Dr. Yogesh Malhotra 
The 360^{o} View of Computational Quantitative Risk Management™
Who's Who in America^{®} Portfolio of Global CxO Research & Practice Leadership 
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 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. Global financial systems modeling & implementation projects leader such as for Bank of America across USA & Hong Kong. Ranked & profiled among Nobel laureates such as BlackScholes in business press, industry surveys & scientific impact studies. Executive Education faculty, Carnegie Mellon & Kellogg. Associate Professor & 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; digital risk analytics, trading & risk management tech ventures; social media, behavior modeling, 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 Funds, Algorithms, Trading Strategies, Econometrics, Microstructure, Derivatives, Stochastics, Numerical Methods, Quantitative Risk Models, LargeScale Data Models, Data Science, Predictive Analytics, Software Engineering.
Recent Wall Street Investment Bank Projects • Project Manager, JP Morgan Private Bank Portfolio Construction & Optimization Liquidity Assessment Framework: Supervisor & Mentor: JP Morgan Top Leadership Executive Director featured in Harvard Case Study on JP Morgan Global Financial Crisis Risk Management Top4 Team.
• Project Manager, High Frequency Econometric Modeling of Cointegrated Time Series and Analysis of 400 Trading Strategies: Mentor: Top Wall Street SVP Hedge Fund Manager with Top Wall Street Investment Banks & Harvard University Computer Scientist and Mathematician Alumnus at Goldman Sachs Alumnus’ Asset Management Firm.
• Led global Banking & Finance Venture Capital projects in Investment Management, Trading & Retail Banking 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.

• Selected for inclusion among 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^{®}.