WorldLeading HiTech Research Leading WorldLeading Risk Management Practices ™ 

Dr. Yogesh Malhotra 

Top10 quantitative risk modeling PhD projects leader for Wall Street investment banks such as JP Morgan with $1 Trillion AUM. Founder, awardwinning risk management ventures with CxO clients such as Goldman Sachs. Global financial systems modeling & implementation projects leader such as for Bank of America across USA, Hong Kong & India. Ranked & profiled among Nobel laureates such as BlackScholes in business press, industry surveys & scientific impact studies. Executive Education faculty, Carnegie Mellon & Kellogg. Associate & Assistant Professor of Quantitative Methods, Syracuse University.
Recent quantitative finance, quantitative modeling, risk management project leaderships with Wall Street investment banks such as JP Morgan & Goldman Sachs alumnus asset management firm. Led projects on quantitative finance, liquidity risk modeling, market risk modeling, credit risk modeling, financial econometrics, financial programming, largescale data modeling, interest rate derivatives, fixed income & equity portfolio modeling with SAS, MATLAB, C++, MSExcel, VBA, Bloomberg.
Global Banking & Finance projects in investment management, trading & retail banking with over 15yr global leadership in risk management, quantitative modeling, quantitative finance, model validation; trading, risk analytics & risk management tech ventures; data science & software engineering. Advised $100 Billion firms such as Intel, Silicon Valley VCs & CEOs, US & World Governments, UN, NSF.
Specialties: SAS, MATLAB, C++, MSExcel, VBA, SQL, Bloomberg, Liquidity Risk Models, Credit Risk Models, Market Risk Models, Stress Testing, Model Risks, Model Validation, Portfolio Optimization, Asset Pricing, Alternative Investments, Hedge Fund Models, Fund of Funds, Algorithms, Trading Strategies, High Frequency Econometrics, Microstructure, Derivatives Models, Stochastic Models, Numerical Methods, Quantitative Risk Models, LargeScale Data Models, Data Science, Predictive Analytics, Software Engineering.
Skills, Expertise & Interests
Algorithms, ALM, Asset Liability Management, Asset Valuations, Bayesian Inference, Big Data Analytics, Bloomberg, C++, Credit Risk Models, Cryptography, Cybersecurity, Data Mining, Data Modeling, Data Science, Derivatives, Econometrics, Entrepreneurship, Equities, Financial Econometrics, Financial Modeling, Financial Risk Models, Fixed Income, Hedge Funds, Information Assurance, Interest Rate Derivatives, Investment Banking, Investment Management, Liquidity Risk Models, Machine Learning, Market Risk Models, Markov Chain Monte Carlo Models, MATLAB, Microsoft Excel Models, Model Risk, Operations Research, Penetration Testing, Portfolio Management, Portfolio Optimization, Predictive Analytics, Python, Quantitative Analytics, Quantitative Finance, Quantitative Models, Quantum Computing, R, Risk Management, SAS, Software Engineering, SQL, Statistical Modeling, Statistics, Stochastic Modeling, Stress Testing, Structural Equation Modeling, Supply Chain Management, Swaps, Time Series Analysis, Trading Strategies, Trading, Valuation, VBA, Vulnerability Analysis. 
Portfolio of Computational & Quantitative FinanceRisk Management Projects & Ventures
Portfolio of Computational & Quantitative FinanceRisk Management Projects & Ventures
Wall Street Computational & Quantitative FinanceRisk Modeling Projects
• Quantitative Finance Risk Modeling Wall Street Investment Banks & Venture Capital Projects
• Quantitative Finance Risk Modeling, Econometric Modeling, Numerical Programming Models
• JP Morgan Bank Liquidity Assessment Framework for Portfolio Construction & Optimization
• Goldman Sachs Alumnus Asset Manager LargeScale Data High Freq Econometric Models
• Quantitative Finance, Risk Modeling, Econometric Modeling, Numerical Programming
• Technologies of Computational Quantitative Finance & Risk Modeling 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 Modeling & Risk Management Projects Impact
Wall Street Computational & Quantitative FinanceRisk Management Analyses
• U.S. Federal Reserve & Office of the Comptroller of the Currency Model Risk Guidance
• Advancing Beyond ValueAtRisk (VaR) Model Risks Exposed by the Global Financial Crisis
• OCC Notes Cybersecurity Risk & Cyber Attacks as Key Contributor to Banks' Financial Risk
• Griffiss Cyberspace Cybersecurity Venture Aims to Span Wall Street and HiTech Research
• Bitcoin Protocol: Model of ‘Cryptographic Proof’ Based CryptoCurrency & ePayments
• Future of Bitcoin & Statistical Probabilistic Quantitative Methods: Global Financial Regulation
• Financial & Crypto Network Protocols Analyses => Critical Risks, Threats & Vulnerabilities
• Computational Quantitative Finance Modeling & Risk Management Research Publications
• Models Validation Expert Panels: IT, Operations Research, Economics, Computer Science
• Rankings among Nobel Laureates and Harvard University Distinguished Professors
Global Computational & Quantitative FinanceRisk Management CxO Tech Ventures
• CxO Think Tank: New Risk Management Frameworks: Complexity, Uncertainty & Risk
• CxO Consulting: Global, Corporate, National & Worldwide Risk Management Strategy
• CxO Keynotes: Conference Board, Silicon Valley, UN, World Economy: Uncertainty & Risk
• CxO Guidance: Cyber Defense & Finance & IT Risk Management: Uncertainty & Risk
• National Science Foundation Cybersecurity & Cybercomputing National Expert Panels
• UN Global Economic Policy Expert as Quantitative Economist on Assets Measurement
• Global Footprint of Influential Leading Edge CxO Risk Management Ventures & Practices