Global Risk Management Network, LLC, 757 Warren Rd, Cornell Business & Technology Park, Ithaca, NY 14852-4892
AI & Decision Modeling; Algorithms & Machine Learning; CyberSecurity Risk Engineering; Quantum Computing:
Pioneering Digital, Computational, Quant, Cyber & Quantum FinTech & Finance-IT-Risk Management ICT Digital Transformation.™
Dr. Yogesh Malhotra: RESEARCH: Beyond 'Prediction' to 'Anticipation of Risk': Research Impact among Nobel Laureates: Princeton University Presentations: Digital Ventures:
[Digital Transformation Pioneer] [Computational Quant Analytics] [CyberSecurity Risk Engineering] [AI, Algorithms & Machine Learning] [FinTech: 'Rethinking Finance']
Post-Doc Quant Presentations at Princeton,Quant Top-10 PhD Double Doctorate,MSQF,MSCS,MSNCS,MSAcc,MBAEco,BE,CEng,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®
Dr. Yogesh Malhotra
Post-Doc Computational Analytics-AI & Decision Modeling-Algorithms-Machine Learning: Princeton Quant Presentations,
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: Dr.Yogesh.Malhotra[at]gmail.com LinkedIn: linkedin.com/in/yogeshmalhotra
Research Impact among Nobel Laureates: Computer Scientist, Management Scientist, Information Scientist.
Wall Street Investment Banks-Hedge Funds Quant: Invited Princeton University Quant Trading Presentations.
Global Computational Quant Leaderships: Digital, Computational, Quant, Cyber Risk Management-Analytics.
World's Largest Banking & Finance and IT & Telecom Firms; Silicon Valley VCs & CxOs, Wall Street CxOs,
National Science Foundation; United Nations; US-World Governments, Economies & Defense Agencies.
2015-2017: SSRN: 40 Top-10 Rankings: Top 10% Authors: Digital, Computational, Quant, Cyber Risk Analytics.
2016 & 2015 Princeton Quant Trading Conference: Sponsors: Goldman Sachs, Citadel, SIG, KCG Holdings.
2016 Princeton Quant Trading Conference Invited Research Presentation: Sponsor: Princeton University.
2015 Princeton Quant Trading Conference Invited Research Presentation: Sponsor: Princeton University.
2016 New York State Cyber Security Conference Research Presentation: Sponsor: New York State Governor.
2008: AACSB: Real Impact of Research among Nobel Laureates such as Black-Scholes & William Sharpe.
INTERVIEWS IN WORLDWIDE BUSINESS & TECHNOLOGY PRESS: INSIGHTS & FORESIGHTS LEADING GLOBAL PRACTICES
• Hands-on Strategic, Operational, Tactical Leader: Wall Street Hedge Funds, Big-3 Finance & IT
Senior Quant leaderships of MDs & PMs: Wall Street investment banks-hedge funds: $1 Trillion AUM: JP Morgan. NYS IT & Networks Administration CISO Role. Founder-Executive Director, Computational, Quant, Risk Analytics Digital Ventures: CxO clients: Goldman Sachs, Google, Harvard, IBM, Intel, Microsoft: Recommended by Microsoft founder Bill Gates, Big-4 CxOs; US Army, Navy, Air Force CIOs. Global Financial Systems Leader: Big-3 Finance-IT firms: Bank of America. Advisor: $100 Billion hi-tech firms: Intel, BT (UK), Silicon Valley VCs-CEOs, US-World Governments, UN, NSF.
• Computational Quant-Risk Analytics Leader: Wall Street Investment Banks, $1 Trillion AUM
Wall Street investment banks with $1 Trillion AUM such as JP Morgan: Quant Finance, Liquidity Risk, Market Risk, Credit Risk, Financial Econometrics, Financial Programming, Large-Scale Data Modeling, Interest Rate Derivatives, Fixed Income & Equity Portfolio Modeling: SAS, MATLAB, C++, MS-Excel, VBA, Bloomberg.
• Post-Doc Princeton University Quant Presentations
Pioneering AI & Decision Modeling, Algorithms, Machine Learning: Invited Presentations: Princeton Quant Trading Conference: Sponsors: Princeton University, Goldman Sachs, Citadel: 40 Top-10 SSRN Rankings: Decision Modeling, Uncertainty & Risk Modeling, Mathematical Methods & Programming, Stochastic Models, Econometrics, Operations Research.
• Research Impact among Finance-IT Nobel Laureates in AACSB & scientific impact reports
AI & Decision Modeling Post-Doc, Top-10 MIS PhD IT-Statistics Double Doctorate.
Princeton: Post-Doc Presentations: AI & Modeling, Algorithms, Machine Learning.
Carnegie Mellon, Kellogg: Invited IT Executive Education Faculty.
Professor: Computer Scientist, Management Scientist, Information Scientist, MBA Faculty, CompTIA Security+ Faculty.
• Worldwide Practices Leadership-Impact:
Global CEO, CIO, CFO, CRO Benchmarks:
Wall Street Journal, New York Times, Fortune, Inc., etc.
Post-Doctoral research in Computational Quantitative Analytics: AI & Decision Modeling, Algorithms, Machine Learning
- Having received admission offers from Top-10 PhD Programs in both Accountancy and Economics
- Adding ~ 2x Credits of the 91 Cr 'Double Doctorate' PhD including four new Computational Quant Analytics graduate degrees.
Top-10 MIS PhD: '45-Cr PhD' Credits in both IT-Quantitative Methods & Statistics-Quantitative Methods: 91 Cr PhD.
PRMIA Executive Education in Quantitative Risk Management, Kellogg School of Management.
MFE Executive Education in Computational Quant Analytics, University of California Berkeley.
MS Cybersecurity: Cyber Risk Insurance, Algorithms, Machine Learning, AI & Modeling, Pen Testing Champion.
MS Computer Science: Computational Finance, Algorithms, Machine Learning, AI & Modeling, Cryptography.
MS Quantitative Finance: Derivatives, Stochastics, Securities Pricing, Risk Modeling, Risk Management.
MS Accountancy: Finance, Auditing, Derivatives, Valuations, Global Financial Crisis: Risk Management.
MBA Hypermedia Computing, Quant Economics, Advanced Statistics, Econometrics, Quant Modeling Champion.
Certifications: C.Eng., CISSP, CISA, CEH, CCP/CDP, CPA-Education, SAS, MATLAB, SAP-ERP, SAP-CRM, AIB/ABA.
[Digital Transformation Pioneer] [Computational Quant Analytics] [Cyber Security Risk Engineering] [AI, Algorithms & Machine Learning] [FinTech: 'Rethinking Finance']
Dr. Yogesh Malhotra: RESEARCH: Risk Analytics Beyond 'Prediction' to 'Anticipation of Risk': Princeton University Presentations on FinTech CyberFinance
Who's Who in America®, Who's Who in the World®, Who's Who in Finance & Industry®, Who's Who in Science & Engineering®
2015 & 2016 Princeton Quant Trading Conference Presentations: Computational Quant & Crypto Machine Learning Algorithms,
2008: AACSB International Impact of Research Report: Named among Black-Scholes, Harry Markowitz & Bill Sharpe
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
• Department of Defense Directive 8570 (DoDD 8570) Information Security Management & Auditing Certifications:
CISSP (Since 2005): DoDD 8570 - CNDSP Manager, IAM Level III, IAT Level III, IASAE II
CISA (Since 2007): DoDD 8570 - CNDSP Auditor, IAT Level III
CEH (Since 2014): DoDD 8570 - CNDSP Auditor, Incident Responder, & Infrastructure Support
• National Science Foundation: 32 National Expert Panels of Cybersecurity & Cyber-computing specialists as judge & referee for allocating multi-million dollar SBIR/STTR innovation grants for US Cybersecurity & Cyber-computing computing technology innovation and commercialization.
• Cybersecurity and Risk Management Industrial & Applied Research: 40 SSRN Top-10 Research Rankings (2015-2016).
Cyber Security | IT Administration | Networks Administration: Cybersecurity-Risk Management Leader
CISO-Level Cyber Security & Risk Management Leader, Government Administration, State of New York
Under the general direction of the Chief Information Officer (CIO) level executive, IT Administration, the Chief Information Security Officer (CISO) level role serves as a member of the IT Administration senior leadership team and provides domain expertise, direction, and, policy guidance on Cyber Security and IT Administration and Networks Administration. The CISO level role provides direction on information security and privacy across all of enterprise multi-site facilities and programs including all multi-site systems and services affecting 100,000 constituents of the New York State County. This position has broad authority and management responsibility for protecting the privacy, confidentiality, integrity, and availability of enterprise information and services. The CISO level role aligns services responsible for information security, privacy, and security operations to enable enterprise business objectives within acceptable levels of security and privacy risk.
Cybersecurity Technologies Deployment & Cybersecurity Industry Standards & Best Practices Development Leader
Benchmarking & Deploying Cybersecurity Risk Engineering for Leading Cyber Deterrence:
Cyber Security Technologies: Applications, Devices, End Points, Hosts, Networks, O/S, UTMs:
AirWatch, Check Point, Cisco, FireEye, Fortinet, Fortis, Intel, McAfee, Microsoft, Palo Alto, PDQ Deploy, ProofPoint, Qualys, Sophos, Symantec, VMWare, WatchGuard, etc.
Best Practices & Industry Standards:
CERT, Cisco, FBI, FIPS, Fire Eye, Gartner, GIAC, ISACA, Microsoft, NIST, NSA, OWASP, SANS, etc.
Penetration Testing-Ethical Hacking Frameworks & Tools
Metasploit, Nmap, Wireshark, Several Others.
Cybersecurity Leader leading, executing, implementing, and, guiding New York State wide and Enterprise wide IT Administration and Network Administration practices with focused domain expertise in Quant Finance, Cyber Security, Cryptography, Networking-Encryption Protocols, Penetration Testing-Ethical Hacking, Machine Learning Algorithms, Computational Quant Analytics, Risk Analytics.
CISO-Level Cybersecurity-Risk Management Leader reporting to CIO-Level role
CISO-Level Cybersecurity-Risk Management Leader: IT Administration & Networks Administration, Government Administration, State of New York Civil Services, reporting to CIO-Level role.
• Enterprise-wide IT, Telecom Networks, Cybersecurity & Risk Management, Controls & Compliance Policies, Best Practices, Strategies, Technologies, including Enterprise Level Implementations, IT Procurements and Contracts.
• Multi-Factor Authentication & Credentialing; User Access Controls & Group Management Policies for all Users including Authentication, Credentials, Password Policies, BYOD MFA & 2FA Policies, Anti-Malware Botnet and Anti-Ransomware Policies, etc.
• Multi-site Systems Administration including Group Management Policies & Configurations, Cybersecurity Risk Management Controls & Compliance Policies, UAC, and Defense-in-Depth against Advanced Threats & Attacks.
• Multi-site Enterprise-wide Telecom Networks, Hosts, Devices, Applications, OSs, and, IPs Vulnerability and WWW Applications Vulnerability Detection & Remediation leading Risk Mitigation, Network Security, Risk Management, & Compliance Policies, Strategies, &, Implementation, and, WWW Security Standards and Secure Coding Practices.
• Multi-site Enterprise-wide Penetration Testing & Ethical Hacking enabling Pre-emptive and Anticipatory Risk Management and Controls for Cybersecurity Risk mitigation for Networks, Applications, Hosts, Devices, Firmware, Embedded Systems, SCADA, and, Third-Party Services and Infrastructure Providers.
• Multi-site Enterprise-wide development of Zero-Trust UTMs, NGFWs, IPS/IDS, VLANs/VTP/STP, and UAC-ACL Policies and Architectures using Network Segmentation based upon industry-leading Cyber Security, Risk Management, and Compliance Policies.• Multi-site Enterprise-wide Networks, Operating Systems, Hosts, Applications, and Mobile Device Management Security Controls Risk Management Audit & Threat Analysis including Identification, Elimination, Containment & Mitigation of Critical Risks.
Defense-in-Depth Enterprise Networks and Computer Security & Privacy Leader
• Enterprise Networks-Perimeter & Networks Segmentation:
Enterprise Networks-Perimeter and multi-layered Network Segmentation hardening against cyber-attacks tracked by newly upgraded Unified Threat Management infrastructure using SQL Server Big Data Analytics, High Frequency Time Series Data Analytics, and, Networks Logs Analysis.
• Enterprise Hosts & Server End Point Protection Security:
Endpoint (EP) upgrades for Hardening against Cyber Attacks coupled with Attacks and Malware reports analyses. Continuing bench-marking, Procuring and Implementation focus on more robust EP solutions to integrate, simplify, and, economize current EP & MDM infrastructures.
• Enterprise User Access Controls, Credentials, Passwords:
Passwords, credentials, user access controls (UAC), and, privilege reviews and upgrades at the Policy, Networks-UTM, Operating Systems, Applications, Host, and Device levels and Policies and Processes for tiered UAC and credentials for various internal and external user groups.
• Enterprise Security Content Automation Protocol Implementation:
MS-Windows O/S and Applications hardening based on security, risk, and compliance group policies development and Active Directory-Group Policy implementations ongoing with Security Content Automation Protocol (SCAP) – Security Compliance Manager.
• Enterprise Microsoft Network Operating Systems & Applications Security:
MS-Windows Active Directory-Group Policy Network Operating Systems security configurations for hardening Windows Network O/S and Microsoft Windows based MS-Office software applications for mitigation of cybersecurity threats & attacks.
• Enterprise Mobile Device Management & Multi-Factor Authentication:Coordinating enterprise wide administration Mobile Device Management for mobile devices toward simplified administration and MFA/2FA while also reviewing latest technologies for integration of MDM with EP.
Zero-Trust Cybersecurity Architectures & Networks Segmentation Leader
• Zero-Trust Network Segmentation: Benchmarked-selected top-ranked UTM to replace prior NGFW. Reviewed-audited configuration of 125 UTM Policies and RADIUS-based VPN policies to apply robust networking and encryption protocols for mitigating threats from SMB, NetBios, SNMP, NTLM, and, PPTP.
• Security Content Automation Protocol (SCAP): Configured more than 1,000 Group Policies using Security Compliance Manager. Configured, installed, and, implemented active directory (AD) and group policy management (GPM) policies.
• Validation & Audit of IP Networks Subnets & VLANs: Identified-eliminated threats and vulnerabilities in Information Gathering, TCP/IP, General Remote Services, Firewall, and Web Server hardening network, servers, hosts, applications, and devices, and, access controls and authentication protocols such as SSL/TLS, IPSec, STP, and VTP.
• OWASP Secure Coding Practices: Adoption by Systems, Analysis, and Design teams blocking cyber-attacks such as SQL injection attacks, and, buffer overflow attacks advancing secure PKI authentication and TLS 1.2, IPSec, AES256, and RSA2048.
• Audit of Virtual Private Networks using RADIUS: To bolster credentials authentication by advancing mobile VPN Authentication from PPTP to L2TP and IPSec eliminating reliance upon CHAP thus advancing toward enterprise wide non-reversible encryption.
• AD-GPM Default Domain Controllers Policy for Network Security Reconfiguration & Implementation: Advancing toward secure Kerberos authorization and authentication architecture for enterprise wide users.
• AD-GPM Default Domain Policy Reconfiguration & Implementation: For securing user credentials advancing upon development of secure host-based user access credentials architecture for enterprise wide users.• AD-GPM Password Security Objects (PSOs) Development & Configuration: To advance development of fine-grained password policies for different privilege levels of enterprise wide internal and external users.
STEM Computer Science-CyberSecurity-Advanced Analytics Professor, Machine Learning-Algos Evangelist
• STEM Computer Science, Cybersecurity, Advanced MS-Excel Analytics Faculty for the State of New York. Developed-taught Cybersecurity Major & CompTIA Security+ for Network Administrators: concluded with its accreditation by the State of New York.
• 2015 and 2016 Invited Princeton Quant Trading Conference Presentations at Princeton University sponsored by Princeton University, Goldman Sachs, Citadel, SIG, and KCG Holdings.
- Pioneering Research: Cyber Finance-Insurance: Bayesian Machine Learning Algorithms.
- Ranked in 39 SSRN Top-10 Research Rankings for 2015-2016.
• STEM Faculty Evangelist for teaching Bayesian Inference, Machine Learning, Algorithms, Data Science, Python, R.
• Faculty presentation inspiring STEM Division that counts among alumni first female commander of Space Shuttle USAF Colonel Eileen Collins to lead the Cyber Revolution by focus on Bayesian Inference, Machine Learning, Algorithms, Data Science, Python, R.
• Quant FinTech-Computer Science-Cybersecurity-Algorithms-Machine Learning R&D spanning New York State, national & global industry-university research collaborations advancing post-doc industrial research in Quant FinTech [Applied Mathematics, Statistics, & Econometrics].
- e.g. 2016 European Cooperation in Science & Technology: Switzerland Federal Department of Economic Affairs: Math-Fintech Industrial Research.
• Academy of Management Best Reviewer Award winning Reviewer and Referee for Applied & Industrial Research in Cybersecurity:
- e.g. Journal of Defense Modeling and Simulation (JDMS) (Sage): STIX, TAXII, MCMC, Bayesian Networks, Markov Chain Monte Carlo Models.
- Society for Modeling and Simulation International.
CompTIA Security+ Network Security Instructor for Telecom Network Administrators, State of New York
CompTIA Security+ Network Security Instructor for Telecom Network Administrators, State of New York
• Introduction to Security
• Malware and Social Engineering Attacks
• Application and Networking-Based Attacks
• Host, Application, and Data Security
• Basic Cryptography
• Advanced Cryptography
• Network Security
• Administering a Secure Network
• Wireless Network Security
• Mobile Device Security
• Access Control Fundamentals
• Authentication and Account Management
• Business Continuity
• Risk Mitigation
• Vulnerability Assessment & Review
Hands-On Applied Offensive Cybersecurity Projects Handbooks
• Penetration Testing: A Hands-On Introduction To Hacking
• The Hacker Playbook 2: Practical Guide To Penetration Testing
• Wireshark 101: Essential Skills For Network Analysis
• Metasploit (No Starch Press)
• Nmap Network Scanning: The Official Nmap Project Guide to Network Discovery and Security Scanning
• Violent Python: A Cookbook for Hackers, Forensic Analysts, Penetration Testers and Security Engineers
• Black Hat Python: Python Programming for Hackers and Pentesters
Recent Related Activities and Impact on Global and National Cyber Security and Cyber Finance Practices
• Recent Networks & Computer Security focused Cybersecurity & Risk Management applied R&D project leadership developed as Computational Quantitative subject matter expert to distinguished computer scientists, mathematicians, and, physicists including the US Air Force Research Lab (AFRL) senior scientists such as Executive Director of the New York State’s Cyber Research Institute and former Chief Scientist, Information Directorate, AFRL.
• Cybersecurity and Risk Management Innovations and Standards Development, New York State & Princeton University:
• 2016 New York State Cyber Security Conference, Albany, New York, June 8-9, 2016
New York State Office of Information Technology Services
Presentation: CyberFinance: Why Cybersecurity Risk Analytics must evolve to Survive 90% of Emerging Cyber Financial Threats, and, What You Can Do About It?
Special Interest Topics: Related to: Finance Sector - Best practices and effective ways to increase the security of financial and personal customer information.
• 2015 NY Cyber Security & Engineering Technology Association (NYSETA) Conference, RIT, Rochester, NY, Oct 22, 2015
Cybersecurity Networks, Systems & Controls Standards Development
Advancement of Professional Cybersecurity Standards and Practices:
• Full Research Paper Accepted for the NYSETA Conference:
Bridging Networks, Systems, and, Controls Frameworks for Cybersecurity Curricula & Standards Development
Track: Innovative Design and Development Practices
• Rochester Institute of Technology Research Presentation.
- Risk Management and Controls Policy Framework
- Enterprise Risk Management & Governance: Enterprise Risk Management
- Systems & Networks Infrastructure Frameworks
- Systems & Networks Risk Management, Controls, Regulatory Compliance: Model Risk Management
- Networks Protocols and Network Analysis Tools Frameworks
- Cyber-Finance Risk Management, Data at Rest, Data in Motion, Encryption: Cyber Finance Risk Management
- Penetration Testing Execution Standard Applied: Case of VoIP Networks
- Kali Linux, Metasploit, NMap, Wireshark - Ethical Hacking & Penetration Testing
- OWASP, ISACA, SANS, and PCI/DSS Pen Testing & Information Assurance Frameworks
• 2016 Princeton Quant Trading Conference: Model Risk Arbitrage: Black Hat Hacker Mindset, Apr 16, 2015
- Sponsors: Princeton University, Bendheim Center & ORFE, SIG, Citadel, Goldman Sachs
• Pioneered Cyber-Quant Finance financial innovations including Open Systems Finance, Model Risk Arbitrage, Black Hat Finance, and, Non-Deterministic Methods & Models.
• Black Hat Mindset developed as a Certified Ethical Hacker (CEH, 2014) trained in Black Hat frameworks, methods, models, and techniques advancing upon White Hat frameworks learned as Certified Information Systems Security Professional (CISSP, 2005) applied to development of a new Financial Innovation called Model Risk Arbitrage.
• Essentially, by inter-disciplinary applied understanding of practices across the digital domains of Cybersecurity and Finance, further advanced leading-edge computational quantitative analytics practices to advance both fields of practice.
• 2015 Princeton Quant Trading Conference: Future of Finance: Cyber Finance, Apr 4, 2015
- Sponsors: Princeton University Bendheim Center & ORFE, Citadel, KCG Holdings.
• Pioneered Computational Quantitative Analytics industrial research in Cyber Finance & Cyber Risk Insurance Modeling in collaboration with the committee of distinguished research scientists from AFRL/NYS-CRI.
• Cyber Finance: Future of Finance Beyond 'Flash Boys': Tail Risks & Systemic Risks:
• Risk Modeling for Managing Uncertainty in an Increasingly Non-Deterministic Cyber World.
• Advanced Risk Modeling Statistical Techniques: Econometrics & Time Series Models, Bayesian Inference, Markov Chain Monte Carlo, Capital Markets, Derivatives, Portfolio Construction & Optimization Models, Volatility Models, VaR, ARCH, GARCH, Multifactor Pricing Models, Market Risk, Credit Risk, Liquidity Risk, Cyber Risk Insurance.
• Invited Risk Management Keynotes: State Street Bank world HQ, MA, and, National CROs/CSOs Summit, VA.
• Invited Risk Management Advice: MDs-Teams of Risk Management firms and Wall Street firms.
• 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.
• 2013-2015 Cyber Risk Insurance Industry Quant Risk Analytics Standards Development
• Averted the impending national Cyber risk and Cyber-insurance disaster based upon large-scale commercial reliance upon quantitative models with inherent model risks, tail risks, and systemic risks.
• Developed 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.
• Developed 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.
• Review of quantitative models in Cyber risk and Cyber insurance modeling developed the first known analysis establishing significant and extreme model risks, tail risks, and, systemic risks related to predominant models in use.
• Developed 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.
• Developed 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.
• Developed 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.
• Given increasing role of uncertainty in cyber (and financial) risk modeling and management, developed framework for enabling Knightian uncertainty management relating it to model risk management.
• 2013-2016 CompTIA Security+ Network Security & Pen Testing-Ethical Hacking Programs Development
• Developed and Delivered Applied Experiential Learning Penetration Testing and Ethical Hacking Program and CompTIA Security+ Network Security Certification Program for Telecom & Networking Professionals via SUNY system.
• Developed and delivered experiential learning in Penetration and Ethical Hacking Frameworks, Tools, Techniques, and, Methods including Metasploit, NMap, and Wireshark, and, Black Hat Penetration Testing via SUNY system.
• EC-Council Certified Ethical Hacker (CEH) and ISC2 Certified Information Systems Security Professional (CISSP) having logged over 2,000-hour professional experience in Penetration Testing & Ethical Hacking in Authorized Darknets as top-ranked ethical hacker in SUNY institutional competitions.
• Top-10 PhD IT Information Systems (Pittsburgh), MS Network & Computer Security (SUNY), MS Computer Science (SUNY), IT Information Systems Professor (Syracuse), Computer Science-Cybersecurity-CompTIA Security+ Professor (SUNY system); MS Quant Finance (Fordham), MS Accountancy (SUNY), MBA (UNLV), BE (Delhi) Chartered Engineer.
• EC-Council Certification: Penetration Testing & Countermeasures. SUNY System: Ethical Hacking & Pen Testing Instructor.
• 20+ years global R&D leadership advancing Cybersecurity, Risk Management, and Computational Risk Analytics Best Practices for developing, testing, and implementing Complex Systems: globally adopted and recommended by top CEOs such as Microsoft founder Bill Gates; and US DoD, CIOs of NASA, US Air Force, Army, Navy and Marine Corps.
• Portfolio of Global Research & Practice Leadership includes Wall Street investment banks such as JP Morgan and Goldman Sachs; Hi-Tech Firms such as Google, IBM, Intel and Microsoft; Brand Intelligence firms such as Ogilvy.
• Executive advisor on IT strategies to global firms such as Intel Corp., British Telecom (UK) and Philips (Netherlands).
• Recent Risk Management project leaderships for Wall Street investment banks with $1 Trillion AUM such as JP Morgan while reporting to JP Morgan Global Head of Quantitative Research and Analytics (Midtown Manhattan, New York).
• Prior Project Leader on Big-3 IT and Global Financial Systems, USA & Hong Kong, Bank of America, Crédit Agricole CIB.
• Associate Professor/Assistant Professor of Quantitative Methods, IT & Operations Research, Syracuse University, Developed Quantitative Models of Risk Management and Compliance applied by NASA and Big Banks; Research ranked and recognized for real world impact among others such as Nobel laureates; IT Research Editorial Review Panels for 40+ journals & publishers including ACM and IEEE. Academy of Management: Best Reviewer Award for IT/IS Research.
• Interviews & Editorial Coverage: CIO, Computerworld, Information Week, Wall Street Journal, New York Times, etc.
• Global and national CxO Keynotes, Expert Panels: Silicon Valley, Conference Board, US & World Governments, UN.
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 40 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
• 40 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
2015-2017: 40 SSRN Top-10 Research Rankings: Top-10% SSRN Authors:
Computational Quant Analytics; AI & Decision Modeling; Algorithms & Machine Learning:
SSRN Top-10 Research Ranking Categories:
• Capital Markets,
• Cognition in Mathematics, Science, & Technology,
• Computational Biology,
• Computational Techniques,
• Corporate Governance: Disclosure, Internal Control, & Risk-Management,
• Decision-Making under Risk & Uncertainty,
• Econometric & Statistical Methods,
• Econometric Modeling,
• Hedging & Derivatives,
• Information Systems & Economics,
• Mathematical Methods & Programming,
• Operations Research,
• Risk Management,
• Risk Management Controls,
• Risk Modeling,
• Stochastic Models,
• Systemic Risk,
• 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
Over 20-Years of Global High Impact Hi-Tech Digital Practices Leadership spans Silicon Valley to Seoul and all continents in between.
Risk Management Tech Ventures leading Computational Quantitative Analytics, Machine Learning, Data Science, Quantitative Finance, & Cybersecurity Practices.
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