World Leading Hi-Tech Research Defining World Leading Computational, Quant & Cyber 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
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

      *

E-mail - LinkedIn

  IT-Finance-Risk Management Computational, Quant & Cybersecurity 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.

*2015-2016: 39 Top-10 SSRN Research Rankings: Computational, Quantitative & Cyber Risk Analytics.
*2008: AACSB: Real Impact of Research among Nobel Laureates such as Black-Scholes & William Sharpe.
*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.
*2015 New York State Cyber Security & Engineering Technology Association Conference: Sponsor: NYSETA.
2015-2016: 39 Top-10 SSRN Research Rankings in World-Leading Computational, Quant & Cyber Risk Analytics.
2015-2016: Computational, Quant & Cyber Risk Analytics Presentations sponsored by New York State and Princeton University.
Over 20-Years of Global High Impact Hi-Tech Practices Leadership spans Silicon Valley to Seoul and all continents in between.
Considerable Real Impact of Scholarly Research on Global Practices ranked among Finance & IT Nobel laureates in scientific studies.

AACSBAACSB logo

  
Wall Street Journal
  
Risk Management Tech Ventures leading Computational Quantitative Analytics, Machine Learning, Data Science, Quantitative Finance, & Cybersecurity Practices.
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.

[Computational Quant Risk Analytics] [Cyber Security Risk Engineering] [Algorithms & Machine Learning] [Risk Analytics Ventures] [Worldwide Impact on Practices]
Dr. Yogesh Malhotra: LinkedIn: 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


Computational Finance & Risk Analytics Practices Guiding Top Wall Street Bank CFOs & CROs

Princeton University  Princeton University  JP Morgan Asset Management  Goldman Sachs


EXECUTIVE PROFILE
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• Executive Director & Chief Scientist, Computational Quant-Risk Analytics & Digital Transformation Ventures:
Clients: JPMorgan, Goldman Sachs, Google, Harvard, HP, IBM, Intel, Microsoft, NSF, MIT, UN, etc.

• 2015-2016: 2016 & 2015 Post-Doc Princeton Quant Trading Presentations: Computational Quant Analytics & Machine Learning, Algorithms, AI & Modeling
2016 New York State Cyber Security Conference Presentation: 'Future of Cyber-Finance'
2016 Fintech-Algorithms Research: Government of Switzerland: Transformation of Finance.

• 2015-2016: 39 SSRN Top-10 Research Rankings: Computational Quant Analytics & Machine Learning, Algorithms, AI & Modeling.
- SSRN Top-10 Ranking Categories (2015-2016):
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.

•Pioneering Cyber Risk Insurance Modeling Research beyond VaR leading worldwide Mathematical Finance & Actuarial Science Insurance Practices.

• Advisor to JP Morgan Global Head of Quant Research & Analytics-US Head of Portfolio Management & his team of Managing Directors & Portfolio Managers.

• Research Committee: Chief Scientist & Senior Scientists affiliated with Air Force Research Lab & New York State Cyber Research Institute, SUNY.

• Chief Information Security Officer (CISO)-Level Cyber Security & Risk Management Leader, IT & Networks Administration, State of New York.

• Chief Research Scientist, Quantitative Finance & Risk Modeling:
Wall Street Investment Banks with $1 Trillion AUM: Midtown Manhattan, New York City:

• Project Leader, JP Morgan Portfolio Liquidity Risk Modeling Framework,
• Project Leader, JP Morgan Portfolio Optimization & VaR Stress Testing,
• Project Leader, Wall Street Hedge Funds High Frequency Econometrics.
• Global CxO IT-KM & Risk Management Consulting Practices: USA, N. America, Europe, Asia:
• Intel Corp., British Telecom (UK), Philips (Netherlands), Big-4 Consulting Managing Partners,
• Government of Mexico: National Cabinet: Parliament Ministers, 13 CIOs & 600 IT Leaders - Mexico City,
• Government of Netherlands: National Cabinet: Parliament Ministers,
• National Vision Korea Campaign: 400 National Industry, Government & Policy Leaders - Seoul, South Korea.
• National TV Interview and Newspaper Interview: Maeil Business TV & Newspaper - Seoul, South Korea.
• Global Banking Financial Systems Engineer & Projects Leader: Big-3 IT & Big-3 Finance Firms:
• Bank of America merger, Las Vegas, NV
• Wells Fargo (formerly Davenport Bank & Trust), Davenport, IA
• Crédit Agricole CIB (formerly Banque Indo-Suez), Hong Kong
• Big-3 IT (Unisys, formerly Burroughs), Atlanta, Norcross, GA
• TATA Group, India (Mumbai, Delhi)
• 20+ year PhD & Post-PhD experience in Statistics, Probability, Econometrics, Quantitative Finance, Operations Research, Computer Science, Cyber Security, Cryptography, Encryption models & algorithms including Multivariate Regression Models, Structural Equation Models, VaR, ES, EVT, ARCH/GARCH, Machine Learning, Data Mining, Bayesian Inference, Markov Chain Monte Carlo Models, Bayesian Networks.

• 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.

• Besides direct world-level (United Nations), country-level (Parliaments and Cabinets), and, corporate-level (Fortune 500 CEO, CIO, and CxO) management advisory leaderships, management experience in innovations leadership, projects leadership, and, teams leadership at world's largest Engineering, Banking & Finance, and, IT firms having successfully developed and led small and large teams in addition to virtual and matrix leadership roles includes:
• Developing and leading the world's largest virtual global community of Digital Transformation and Knowledge Management professionals ranked in the Top-10 social networks among others such as LinkedIn,
• Developing and leading a global virtual team of 200 worldwide PhDs to develop and disseminate industry leading Digital Transformation and Knowledge Management research, and,
• Leading, mentoring, guiding, and, assessing four-hundred project teams of two thousand participants in Executive, MBA, and undergraduate programs of top Business schools.
• More than 100 Computational Quantitative Statistical & Structural Model Validation Reviews in Editorial and Referee/Reviewer roles for top-tier academic, applied, and empirical research journals in Computer Science, Econometrics, Information Technology, and Operations Research.

•Received Best Reviewer Award from Academy of Management for Quantitative Statistical & Structural Model Validation Review of paper selected for Best Paper Award. Invited to serve in Editorial and Referee/Reviewer roles by 40+ world-class publications including ACM, IBM, IEEE, Cambridge University Press, Harvard Business Publishing, Journal of Defense Modeling & Simulation (Cybersecurity, STIX, TAXII, Markov Chain Monte Carlo Models, Bayesian Networks).

• 19-year Post-PhD Digital Transformation, Knowledge Management, Model Risk Management, Cyber Risk Management and, Computational Quant Risk Analytics Research: recognized as 'exemplar of 'considerable impact on actual practice' among others such as Black-Scholes in AACSB International Impact of Research Report, and, ranked among Finance and IT Nobel Laureates in most high-profile scientific and industry surveys and reports.

• Real world impact of scientific and applied research evident in
• Global Cyber Risk Insurance Actuarial and Analytical frameworks and models beyond Value-at-Risk (VaR),
• Quantitative Finance and Quantitative Trading innovations such as Model Risk Arbitrage and Black Hat Finance,
• US Federal Reserve & OCC Model Risk Management guidance SR11-7 & OCC 2011-12 execution,
• Global, National, and, State of New York Cybersecurity, Risk Management, and, National Information Infrastructures,
• Best-Selling Books on IT Innovation by worldwide corporate leaders such as Microsoft founder Bill Gates,
• Digital Transformation and Knowledge Management press interviews such as Fast Company interview of PwC CKO,
• IT, BPR, and Knowledge Management Curriculum innovations of programs such as Harvard Business School MBA program,
• National offense and defense policies of agencies such as U.S. Air Force, Army, and Navy CIOs and U.S. Department of Defense, and,
• Global impact on Digital Transformation and Knowledge Management practices of governments, corporations, associations, and institutions.
• Invited Executive Education Faculty and Research Keynotes & Lectures:
• Carnegie Mellon University,
• Kellogg School of Management,
• INSEAD (France),
• Queen's University (Canada).
• Quant Risk & Mathematical Modeling IT/OR MBA MIS Faculty:
Syracuse University Associate Professor MIS (Promoted) & Assistant Professor of Quantitative Methods.

• STEM Computer Science-Cyber Security-Advanced Analytics Professor, Machine Learning-Algorithms Evangelist,
State of New York Cybersecurity Program:
CompTiA Security+ Network Security Pen Testing & Ethical Hacking Instructor of Network Administrators.

• Worldwide Coverage of Finance-IT-Risk Ventures as Industry Benchmarks: Wall Street Journal, New York Times, Los Angeles Times, Fortune, Forbes, Inc., Business Week, Harvard Business Publishing, San Jose Mercury News, Computerworld, Information Week, CIO Magazine, CIO Insight, etc.

• Invited interviews by worldwide Business & Technology media including Wall Street Journal, Inc., Fortune, CIO Enterprise, CIO Insight, Information Week, Government Executive, Government Technology, Federal Computer Week, Business Standard (India), Maeil Business (South Korea), etc.

•Selected for inclusion in Marquis Who's Who® biographical profiles of worldwide leaders and achievers from U.S.A. and around the world in:

• Marquis Who's Who in America®, Since 2002.
• Marquis Who's Who in the World®, Since 1999.
• Marquis Who's Who in Finance & Industry®, Since 2001.
• Marquis Who's Who in Science & Engineering®, Since 2006.

Post-Doctoral & Doctoral Education & Research

Independent Post-Doctoral Research: Invited Quant Presentations at Princeton University.
Quantitative Finance, Computer Science, Cybersecurity, Machine Learning, Algorithms, AI & Modeling
Quantitative Finance Post-Doctoral Research invited for presentations at Princeton University:
Post-Doctoral Research invited for presentations at Princeton University (2015 & 2016)
• Post-Doc Thesis (2015): Quant Finance, Computer Science, Cybersecurity, Machine Learning.
- Leading Mathematical Finance & Actuarial Science Cybersecurity Insurance Practices.
• 4 Computational Quant Analytics MS Degrees
- derived from courses amounting to twice the credits of prior double-doctorate Quant MIS PhD:
• Top-14 MS Quant Finance (MSQF: Applied Math),
• MS Computer Science/Algorithms/AI-Modeling (MSCS),
• MS Network & Computer Security/Machine Learning (MSNCS), &
• MS Accountancy (MSAcc).
R&D Leaderships with Global & National Impact
• Pioneering Cyber Risk Insurance Industry Research:
Cyber Risk Insurance Modeling beyond Value-at-Risk (VaR):
Risk, Uncertainty & Profit for the Cyber Era: Knight Reconsidered.

• 2015 & 2016 Princeton Quant Trading Conference invited Presentations.
- Sponsors: Princeton University, Goldman Sachs, Citadel, KCG Holdings, SIG.
• 39 SSRN Top-10 Rankings: Computational Quant Risk Analytics, Machine Learning, Computational Statistical Algorithms, AI & Modeling, Model Risk Arbitrage, Quant Finance, Computer Science, Cybersecurity, Bayesian Inference, Markov Chain Monte Carlo Models.
• Advisor to JP Morgan Global Head of Quant Research & Analytics-US Head of Portfolio Management & his team of Managing Directors & Portfolio Managers.
• Research Committee: Chief Scientist & Senior Scientists affiliated with Air Force Research Lab & New York State Cyber Research Institute, SUNY.
• Admission Offers from: Top-10 PhD Programs: Economics & Accountancy.

Top-10 Quant MIS PhD IT-Statistics Double Doctorate, Katz Graduate School of Business.
Top 10 MIS PhD (MISQ), Full Scholarship & Research Fellowship with MIS & IT Strategy Pioneer.
Double Doctorate IT-Statistics: Quant Risk & Controls Modeling; 91 Cr for 45 Cr Requirement.
GPA 3.9/4.0, 91 Cr, Quant Methods QPA 3.96/4.0, Beta Gamma Sigma Honors
• Double Doctorate: 91 Cr completed for a 45 Cr PhD Requirement.
• Invited for Research Fellowship by Top-10 Founder of MIS & IT Strategy Pioneer, William R. King.
• Thesis: Quantitative Risk Management & Controls Models, Longitudinal Multivariate Regression Models of:
• UPMC Digital Transformation and Analytics Digitization & Computerization:
PI & Advisor to UPMC CIO's Office and EMR/EHR Pioneer MDs and Top Physician Leadership.
R&D Leaderships with Global & National Impact

• PhD Thesis Quantitative Models adopted-applied by NASA & Big Banks.
• Pioneered US National Information Infrastructure research
- Adopted-applied by global organizations: e.g. UN, Stanford University.
• Netherlands National Digital Transformation Advisor: National Government-Cabinet.
Founder: Computerworld Top Digital Site, Top-3 Search Engine, Top-10 Social Network
- Entrepreneurial Developer/Programmer on F/T Top-10 PhD Research Fellowship.
• Top Digital Transformation Site (Best Web Site Award, Computerworld).
- Licensed official content to Harvard Business School MBA.
• Top-3 Search Engine (Carnegie Mellon Industry.Net National Awards: USA).
• Top-10 Social Network (Global Rankings among others such as LinkedIn).
• Received IPO & M&A offers from US Venture Capital & Multi-Billion $ IT firms.
• Harvard Business Review: Invited to lead Digital Transformation of HBR by Harvard Business Publishing of Harvard University.

Executive Education: UC Berkeley & Kellogg School of Management, SAS & MATLAB Certified

• Executive Education: Risk Management & Financial Engineering, SAS Certified & MATLAB Certified
• Kellogg School of Management: PRMIA Risk Management Executive Education
• University of California, Berkeley: Masters of Financial Engineering (MFE) Executive Education
- C++, Math, and, Statistics Courses for Financial Engineers
• SAS Certified Base Programmer for SAS 9; Advanced SAS Programming, Macros & SQL
- Certified by SAS Institute
• MATLAB Fundamentals & Programming Techniques
- Certified by MathWorks

2016 Princeton Quant Trading Conference, Princeton University, Princeton, NJ

Sponsors: Princeton University, Goldman Sachs, Citadel
Beyond Model Risk Management to Model Risk Arbitrage for FinTech Era
How to Navigate ‘Uncertainty’... When ‘Models’ Are ‘Wrong’... and ‘Knowledge’... ‘Imperfect’!
Knight Reconsidered Again: Risk, Uncertainty, & Profit beyond ZIRP & NIRP

2015 Princeton Quant Trading Conference, Princeton University, Princeton, NJ

Sponsors: Princeton University Bendheim Center & ORFE, Citadel, KCG Holdings
Future of Finance beyond 'Flash Boys'
Risk Modeling for Managing Uncertainty in Increasingly Non-Deterministic Cyber World
Knight Reconsidered: Risk, Uncertainty, and Profit for the Cyber Era:
Future of Finance: Cyber-Finance?: Uncertainty Modeling & Model Risk Management

Advancing on Top Wall Street Investment Banks’ Computational Quant Risk Management & Risk Analytics practices leaderships & Research Impact recognized among Finance-Economics and IT Nobel Laureates by AACSB & scientific impact studies continuing global leadership of Computational Quant Risk Management & Risk Analytics practices.

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.
Quantitative Finance, Risk Modeling, Computational Finance, AI-Modeling, Algorithms, Machine Learning, Computer Science, Network Science.

Project Leader: JP Morgan, Wall Street Hedge Funds, & Venture Capital Finance Projects.
Technologies: SAS, MATLAB, C++, MS-Excel, VBA, Bloomberg, NYSE-TAQ, CRSP.
Models: Derivatives, Credit Risk, Market Risk, Interest Rates, Equity & Fixed Income Portfolios.

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.

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. [Midtown Manhattan, New York City]
JP Morgan (JPM) Hands-On Team Leadership Projects Leader
JP Morgan Fund of Funds Liquidity Assessment Framework Development Leader

Mentor: JPM Global Head of Quantitative Research & Analytics, JPM US Head of Portfolio Construction:
JPM Top-4 Leadership ED in Global Financial Crisis Management, Harvard Case Study.
Advised: Team of Senior EDs/MDs, Portfolio Managers, Quants.

JP Morgan Portfolio Construction & Optimization Liquidity Assessment Framework
Asset Pricing, Risk Management, Liquidity Risk, Market Risk, Credit Risk, ALM Risk, Portfolio Risk, Investment Risk, Non-Normality, Non-Linearity. MATLAB, SAS, C++, MS-Excel, VBA, Bloomberg.

Developed Large Equities
Developed Small Equities
Emerging Equity
Unlisted Equity
Various Commodities
Government Bonds
Investment Grade Bonds
Inflation-Linked Bonds
High Yield Corporate Bonds
Emerging Market Hard Currency Bonds
Emerging Market Local Currency Bonds
Major Currencies
Statistical Arbitrage Hedge Funds
Equity Hedge Hedge Funds
Merger Arbitrage Hedge Funds
Macro Hedge Funds
Relative Value Hedge Funds.
17-Asset Class Portfolio Liquidity Assessment & Stress Testing Research & Analysis
Technical Framework & Project Management Foundation:
Exhaustive Review of Recent 25-Years of Liquidity Measurement Research
Academic, Policy, and Practice Literatures:
Technical Liquidity Risk Models, Methods, & Measures Research:
~5,000 documents ~ 60,000 pages.
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. [Midtown Manhattan, New York City]
JP Morgan (JPM) Hands-On Team Leadership Projects Leader
JP Morgan Portfolio Construction, Optimization & VaR Stress Testing Leader

Mentor: JPM Global Head of Quantitative Research & Analytics, US Head of Portfolio Construction.

Technologies: MATLAB, SAS, C++, MS-Excel, VBA, Bloomberg

Alternative Investments, Hedge Funds, Equities, Commodities, Fixed Income, Bonds, Currencies

Asset Pricing, Risk Management, Liquidity Risk, Market Risk, Credit Risk, ALM Risk, Portfolio Risk, Investment Risk, Non-Normality, Non-Linearity.
Led quantitative portfolio liquidity modeling for $500B fund-of-funds & hedge funds (HF).
Led literature review of all liquidity risk models, methods, and measures.
Led project management & scheduling and delivering high quality results on time.
Led interpretations of all outcomes and presentations to Senior Quants, MDs, PMs.
Assets: alternatives, HF, equities, commodities, fixed income, bonds, currencies.
Analyzed market risk, credit risk, ALM risk, portfolio risk, investment risk.
Led modeling and stress-testing for all asset classes and composite portfolio.
Led validation of all liquidity and liquidity risk models and measures.
Led verification of model performance, limiting behaviors, responses to stress.
Led modeling of pricing & risk measurement with specific focus on liquidity.
Led evaluation of third-party models, data, software for diverse asset classes.
Led inventorying of model assumptions and assessment of model risks for all assets.
Modeled historical simulation, parametric & modified VaR, expected shortfall.
Modeled and analyzed multi-asset volatility, variances & correlations, GARCH, MLE.
Modeled VaR, QMLE, non-normality, Cornish-Fisher, EVT stochastic models for assets.
Modeled and analyzed liquidity risk models for all assets and portfolio optimization.
Identified & defined benchmark indices & data sources for all asset classes.
Assessed soundness of liquidity & liquidity risk models for assets & portfolio.

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. [Midtown Manhattan, New York City]
Project: Hedge Fund Quantitative Finance & Quantitative Risk Modeling
Goldman Sachs Alumnus' $400 Billion+ Asset Management Firm.

Mentor: Wall Street SVP Hedge Fund Manager with Top Wall Street Investment Banks:
Harvard Computer Scientist & Mathematician Alumnus Wall Street Hedge Fund SVP/PM.
Firm: Top Wall Street Investment Bank launched by a Goldman Sachs alumnus with $400 billion to $500 billion AUM at the time of the project.

SAS High Frequency Econometric Modeling of Market Microstructure
400 State Street Advisors Trading Strategies Analysis for Alpha and Risk
Hedge Fund Performance Analysis
Quantitative Finance, Quantitative Risk Modeling

Analyzed 400 State Street Associates Trading, Hedging, and Risk Management Strategies.
Replicated /Analyzed Large Scale Data HF Econometrics Models of Market Microstructure.
Critical Review of State Street Associates Trading, Hedging, and Risk Management Strategies.
High Frequency Econometrics Models of Trade Price Impact & Market Microstructure.
Researched Co-Integrated Time Series for Ultra-High Frequency Tick-and-Quote (TAQ) Data.
Presented and Taught VARMAX Models of Co-Integrated Time Series for HF Econometrics.
Analysis: Why Existing `Alpha´ Research Is Insufficient for Profitable Hedge Fund Asset Management.

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.
• Risk Analytics & Risk Management Specialist-Portfolio Strategist
* Execution & Risk Management of Long/Short Equity Trades
- 3,500 Buy/Sell Transactions in Double-Digit Million US$
- Equity Trades of 250 Companies across Diverse Sectors
- Technical/Fundamental/Structural Analysis
- Using Aggregated Data from 200 Market Data Sources.
* Development of Financial Risk Analytics Technologies
- Development Technologies
Unix, CGI, Perl, MySQL, PHP, C++, etc.
* Financial Modeling, Time Series Modeling, Structural Equation Modeling
SAS, SPSS, MATLAB, MS-Excel, VBA, AMOS, PLS, Compustat, WRDS, CRSP.
• 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.
• Global Banking Financial Systems Projects Leader for Global Banks, USA & Hong Kong.
Global Financial Systems Modeling, Models Quality Assurance, Development & Implementation.

• Bank of America merger (Las Vegas), Bank of America Nevada.
Site Leader, Models Quality Assurance & Models/Systems Integration.
Senior Analysts/Analysts Team Leader, Systems Implementation.

• Crédit Agricole Corporate and Investment Bank (Hong Kong)
Formerly, Banque Indo-Suez, Hong Kong
Algorithms Strategist & Technical Lead
Hong Kong Treasury Management, Multi-Currency/Forex Arbitrage.

• Wells Fargo Bank (Davenport)
Formerly Davenport Bank & Trust Company

• Big-3 IT, Unisys Global Financial Services (Atlanta, Norcross)
- CxO Management Consultant: TATA-Unisys Facilitation with CIO Mr. James A. Unruh.
- Senior Analysts/Analysts Team Leader.
Led Modeling & Development of Global Financial Systems Used by Worldwide Banks.

• Tata Group Financial Services Division (Bombay, Delhi): Banking Projects, USA & Hong Kong.
Corporate Strategy Keynote to Strategic & Senior Leadership at the Global Big-3 IT Firm:
- Advancing Beyond Mainframes to Unix & C Software Services for Global IT Market Dominance.
Modeling & Development of Global Financial Systems Used by Worldwide Banks.
- Promoted to Systems Analyst, Global Financial Services, SWOT Mentor: Corporate SVP.
Programmed Algorithmic Language (ALGOL), 3GL & 4GL Systems, Hierarchical DBMS.

• Founder, Risk Analytics Ventures with clients & patrons such as Goldman Sachs, Google, IBM, Intel, Microsoft, Harvard.
Global Thought Leader & Advisor for Big-4, Fortune 100 CxOs, Silicon Valley VCs & CEOs
• Global CxO Risk Management Advisory & Consulting Practice.
- Invited Thought Leader, Accenture Consulting, Senior MDs & Practice Founders/Owners.
- $100 Billion Firms such as Intel Corporation, British Telecom (UK), Philips (Netherlands),
- Silicon Valley VCs & CEOs: 300 Venture Capitalists, Tech-CEOs, and Angel Investors.

Founding Chairman & Chief Knowledge Architect, CEO/CIO/CTO, Risk Analytics Ventures.
• Venture Clients/Patrons: Goldman Sachs, Google, Harvard, IBM, Intel, Microsoft, NASA, etc.
• Founder & Executive Director, Global CxO ventures on Risk Management & Risk Analytics.
- Recommended by Top Tech Visionaries such as:Microsoft founder Bill Gates, Big-4 (PwC, E&Y) CxOs,
Harvard Business School Professors, US & World Governments.
- Recommended by U.S. AFRL/Army/Navy/Air Force/NASA CxOs.


• 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


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