-Leading R&D selected for 41 SSRN Top-10 Research Rankings over 2015-2017 and invited for presentations at the 2015 and 2016 Princeton Quant Trading Conferences respectively sponsored by Goldman Sachs, Citadel, SIG, and KCG.
National Association of Insurance Commissioners,
State of New York Cybersecurity Presentations
• Pioneering Global Cyber Insurance Standards as invited expert on Cyber Risk Insurance beyond VaR for the National Association of Insurance Commissioners (NAIC) to avert the adverse impact of current mainstream Cyber Risk Insurance VaR models in use anticipated to cause a Global Insurance Crisis unless corrected by advancing on invited research presentations at the 2016 New York State Cyber Security Conference sponsored by the State of New York Governor, and, the 2015 New York State Cyber Security & Engineering Technology Association Conference.
Goldman Sachs, Google, Intel, IBM, Microsoft, etc.
Global Digital Transformation Venture Capital Projects
• Hands-on teams and projects leader and technical expert for world’s top-ranked digital transformation systems with an opt-in virtual community of practice of 130,000+, a global virtual research team of 200 PhD industry experts including Distinguished Professors from Top Business Schools, and, a global user base of millions of worldwide users including clients and patrons such as Goldman Sachs, Google, Intel, IBM, and Microsoft leading worldwide Digital Transformation and IT and Risk Management practices followed by worldwide Fortune 500 and other firms, global national and regional governments, and, Five Eyes Defense Agencies.
• Deep Learning Algorithmic Trading Hedge Fund Ventures (US, New York): Inspired by Benoit B. Mandelbrot and advancing on the Princeton Quant Trading Conference presentations on Anticipatory Risk Analytics & Model Risk Arbitrage.
• 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):
Millions of Worldwide Users and 'Opt-in' Virtual Community of Practice of over 130,000.
• Interviews and Editorial Reviews of Digital Ventures as global IT benchmarks in worldwide media such as: Harvard Business Publishing, Harvard Management Update, Wall Street Journal, Fortune, Inc., Forbes, Business Week, Fast Company, New York Times, Los Angeles Times, Seattle Times, San Jose Mercury News, Chief Executive, CIO, CIO Insight, Computerworld, Information Week, InfoWorld, etc.
• Integrated in higher education institutions worldwide such as the Harvard MBA and other Harvard University programs.
• Recommended by Business-IT Executives such as Microsoft founder Bill Gates, PwC Vice Chairman & CKO Ellen Knap.
• Recommended by associations such as AACSB, ABA, AICPA, ACM, DoD, IEEE, INFORMS, ISACA, NASA, SHRM, WHO.
• Guiding cyber-transformation of the U.S. DoD and the CIOs of U.S. Army, Navy, Air Force, and, Marine Corps.
Big-4 Consulting Sr. Partners, $100 Billion Hi-Tech & Telecom Firms,
BT (UK), Philips (Netherlands), NSF, UN, US & World Governments
• Invited Advisor & Thought Leader: Arthur Andersen Consulting Senior Managing Partners and Consulting Practices Founding Partners, British Telecom (UK), Koninklijke Philips N.V. (Netherlands), Conference Board, Institute for Supply Management, Government of Mexico (Mexico City: National Cabinet and Parliamentary Ministers, 13 CIOs, and 600 IT Executives), Government of Netherlands - National Cabinet, Intel Corporation, National Science Foundation (NSF), Silicon Valley Venture Capitalists and Tech CEOs including TiE Global Silicon Valley Senior Leadership, South Korea (Seoul: National Keynote and National TV Interview), United Nations (UN) (New York City World HQ: Global Keynote & Expert Paper), and, United States Federal Government Inter-Agency Best Practices Council Partner.
National Science Foundation, United Nations, Ziff Davis,
AACSB Research Impact Recognition among Nobel Laureates,
• Model Risk Management research program recognized among Finance Nobel Laureates such as Black-Scholes for real-world impact on global practices by the AACSB Impact of Research Report. Global & National Expert Panels: such as 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 and Cybersecurity Innovations; Ziff Davis Global Standard for Internet Commerce: Founding Member and Co-Editor leading US national CEOs, CIOs, and CTOs; WWW Virtual Library on Knowledge Management: Founding Publisher & Editor: followed by global Intellectual Capital and Knowledge Management pioneers.
Carnegie Mellon & Kellogg School of Management Executive Faculty,
U.S. Higher Education University Research & Instructional Academia,
• Invited Executive Education Faculty: Carnegie Mellon University (Pittsburgh), Kellogg School of Management (Evanston).
• Invited Research Lectures: INSEAD (Fontainebleau, France), Queen's University (Kingston, Canada) School of Business.
• Tenure-Track University & College Professor: Performance Management, Mentoring & Assessment of ~ 500 Digital Enterprise & Quant Analytics, and, Interactive Web Development and Penetration Testing-Ethical Hacking Project Teams composed of ~ 2,000 current and future Business Technology Managers, Supply Chain Managers, and, Project Managers; Interactive Web Computing Developers and Telecommunications Network Administrators.• Computer Scientist - STEM Computer Science Professor (2015-2016), State University of New York (Advanced Analytics, MIS, Object Oriented Programming, Offensive Cybersecurity, Defensive Cybersecurity; Security+ for Network Administrators; AI, Algorithms, Machine Learning Evangelist);
• Management Scientist - Quantitative Methods Professor - IT & Operations Research MBA Faculties (2001-2009), Syracuse University (Advanced Analytics, Decision Support Systems, Decision Science Models, Management Science, MIS, e-Business, Knowledge Management);
• Information Scientist - Management Information Systems Professor - IT & Operations Research MBA & Executive MBA Faculties (1998-2001), State University System of Florida (Advanced Analytics, e-Business, Knowledge Management, MIS, MS-Excel, VBA, MS-Access)
• Information Scientist - Management Information Systems Lecturer in Final-Year of PhD Completion - College of Business Faculty (1998-1998), University of Pittsburgh (MIS)
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®
• Selected for inclusion in Marquis Who's Who® biographical profiles of worldwide leaders and achievers from both the United States and around the world in:• Marquis Who's Who in the World®, Since 1999.
• Marquis Who's Who in Finance & Industry®, Since 2001.
• Marquis Who's Who in America®, Since 2002.
• Marquis Who's Who in Science & Engineering®, Since 2006.
AI, Algorithms & Machine Learning; Algorithmic Trading & Risk Management
Quant Risk Analytics Leading Wall Street Investment Banks & Hedge Funds
• 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 with $1 Trillion AUM such as JP Morgan Private Bank: 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.
Statistical Modeling & Machine Learning Algorithms Predictive Modeling Analytics
Leading Wall Street CFOs Beyond Predictive Analytics to Anticipatory Risk Analytics
• 20+ year Pioneer of Post-PhD Statistical Modeling-Machine Learning Predictive Modeling Analytics advancing beyond Predictive Analytics to Anticipatory Risk Analytics R&D leading Wall Street CEOs and CFOs. 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.
Deterministic, Stochastic, &, Non-Deterministic Data Analytics Methodologies
Princeton University Invited Presentations Leading Quant Finance & Trading
• 20+ year PhD & Post-PhD Leadership in development and advancement of Deterministic, Stochastic, &, Non-Deterministic Data Analytics Methodologies published in Top Academic Research Journals and Proceedings including AI, Algorithms, and, Machine Learning Models presented at 2015 & 2016 Princeton Quant Trading Conference recognized for 41 SSRN Top-10 Research Rankings over 2015-2017 with recent and forthcoming articles in peer-reviewed journals such as Journal of Operational Risk (2018) and IUP Journal of Computer Sciences (2017).
Offensive and Defensive Cybersecurity, CISSP, CISA, CEH, Security+
DoDD 8140 Top-3 IT Security Management & Auditing Certifications
• Developed and Delivered Offensive Cybersecurity and Defensive Cybersecurity Infrastructure and Applied Training Programs as State of New York instructor for CompTIA Security+ (2016), IAT Level II, IAM Level I, advancing on CCP-CDP and Department of Defense Directive 8140 (DoDD 8140) Top-3 Information Security Management & Auditing Certifications (1993-Current):• Certified Information Systems Security Professional (CISSP, 2005-Current), CSSP Manager, IASAE Level III, IAM Level III, IAT Level III.
• Certified Information Systems Auditor (CISA, 2007-Current), CSSP Auditor, IAT Level III,
~ 2,000 Hour Penetration Testing: Hundreds of Cyber Attacks Using Metasploit, NMap, Wireshark, etc. on Authorized Darknets.
• Certified Ethical Hacker (CEH, 2014-Current), CSSP Analyst, CSSP Infrastructure Support, CSSP Incident Responder, CSSP Auditor.
Cybersecurity & Cyber-Computing Technologies Commercialization
National Science Foundation: 32 National Expert Panels: SBIR/STTR
• National Science Foundation: 32 Cybersecurity & Cyber-Computing National Expert Panels (2002-2005) of Computer Scientists, IT Analysts, and, Venture Capitalists for advancing US Computing and Cybersecurity innovations by authorizing and approving multi-million dollar NSF Small Business Innovation Research (SBIR)/Small Business Technology Transfer (STTR) grants.
Digital Ventures Development: World's Top-Ranked Digital Ventures
Leading Worldwide Digital Transformation of Firms & Governments
• Developed and Programmed Computerworld's Top Digital Transformation Site, Top-3 Search Engine, and, Top-10 Social Network (1993-1998) with clients and patrons such as Goldman Sachs, Google, Intel, IBM, and Microsoft after getting certified as a Certified Computing Professional-Certified Data Professional (CCP-CDP, 1993). Digital Ventures applied by the US DoD and CIOs of U.S. Army, U.S. Navy, U.S. Air Force, and, U.S. Marine Corps for defining and implementing their Cyber-Transformations and applied by worldwide firms and governments for their digital transformation (1995-2002).
Computer Systems Programming, Numeric & Scientific Computing, OOP
Wall Street Hedge Funds, Big-3 Finance, Big-3 IT, Algorithmic Trading
Predictive Analytics & Machine Learning Algorithms Expert in IT & Cybersecurity
40 Editorial Boards & Expert Reviewer Panels in U.S. Research Academia
•Editorial Boards and Expert Reviewer Panels (1993-Current) of more than 40 internationally ranked Computer Science, Decision Sciences, Information Technology, IT Economics, MIS, and, Network Sciences research journals, international conferences, and global publishers such as ACM, IEEE, IBM, Cambridge University Press, Harvard Business School Publishing, and, Springer-Verlag: recently, invited expert referee on Cybersecurity Industrial Research for the Society for Modeling & Simulation International's Journal of Defense Modeling and Simulation (JDMS, Sage Publications) focus on STIX, TAXII, Bayesian Networks, and, Markov Chain Monte Carlo Models (2016).
Predictive Analytics & Machine Learning Models Expert in IT & Risk Management
100 Scientific Research Peer-Review Reports on Quant Models Validations
• 20+ year PhD & Post-PhD Leadership in Quantitative, Statistical, Structural, and, Machine Learning Predictive Analytics Model Validation Reviews. Wrote more than 100 invited Peer-Review Reports of Empirical & Scientific Research as a referee for research manuscripts submitted for publication in Top Academic Research Journals. Received the Best Reviewer Award from the Academy of Management for the referee peer-review of Structural Equation Modeling based Machine Learning models selected for Academy's Best Paper award.
Quant Measurement & Modeling of Digital and Knowledge Assets
Leading United Nations in Economic Modeling of Digital Assets
• United Nations World Head Quarters Global Economists Expert Panel (2003) as Quant Expert on the Measurement of National Digital-Knowledge Assets including development of a Balanced Score Card Framework for National Digital & Knowledge Assets Measurements advancing on pioneering practices resulting in 'Over Half-Million Dollars Contributed to Advancing Digital Transformation Practices' via our global digital social enterprise network clients and patrons including world's largest Finance, IT, and, Consulting firms.
Financial Accounting & Auditing, CPA (Education), NYS AICPA
5,000 Hour Analysis of the Global Financial Crisis Risk Modeling Failures
• Certified Public Accountant (C.P.A.) Education Requirements Fulfilled, AICPA, State of New York.
~ 5,000 Hour Analysis of the Global Financial Crisis and Risk Management Model Failures (2009-2010):
Advancing on Finance-IT-Risk Management R&D selected for CNET Corporate Computing Award (2002) and AACSB Research Impact among Nobel Laureates (2008) critically analyzed as a trained information systems auditor and a financial accounting auditor three key premises of global financial economics theories in practice that will likely continue to be the subject of recent and forthcoming Financial Economics Nobel prizes, namely, efficiency of markets, rationality of behaviors, and, symmetric availability as well as application of information.
Engineering Technology Innovations & Process Engineering, C.Eng.IMPACT
Transnational Technology Development & Tech Transfer
• Chartered Engineer (C.Eng.) and Life Member of the Institution of Engineers having already made significant applied and industrial practice contributions while transitioning industrial expertise across production engineering, process engineering, transnational technology knowhow transfer, and, enterprise financial systems of global and multinational American, Indian, and, Japanese automotive and process-engineering firms.
How applied R&D leads global real-world practices:DIGITAL TRANSFORMATION PRACTICES LEADING GLOBAL FIRMS & GOVERNMENTS
"Recently, such probabilistic, statistical, and numerical methods related concerns are in globally popular press related to cybersecurity controls and compliance. Earlier, similar probabilistic, statistical, and numerical methods related concerns were in the global popular press in the context of the Global Financial Crisis. Future questions focused on the underlying assumptions and logic may focus on related implications for compliance, controls, valuation, risk management, etc. Likewise, recent developments about mathematical entropy measures shedding new light on apparently greater vulnerability of prior encryption mechanisms may offer additional insights for compliance and control experts. For instance, given related mathematical, statistical and numerical frameworks, analysis may also focus on potential implications for pricing, valuation and risk models. The important point is that many such fundamental assumptions and logic underlying widely used probabilistic, statistical, and numerical methods may not as readily meet the eye."
Source: Interview: Bitcoin BlockChain Cryptographic Protocols, Hong Kong Institute of CPAs, January 20, 2014.
Reference: First Research Report on Bitcoin 'Cryptographic Proof' preceding Goldman Sachs, December 04, 2013.
"[T]he approaches to mitigate operating risk associated with the use of models need to evolve to reflect recent trends in the Finance Industry. In particular there are a number of new areas where it is not possible for the "human eye" to necessarily detect material flaws: in the case of models operating over very small time scales in high frequency algorithmic trading, or for portfolio risk measurement models where outputs lack interpretability due to high-dimensionality and complex interactions in inputs, the periodic inspection of predicted versus realized outcomes is unlikely to be an effective risk mitigate. These situations require a holistic validation framework of the system focused on identifying and mitigating potential failures, taking into account the models’ objectives, their implementation including the joint interaction of software and hardware, their response to potential input shocks in real time and the fail-safe mechanisms."
• 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.
- 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.2016 & 2015 Princeton Quant Trading Conference: Sponsors: Goldman Sachs, Citadel, SIG, KCG Holdings.
• 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 Finance; 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.
• 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 8140 (DoDD 8140) IT Security Management & Auditing Certifications:
• CISSP (Since 2005): DoDD 8140 - CNDSP Manager, IAM Level III, IAT Level III, IASAE II
• CISA (Since 2007): DoDD 8140 - CNDSP Auditor, IAT Level III
• CEH (Since 2014): DoDD 8140 - 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
"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."
"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
Pioneering AI & Decision Modeling; Algorithms & Machine Learning; CyberSecurity Risk Engineering
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 Finance; AI & Decision Modeling; Algorithms & Machine Learning.
RESEARCH & PUBLICATIONS - Download Full-Text Articles
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
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
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
Research & Practices:
Dr. Yogesh Malhotra: RESEARCH: Wall Street Quant: Big-3 Finance-IT Leader: Research Impact among Nobel Laureates: Princeton Quant Trading Presentations: Ventures: 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
2015-2017: 41 SSRN Top-10 Research Rankings: Top-10% SSRN Authors:
AI, Algorithms & Machine Learning; Anticipatory & Predictive Analytics:
Computer Science, Cybersecurity, Insurance, Quantitative Finance & Trading
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,
• Decision-Making under Risk & Uncertainty,
• Econometric & Statistical Methods,
• Econometric Modeling,
• Hedging & Derivatives,
• Information Systems & Economics,
• Interorganizational Networks & Organizational Behavior,
• Mathematical Methods & Programming,
• 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.
• 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
• Impact: Quantitative Finance, Quantitative Risk Analytics & Risk Management Projects
• 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 Finance: 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