World Leading Hi-Tech Research Defining World Leading Computational, Quantitative & Risk Analytics Practices
Global Risk Management Network, LLC, 757 Warren Rd, Cornell Business & Technology Park, Ithaca, NY 14852-4892
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Dr. Yogesh Malhotra
PhD,MSQF,MSCS,MSNCS,MSAcc,MBAEco,
BE,CEng,CISSP,CISA,CEH,CCP/CDP,CPA Education
Computational, Quant & Risk Analytics
Algorithms & Machine Learning,
CyberSecurity Risk Engineering,
Computational Quantitative Analytics,
Risk Analytics Ventures,
Worldwide Impact on Practices

Who's Who in America®,
Who's Who in the World®,
Who's Who in Finance & Industry®,
Who's Who in Science & Engineering®

      *

E-mail - LinkedIn
GMail: dr.yogesh.malhotra
Ph: 646-770-7993
Citizenship: USA, Residence: New York

Global Digital Transformation, Quant Analytics, & Risk Management Practices Leaderships
World's Largest Banking & Finance Firms, IT & Telecom Firms, Wall Street CxOs, Silicon Valley CxOs,
National Science Foundation; United Nations; US & World Governments, Economies, Defense Agencies.

*2008: AACSB Impact of Research among Nobel Laureates such as Black-Scholes, Harry Markowitz, Modigliani & Miller, William Sharpe.
*2016 Princeton Quant Trading Conference Invited Research Presentation: Sponsors: Princeton University, Goldman Sachs, Citadel, SIG.
*2015 Princeton Quant Trading Conference Invited Research Presentation: Sponsors: Princeton University, Citadel, KCG Holdings.
*2016 New York State Cyber Security Conference Research Presentation: Sponsors: New York State Governor & Office of IT Services.
*2015 New York State Cyber Security & Engineering Technology Association Conference: Sponsor: NYS Cyber Security & Eng. Tech. Assoc.
*2015-2016: 39 Top-10 SSRN Rankings Research: Algorithms, Machine Learning & Econometrics for Computational Quant & Risk Analytics.
Research Impact recognized among IT and Finance-Economics Nobel laureates in business press, industry surveys & scientific impact studies.   Risk Management Tech Ventures leading Computational Quantitative Analytics, Machine Learning, Data Science, Quantitative Finance, & Cybersecurity Practices.
Global Thought Leadership spanning Silicon Valley to Seoul and all the continents in between with global impact across most nations of the world.   Worldwide Business and IT Editorial Coverage & Interviews in Wall Street Journal, New York Times, Fortune, Fast Company, Forbes, Business Week, CIO, CIO Insight, Computerworld, Information Week, etc.

*Projects *Goldman Sachs *JP Morgan *Wall Street Hedge Funds *Princeton Presentations *Model Risk Arbitrage *Cyber Finance *Cyber Risk Insurance * Ventures
*Bayesian vs. VaR *Markov Chain Monte Carlo Models *Mobile Trust Models * Pen Testing Frameworks *Bitcoin Cryptanalytics *NFS Cryptanalytics Algorithms
*Research Impact *Future of Finance *Beyond VaR *Model Risk Management *SR11-7 *OCC2011-12 *Future of Risk *Cyber Risk *SSRN *Google Scholar *Publications

[Algorithms & Machine Learning] [CyberSecurity Risk Engineering] [Computational Quantitative Analytics] [Risk Analytics Ventures] [Worldwide Impact on Practices]


EXECUTIVE PROFILE
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Top-10 IT & Statistics Double Doctorate PhD Computer Scientist with Wall Street investment banks with $1 Trillion AUM such as JP Morgan. Invited Post-Doc Research Presentations at Princeton Quant Trading Conference sponsored by Princeton University & Goldman Sachs. Real impact of research among exemplars such as Black-Scholes noted by AACSB Research Impact Report. Research advancing execution of Model Risk Management Guidance of US Federal Reserve Bank. Founded FinTech Risk Analytics ventures with CxO clients such as Goldman Sachs, Google, Intel, Harvard,& MIT. 

Computational Quant Finance-Risk Analytics projects leader with Wall Street investment banks with $1 Trillion AUM such as JP Morgan: Quantitative Finance, Liquidity Risk Modeling, Market Risk Modeling, Credit Risk Modeling, Financial Econometrics, Financial Programming, Large-Scale Data Modeling, Interest Rate Derivatives, Fixed Income & Equity Portfolio Modeling with SAS, MATLAB, C++, MS-Excel, VBA, Bloomberg. United Nations World HQ Global Economists Expert Panels.

CyberSecurity Risk Engineering Leader, IT Administration & Networks Administration, New York State Government. National Science Foundation Computer Scientists & Cyberspecurity Expert Panels. IT & KM advisor to $100 Billion hi-tech firms such as Intel, Silicon Valley VCs-CEOs, US & World Governments. Founded FinTech Risk Analytics ventures with CxO patrons-clients such as Goldman Sachs. Global Financial Systems Engineer with Big-3 Banking & IT firms such as Bank of America across USA, Hong Kong, & India.

Princeton University Post-Doc Research Presentations on Algorithms & Machine Learning.
Carnegie Mellon University & Kellogg School of Management Executive Education Faculty.
Tenure-Track Professor: STEM: Computer Science; MBA/EMBA:
Computer Science & Cybersecurity: IT, Programming, Advanced Analytics, Machine Learning.
Quantitative Methods: Quantitative Risk & Mathematical Financial Modeling, 
IT & Operations Research-Supply Chain Management.

• Invited Quant Research Presentation, 2016 Princeton Quant Trading Conference, Princeton University, April 16, 2016. - Sponsors: Princeton University Goldaman Sachs, Citadel.

• Invited Quant Research Presentation, 2015 Princeton Quant Trading Conference, Princeton University, April 4, 2015. - Sponsors: Princeton University Bendheim Center & ORFE, Citadel, KCG Holdings.

• Wall Street Investment Banks Project Leaderships of Risk Modeling & Analysis for Banks with $1 Trillion AUM:
- JP Morgan Private Bank Multi-Asset Portfolio Fund of Funds with $500-600 Billion AUM, Midtown Manhattan.
- Mentor: JP Morgan Global Head of Quantitative Research & Analytics and US Head of Portfolio Construction
- Goldman Sachs Alumnus' Asset Management Firm with $400-500 Billion AUM, Midtown Manhattan.

• Project Leader, JP Morgan Private Bank Portfolio Construction & Optimization Liquidity Assessment Framework, reporting to and guiding Global Head of Quantitative Research & Analytics, US Head of Portfolio Construction and team.

• 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.

• Equity Portfolio & Risk Management Strategist, developed Financial Risk Analytics with 200 market data sources, did 3,500 equity trades in double-digit million US$ of 250 companies using technical, fundamental, structural analysis.

• Prior Banking & Finance Analytical & Modeling Project Leaderships for Bank of America, Las Vegas; Crédit Agricole CIB, Hong Kong Govt. Treasury Management; Wells Fargo, and, Big-3 IT for Global Financial Systems of worldwide banks.

• Founder, Risk Analytics Ventures with clients & patrons such as Goldman Sachs, Google, IBM, Intel, Microsoft, Harvard.

• Carnegie Mellon & Kellogg Executive Education faculty; Quantitative Methods Professor at Syracuse University; Keynote Speaker for UN Global Assets Modeling Expert Panel & World Governments; NSF Computer Scientists Expert Panels.

• 20-year PhD & Post-PhD experience in Statistics, Probability, Econometrics, Quantitative Finance, Operations Research, Computer Science, Cryptography, Encryption models & algorithms such as Regressions, Structural Equations, VaR, ES, EVT, ARCH/GARCH, Machine Learning, Data Mining, Bayesian Inference, Markov Chain Monte Carlo Models.

• 20-year PhD & Post-PhD experience in data analysis tools, data sources, analysis queries and procedures applied using SPSS, SAS, MATLAB, AMOS, PLS, LISREL, C++, MS-Excel, VBA, Bloomberg, etc.; 100+ Quantitative Statistical & Structural Model Validation Reviews: Top Academic Empirical Journals: Best Reviewer Award, Academy of Management.

• 17-year Post-PhD Statistical Modeling & Analysis Research: Research recognized as 'exemplar of 'considerable impact on actual practice' on Model Risk Management Practices, AACSB International Impact of Research Report. Impact evident in US Federal Reserve & Office of Comptroller of Currency Model Risk guidance: SR11-7 & OCC 2011-12.

• Developed, Organized, and, Led a Team of 200 PhDs including Senior Professors from Top Business Schools and a Virtual Professional Community of Practice of 130,000+ to publish High Impact Research applied by worldwide firms and governments to implement global Digital Transformation practices.

• Media Interviews & Editorial Coverage of founded FinTech Digital Transformation ventures as global industry benchmarks in all US and worldwide top-tier Business and Technology media publications such as Harvard Business Publishing, Wall Street Journal, New York Times, Fortune, Inc., Forbes, CIO, Fast Company, Business Week, Computerworld, Information Week, CIO Magazine, CIO Insight, InfoWorld, Chief Executive, Government Technology, Government Executive, Federal Computer Week, Los Angeles Times, San Jose Mercury News, etc.

• Top-10 PhD Quantitative Modeling Computer Scientist Chartered Engineer: Double Doctorate in Statistics & IT, Top-14 MS Quantitative Finance (Applied Math), MS Computer Science/Computational Finance, MS Network & Computer Security/Quantitative Finance, MBA Quantitative Economics, MS Accountancy, BE Mechanical Engg., UC Berkeley MFE & Kellogg PRMIA Risk Management Executive Education, SAS Certified, MATLAB Certified, Unix and C Certified.


PROJECTS PORTFOLIO
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Recent Research Presentations and Research Reports
*Princeton University Presentations on the Future of Finance: 'Rethinking Finance' for Era of Global Networked Digital Finance.
*2016 Princeton Quant Trading Conference Invited Research Presentation: Beyond Stochastic Models to Non-Deterministic Methods.
*2015 Princeton Quant Trading Conference Invited Research Presentation: Beyond Risk Modeling to Knightian Uncertainty Management.
*Beyond 'Bayesian vs. VaR' Dilemma to Empirical Model Risk Management: How to Manage Risk (After Risk Management Has Failed).
*Markov Chain Monte Carlo Models, Gibbs Sampling, & Metropolis Algorithm for High-Dimensionality Complex Stochastic Problems.
*Risk, Uncertainty, and Profit for the Cyber Era: 'Knight Reconsidered': Model Risk Management of Cyber Risk Insurance Models.
*Cybersecurity & Cyber-Finance Risk Management: Strategies, Tactics, Operations, &, Intelligence: ERM to Model Risk Management.
*Number Field Sieve Cryptanalysis Algorithms for Most Efficient Prime Factorization on Composites: Beyond Shannon's Maxim.
* Bitcoin Protocol & Bitcoin Block Chain: Model of 'Cryptographic Proof' Based Global Crypto-Currency & Electronic Payments System.
*2015-2016 35 SSRN Top-10 Research Rankings for Computational Quantitative & Risk Analytics Algorithms Machine Learning Research.
* 2008 AACSB International Impact of Research Report: Named 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
Quantitative Finance, Quantitative Risk Analytics & Risk Management Projects Impact
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
35 SSRN Top-10 Rankings: Computational Quant Analytics: 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


RESEARCH IMPACT AWARDS & RANKINGS
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AACSB Impact of Research among Finance Nobel Laureates such as Black-Scholes

Scientific Impact Studies Rankings among IT Nobel Laureates and Harvard Professors

CNet Networks Corporate Computing Award for Most Influential Research

Academy of Management Best Reviewer Award for Quantitative Structural & Statistical Models

2015-2016: 39 SSRN Top-10 Research Rankings
ALGORITHMS, MACHINE LEARNING & ECONOMETRICS for COMPUTATIONAL QUANT RISK ANALYTICS
 

    Research selected for 39 SSRN Top-10 Rankings in Computational Quantitative Risk Analytics.
    - SSRN Top-10 Ranking Categories: 
    • Capital Markets, 
    • Computational Techniques, 
    • Corporate Governance, 
    • Cyberlaw, 
    • Decision-Making under Risk & Uncertainty, 
    • Econometric & Statistical Methods, 
    • Econometric Modeling, 
    • Econometrics, 
    • Hedging & Derivatives, 
    • Information Systems & Economics, 
    • Mathematical Methods & Programming, 
    • Microeconomics, 
    • Operations Research, 
    • Risk Management, 
    • Risk Management Controls, 
    • Risk Modeling, 
    • Stochastic Models, 
    • Systemic Risk, 
    • Uncertainty & Risk Modeling, and, 
    • VaR Value-at-Risk.

POST-DOCTORAL RESEARCH & PROESSORSHIPS
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Post-Doctoral Quantitative Finance & Cybersecurity Research Presentations at Princeton University
, 2009-2016
2016 Princeton Quant Trading Conference: Sponsors: Princeton University, Goldman Sachs, Citadel, SIG.
2015 Princeton Quant Trading Conference: Sponsors: Princeton University, Citadel, KCG Holdings.
Post-Doc Research: Quantitative Finance, Cybersecurity, Computer Science, Machine Learning Algorithms

Carnegie Mellon University & Kellogg School of Management Invited Executive Education Faculty

STEM (Science, Technology, Engineering, & Mathematics)  Tenure-Track Professorships:
Computer Science, Cybersecurity, Advanced Analytics, Quantitative Methods, IT & Operations Research


Associate Professor (Promoted) & Assistant Professor of Quantitative Methods
, Tenure Track, 2001-2009
Quantitative Risk & Financial Modeling IT & Operations Research-Supply Chain Management MBA Faculty
Research Impact ranked and profiled among Finance and Information Technology Nobel Laureates in Academic and Business Press.
• Named among 'exemplars'​ of 'considerable impact on actual practice' such as Black-Scholes & Harry Markowitz,
AACSB International Impact of Research Report, 02/2008.
- AACSB International Impact of Research among Finance Nobel Laureates, 2008.

• Invited advisor to BT (UK), Conference Board, National Science Foundation, United Nations, Institute for Supply Management, etc.

Assistant Professor of STEM-Computer Science, Cybersecurity, Advanced Analytics
, Tenure Track, 2015-2016
Computer Science & Cybersecurity
: IT, Programming, Data Science, Machine Learning Faculty

STEM Division alumni include NASA Space Shuttle commander astronaut, USAF Colonel Eileen Collins
Princeton University and Goldman Sachs sponsored Princeton Quant Trading Conference Invited Research Presentation, 2016.
Switzerland Federal Department of Economic Affairs: Math-Fintech Industrial Research, Technical Expert, 2016.
New York Cyber Security and Engineering Technology Association (NYSETA), Cybersecurity Standards Development, 2015.
Supervised development of Cybersecurity and Penetration-Testing and Ethical Hacking Networks and Infrastructure.
Developed and delivered experiential applied Cybersecurity program preceding New York State’s approval of Cybersecurity major.


Assistant Professor of Information Technology & Operations Research
, Tenure Track, 1998-2001
Enterprise Risk Management: IT, e-Business, & Knowledge Management Executive MBA & MBA Faculty

• Invited advisor to the Intel Corporation on Next-Generation e-Business Architectures, 2001.
• Invited advisor to the Government of Mexico and Parliament Cabinet Ministers, 13 CIOs, and 600 IT Executives, 1999.
• Invited advisor on National Economic Development to 400 South Korean Leaders, National TV Interview, Maeil Business TV Network, 2000.
• Invited National US and Worldwide National Interviews: CIO Magazine, Fortune, Inc., Maeil Business Newspaper (Korea), etc.
• Ranked in Top-3 most influential Knowledge Management scholar-practitioners such as Professor Ikujiro Nonaka of UC Berkeley.
- Drexel University Survey of Global Information Systems World Community, 2000.

EDUCATION
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Top-10 PhD Double Doctorate in IT & Statistics, National Honors: Quantitative Risk Management & Controls
- Quantitative PhD Thesis: Statistical Models of Quantitative Risk Management & Controls
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Top-14 MS Quantitative Finance: Applied Math: Advanced Econometrics, Risk Modeling 
MFE Master of Financial Engineering Executive Education, University of California, Berkeley
PRMIA Quantitative Risk Management Executive Education, Kellogg School of Management
MS Network & Computer Security, 1st, Outstanding Student Award: Bayesian Inference, Markov Chain Monte Carlo Models 
MS Computer Science: Computational Finance, AI & Modeling, Algorithms, Data Mining, Machine Learning
MS Accountancy, 1st 4.0/4.0, Perfect GPA Award: Finance: Advanced Financial Accounting & Auditing, Asset Valuations
MBA Quantitative Economics, 1st 4.0/4.0, National Honors: Advanced Statistics, Econometrics & Optimization 
BE, Bachelor of Engineering with Distinction, Highest Honors : Mechanical Engineering: Physics
ABA/AIB, 
C.Eng., CISSP, CISA, CEH, CCP/CDP, CPA (Education), EC-Council, MATLAB, SAP-ERP/CRM, SAS.

SKILLS, EXPERTISE & INTERESTS
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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.
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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®.