Global Risk Management Network, LLC, 757 Warren Rd, Cornell Business & Technology Park, Ithaca, NY 14852-4892
World-Leading Hi-Tech Research Pioneering World-Leading AI, Algorithms, Machine Learning PracticesTM
Who's Who in America®, Who's Who in the World®, Who's Who in Finance & Industry®, Who's Who in Science & Engineering®
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AACSB: Real World Impact of Research among Finance-IT Nobel Laureates such as Black-Scholes.
Princeton Quant Trading Presentations: Wall Street Investment Banks & Hedge Funds Quant.
SSRN: AI-Algorithms-Machine Learning: 2015-2017: 41 Top 10 Research Rankings: Top 10% Authors.
Expert Panels: National Science Foundation Computer Scientists, United Nations Global Economists.
Advisor: Big-4 Sr. Partners, $100 B Hi-Tech Firms, Silicon Valley VCs-CEOs, US & World Governments.
Global Financial Systems Leader, Big-3 Finance-IT, Wall Street Banks-Hedge Funds $1 Trillion AUM.
Founder: Top Digital Site, Top-3 Search Engine, Top-10 Social Network: Largest Finance-IT Clients. 
Dr. Yogesh Malhotra, New York, USA Mail  GMail Dr.Yogesh.Malhotra[at]gmail.com   LinkedIn: linkedin.com/in/yogeshmalhotra
Post Doctorate Artificial Intelligence, Algorithms & Machine Learning: Princeton Quant Trading Conference Presentations, Princeton University, Sponsors: Goldman Sachs, Citadel. Top-10 PhD IT & Statistics, 5 Quant Masters: *Princeton *MIT  *Quant Risk Analytics  *Model Risk Arbitrage *Future of Finance *GScholar  *Research: Ventures : Impact

Leading Global & National Finance, IT, and, Risk Management Practices & Policies:
Computational QuantFinance-FinTech, Cybersecurity Risk Engineering, Digital Transformation:
AI, Algorithms & Machine Learning; Anticipatory & Predictive Analytics.

ANTICIPATORY & PREDICTIVE QUANTITATIVE ANALYTICS LEADING CFOs & CROs

Goldman Sachs  JP Morgan Asset Management  Princeton University  Wall Street Hedge Fund
MarkovChainMonteCarloBitcoinProtocolBlockchainCryptographicProofOfWork  Princeton Quant Trading Conference 2016  Number Field Sieves Algorithmic Cryptanalysis

GLOBAL DIGITAL, COMPUTATIONAL, QUANT, CYBER RISK MANAGEMENT-ANALYTICS LEADERSHIPS
AI-ALGORITHMS-MACHINE LEARNING, COMPUTATIONAL QUANT ANALYTICS, CYBERSECURITY


Over 20-Years of Global High Impact Hi-Tech Digital Practices Leadership spans Silicon Valley to Seoul and all continents in between.

AACSB

AACSB logo

Research Impact among Finance & IT Nobel Laureates in AACSB and Scientific Impact Studies.
  
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 as global industrial benchmark in Wall Street Journal, New York Times, Fortune, Fast Company, Forbes, Business Week, CIO, CIO Insight, Computerworld, Information Week, etc.
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EXECUTIVE SUMMARY [EXPERIENCE] [SKILLS] [IMPACT] [PROJECTS]
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Princeton University
Princeton Quant Trading Conference, Invited Research Presentations
Sponsors: Princeton University, Goldman Sachs, Citadel, SIG, KCG.


MIT AI & Machine Learning Expert, Princeton Quant Trading Presentations, Wall Street Quant Leader
Real World Impact among Finance-IT Nobel Laureates: AACSB & Scientific Impact reports.

Leading Global & National FinTech-Risk Management Practices & Policies:
Computational Quant Finance, Cybersecurity-Risk-Insurance, Digital Transformation:
AI, Algorithms & Machine Learning; Anticipatory & Predictive Risk Analytics.


20+ year pioneer of globally influential FinTech-Risk Management practices advancing global and national applied AI, Algorithms & Machine Learning, and, Anticipatory & Predictive Risk Analytics practices in Computational Quant Finance & Trading, Cybersecurity Risk Insurance, Cybersecurity Risk Engineering, and Computer Science
in global and national technical industry expert roles such as the following:

• 2017 MIT Computer Science & Artificial Intelligence Laboratory-Sloan School of Management: Artificial Intelligence (AI) & Machine Learning: Subject Matter Expert.
• 2016 Princeton Quant Trading Conference: Sponsors: Princeton UniversityGoldman Sachs: FinTech Model Risk Arbitrage & Offensive Cybersecurity.
• 2015 Princeton Quant Trading Conference: Sponsors: Princeton University, CitadelFinTech Model Risk Management & Defensive Cybersecurity.
• 2016 Government of Switzerland invited industry expert advancing FinTech Algorithms for Switzerland's National  Banking & Finance Transformation.
• 2016-Current National Association of Insurance Commissioners NAIC invited FinTech industry expert advancing global  Cyber Risk Insurance standards. 
• 2017 Association for Computing Machinery ACM invited industry expert advancing global FinTech-TechFin IT Outcomes practices. 
• 2016 New York State Cyber Security Conference - FinanceFinTech-Cyber Finance & Anticipatory Risk Analytics: Sponsors: NYS Governor & CIO.
• 2015 New York State Cyber Security & Engineering Technology Association ConferenceCyber Finance Risk Management & Controls Frameworks.
• 2015 U.S. CROs Keynote - Cybersecurity & Cyber Finance Risk Management of Vulnerabilities, Threats, & Risk Mitigation in Finance & Healthcare.
• 2018 Malhotra, Yogesh. Toward ‘Cyber-Finance’ Cyber Risk Management Frameworks of Practice: Bridging Networks, Systems, and, Controls Frameworks. The Journal of Operational Risk, March 2018, Forthcoming.
• 2017 Malhotra, Yogesh. Quantitative Modeling of Trust and Trust Management Protocols in Next-Generation Social Networks-Based Wireless Mobile Ad Hoc Networks. IUP Journal of Computer Sciences, Vol. XI, No. 2, pp. 7-28. April 2017.
• 2015-Current: 41 SSRN Top-10 Research RankingsTop-10% SSRN AuthorsAI, Algorithms & Machine LearningAnticipatory & Predictive AnalyticsComputer ScienceCybersecurityInsuranceQuantitative Finance & Trading.
Marquis Who's Who in the World®, Since 1999.
Marquis Who's Who in Finance & Industry®, Since 2001.
Marquis Who's Who in America®, Since 2002.
Marquis Who's Who in Science & Engineering®, Since 2006.

EXPERIENCE
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Goldman Sachs, Google, Intel, IBM, Microsoft, Harvard, MIT, etc.
Founder, Finance-IT-Risk Management & Risk Analytics Ventures
Predictive Analytics-Quant Finance-Cybersecurity Risk Engineering
• B2B Digital Transformation systems with a global user base of millions of worldwide clients and patrons including Goldman Sachs, Google, Intel, IBM, Microsoft, Ogilvy, Harvard, MIT, etc., an opt-in global virtual community of practice of 130,000+, a global virtual research team of 200 PhD industry experts including Distinguished Professors from Top Business Schools such as Kellogg School of Management leading worldwide Digital Transformation and IT and Knowledge Management practices followed by worldwide Fortune 500 and other firms, global national and regional governments, and, Five Eyes Defense Agencies.

Deep Learning Algorithmic Trading Hedge Fund Ventures (US, New York).
World's Top Digital Transformation Site (Best Web Site Award, Computerworld)
World's Top-3 Search Engine (Carnegie Mellon Industry.Net U.S. National Awards).
World's Top-10 Social Network (Global Rankings among others such as LinkedIn).

Interviews and Editorial Reviews of Digital Ventures as global IT benchmarks in worldwide media such as: Harvard Business Publishing, Harvard Management Update, Wall Street Journal, Fortune, Inc., Forbes, Business Week, Fast Company, New York Times, Los Angeles Times, Seattle Times, San Jose Mercury News, Chief Executive, CIO, CIO Insight, Computerworld, Information Week, InfoWorld, etc.
• Integrated in higher education institutions worldwide such as the Harvard MBA and other Harvard University programs.

• Recommended by Business-IT Executives such as Microsoft founder Bill Gates, PwC Vice Chairman & CKO Ellen Knap.
• Recommended by associations such as AACSB, ABA, AICPA, ACM, DoD, IEEE, INFORMS, ISACA, NASA, SHRM, WHO.
• Guiding Cyber-Transformation of the U.S. DoD and the CIOs of U.S. ArmyNavyAir Force, and, Marine Corps.
'Giveaway for Success'™: Over Half-Million Dollars Contributed to Advancing Digital Transformation Practices
Global Network Member Company Executive & CxOs Participation Sponsorships such as: ABB, Bristol-Myers, Ernst & Young, Goldman Sachs, Hewlett Packard, KPMG, McKinsey, Pfizer, PricewaterhouseCoopers, SAP America, Sprint, Toyota, etc. Top-Tier Global Digital Transformation Conference Sponsorships: Locations such as: Amsterdam, Netherlands; Atlanta, GA; Boston, MA; Chicago, IL; Dallas, TX; Helsinki, Finland; Las Vegas, NV; London, UK; Mexico City, Mexico; New Orleans, LA; San Diego, CA; San Francisco, CA; Santa Clara, CA; Vienna, Austria; Washington, DC.
CNET Networks Corporate Computing Award: Most Influential Real World Impact of Research.
Council Partner, U.S. Federal Government, Inter-Agency Benchmarking & Best Practices Council.
CRM Leaders and Legends of Intellibusiness.

Leaders and Legends of Business Intelligence & Data Warehousing.
Knowledge Inc. Top Knowledge Management Experts and Luminaries.

Ziff Davis Who's Who in the Internet Commerce Standard: Led US-Fortune 500 CIOs-CTOs.

JP Morgan, Wall Street Investment Banks with $1 Trillion AUM
(Midtown Manhattan, New York City)
Quantitative Risk Analytics and Predictive Risk Analytics Software Engineering & Modeling Technical Expert and Projects & Teams Leader leading and guiding
Managing Directors and Portfolio Managers with JP Morgan Private Bank and Goldman Sachs alumnus asset management firm. Developed JP Morgan Portfolio Liquidity Risk Modeling Framework and JP Morgan Portfolio Optimization & Value-at-Risk (VaR) Stress Testing Models. Analyzed 400 State Street Associates Hedge Fund Trading, Portfolio Modeling, & Risk Optimization Strategies and Developed High Frequency Econometric Models of Co-integrated Time Series and Liquidity Microstructure Modeling for Goldman Sachs alumnus asset management firm.

Bank of America, Big-3 Banking & Big-3 IT Global Financial Systems
(USA, Hong Kong, India
)
Computer Systems Software Engineering and Financial Programming Projects & Teams Leader for Team projects across USA: e.g. Bank of America: Site Leader, Global Wholesale and Retail Banking, Models Quality Assurance & Models and Systems Integration, and, Systems Implementation Team Leader for Senior Analysts and Analysts; Big-3 IT: Team Leader of Senior Analysts and Analysts leading Modeling & Development of Global Financial Systems used by worldwide Banking and Finance institutions; Hong Kong: e.g. Credit Agricole Corporate & Investment Bank, formerly Banque Indo-Suez: Algorithms Strategist & Technical Lead for Government of Hong Kong Treasury Management and Multi-Currency & Forex Arbitrage; and, India (Mumbai, Delhi): e.g. TATA Group: Global Corporate Strategy Leader for Worldwide Dominance in Global Financial Software Services.

Wall Street Top Investment Banks-Hedge Funds such as JP Morgan (US, Midtown Manhattan):
High Frequency Econometrics, Quant Risk Analytics (Liquidity Risk, Market Risk, Credit Risk), Portfolio Stress Testing, VaR.
Big-3 Banking & Finance Retail & Wholesale Banking such as Bank of America (US, Las Vegas):
• National Treasury Management Multi-Currency Forex-Currency Arbitrage such as CIBC - Banque Indo-Suez (Hong Kong)
Big-3 IT Global Financial Systems, Fortune 500 Banking & Finance: Unisys (US, Atlanta) and TATA (Mumbai, Delhi).

State of New York: IT Administration & Networks Administration,
CISO-
Leader, Cybersecurity, IT Operations & Change Management
• As CISO-Level Cybersecurity-Risk Management IT Administration Leader with over 15-year Professionally Certified IT Security experience and over 20-year Professionally Certified IT experience (CISSP - 2005 , CISA - 2007, CEH - 2014 , CCP-CDP - 1993): Reporting to the CIO-Level role, led implementation of industry-leading practices such as Defense-in-Depth Enterprise Networks and Computer Security & Privacy based on Zero-Trust Cybersecurity Architectures & Networks Segmentation applying industry standards and best practices such as ISO, NIST, FIPS, COBIT, OWASP, Qualys, SANS, PCI-DSS, NYS Cybersecurity Rule, Microsoft, Cisco, and, Fire Eye including Benchmarking & Deployment of Cyber Security Technologies: Applications, Devices, End Points, Hosts, Networks, Operating Systems, Unified Threat Management-Next Generation Firewall, and, Mobile Device Management Systems such as: AirWatch, Check Point, Cisco, FireEye, Fortinet, Fortis, Intel, McAfee, Microsoft, Palo Alto, PDQ Deploy, ProofPoint, Qualys, Sophos, Symantec, VMWare, WatchGuard, etc.

Advisor, Big-4 Senior Partners, $100 Billion Hi-Tech & Telecom Firms,
Intel, BT (UK), Philips (Netherlands), NSF
, UN, US & World Governments

Invited Advisor & Thought Leader: Arthur Andersen Consulting Senior Managing Partners and Consulting Practices Founding Partners, British Telecom (UK), Koninklijke Philips N.V. (Netherlands), Conference Board, Institute for Supply Management, Government of Mexico (Mexico City: National Cabinet and Parliamentary Ministers, 13 CIOs, and 600 IT Executives), Government of Netherlands - National Cabinet, Intel Corporation, National Science Foundation (NSF), Silicon Valley Venture Capitalists and Tech CEOs including TiE Global Silicon Valley Senior Leadership, South Korea (Seoul: National Keynote and National TV Interview), United Nations (UN) (New York City World HQ: Global Keynote & Expert Paper), and, United States Federal Government Inter-Agency Best Practices Council Partner.

Government of Switzerland: FinTech Algorithms Global Expert Panel,
Princeton Quant Trading Presentations: Cybersecurity-Quant Finance
Global & National Expert Panels: such as Government of Switzerland Math Industrial Research FinTech Algorithms Global Expert Panel pioneering AI, Algorithms & Machine Learning and Quantitative Finance innovations. Industry-Leading R&D selected for 41 SSRN Top-10 Research Rankings over 2015-2017 including Cyber-Finance-Trust™ frameworks of FinTech-Model Risk Management-Defensive Cybersecurity and FinTech-Model Risk Arbitrage-Offensive Cybersecurity invited for presentations at the 2015 and 2016 Princeton Quant Trading Conferences respectively sponsored by Goldman Sachs, Citadel, SIG, and KCG.

National Association of Insurance Commissioners: National Expert Panel,
State of
New York Cybersecurity Presentations
• Pioneered Cybersecurity Risk Insurance global industry standards and frameworks for the Cybersecurity & Risk Management industry overseen by a cybersecurity experts committee from New York State Cyber Research Institute, the U.S. Air Force Research Lab, & SUNY. Pioneering Global Cyber Insurance Standards as invited expert on Cyber Risk Insurance beyond VaR for the National Association of Insurance Commissioners (NAIC) to avert the adverse impact of current mainstream Cyber Risk Insurance VaR models in use anticipated to cause a Global Insurance Crisis unless corrected by advancing on invited research presentations at the
2016 New York State Cyber Security Conference sponsored by the State of New York Governor, and, the 2015 New York State Cyber Security & Engineering Technology Association Conference.

National Science Foundation: 32 National Expert Panels: SBIR/STTR
U.S. Cyber Security & Cyber Computing Technologies Innovation
National Science Foundation: 32 Cybersecurity & Cyber-Computing National Expert Panels (2002-2005) of Computer Scientists, IT Analysts, and, Venture Capitalists for advancing US Computing and Cybersecurity innovations by authorizing and approving multi-million dollar NSF Small Business Innovation Research (SBIR)/Small Business Technology Transfer (STTR) grants.

AACSB Real World Impact Recognition among Nobel Laureates,
Global Expert Panels of Computer Scientists, CIOs, Economists

Model Risk Management-Knowledge Management-Predictive Analytics research program recognized among Finance Nobel Laureates such as Black-Scholes for "real-world impact" on global practices by the AACSB Impact of Research Report. Global & National Expert Panels: such as United Nations World HQ Global Economists Panel Quant (New York City World HQ); National Science Foundation (Arlington, VA): Computer Scientists & Cybersecurity Experts - SBIR/STTR - Judge & Referee for Multi-Million Dollar Grants for US Computing and Cybersecurity Innovations; Ziff Davis Global Standard for Internet Commerce: Founding Member and Co-Editor leading US national CEOs, CIOs, and CTOs; WWW Virtual Library on Knowledge Management: Founding Publisher & Editor: followed by global Intellectual Capital and Knowledge Management pioneers.

NYS Offensive and Defensive Cybersecurity Instructor, CompTIA Security+
DoDD 8140 Top-3 IT Security Certifications, CISSP, CISA, CEH; CCP-CDP
• Developed and Delivered Offensive Cybersecurity and Defensive Cybersecurity Infrastructure and Applied Training Programs as State of New York instructor for CompTIA Security+ (2016), IAT Level II, IAM Level I, advancing on Department of Defense Directive 8140 (DoDD 8140) Top-3 Information Security Management & Auditing Certifications (CISSP, CISA, CEH) and Certified Computing Professional-Certified Data Professional (CCP-CDP, 1993):

Certified Information Systems Security Professional (CISSP, 2005-Current), CSSP Manager, IASAE Level III, IAM Level III, IAT Level III;
Certified Information Systems Auditor (CISA, 2007-Current), CSSP Auditor, IAT Level III;
Certified Ethical Hacker (CEH, 2014-Current), CSSP Analyst, CSSP Infrastructure Support, CSSP Incident Responder, CSSP Auditor. ~ 2,000 Hour Penetration Testing: Hundreds of Cyber Attacks Using Metasploit, NMap, Wireshark, etc. on Authorized Darknets.

Carnegie Mellon & Kellogg School of Management Executive Faculty,
Computer Scientist, Management Scientist, Information Scientist,
KM & Predictive Analytics: Rank among Finance & IT Nobel Laureates

Invited Executive Education Faculty: Carnegie Mellon University (Pittsburgh), Kellogg School of Management (Evanston).
Invited Research Lectures: INSEAD (Fontainebleau, France), Queen's University (Kingston, Canada) School of Business.
Tenure-Track University & College Professor: Performance Management, Mentoring & Assessment of ~ 500 Digital Enterprise & Quant Analytics, and, Interactive Web Development and Penetration Testing-Ethical Hacking Project Teams composed of ~ 2,000 current and future Business Technology Managers, Supply Chain Managers, and, Project Managers; Interactive Web Computing Developers and Telecommunications Network Administrators.

Computer Scientist - STEM Computer Science Professor, Offensive & Defensive Cybersecurity, Advanced Analytics, OOP, MIS (2015-2016), State University of New York (Advanced Analytics, MIS, Object Oriented Programming, Offensive Cybersecurity, Defensive Cybersecurity; CompTIA Security+ for Network Administrators; AI, Algorithms, Machine Learning Evangelist);
Management Scientist - Associate Professor: Quantitative Methods Faculty: Predictive Analytics Expert: Research Impact Ranked Among Finance and IT Nobel Laureates by AACSB & Scientific Impact Studies - IT & Operations Research MBA Faculties (2001-2009), Syracuse University MBA Faculties of IT and Operations Research (Advanced Analytics, Decision Support Systems, Decision Science Models, Management Science, MIS, e-Business, Knowledge Management);
Information Scientist - Assistant Professor: Management Information Systems: Predictive Analytics: Research Impact Ranked Among Top-3 Knowledge Management Scholars-Practitioners worldwide by ISWorld: IT & Operations Research MBA & Executive MBA Faculties (1998-2001), State University System of Florida (Advanced Analytics, e-Business, Knowledge Management, MIS, MS-Excel, VBA, MS-Access)

Information Scientist: Predictive Analytics: Academy of Management - Best Reviewer Award - Organizational Communication & Information Systems: Academy of Management Doctoral Consortium Fellow, Technology & Innovation Management and Organizational Communication & Information Systems: Association for Information Systems Doctoral Consortium Fellow: Management Information Systems: Lecturer in Final-Year of PhD Completion - College of Business Faculty (1998-1998), University of Pittsburgh (MIS).

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
®

• Selected for inclusion in Marquis Who's Who® biographical profiles of worldwide leaders and achievers from both the United States and around the world in:

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

OTHER SKILLS
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AI, Algorithms & Machine Learning; Algorithmic Trading & Risk Management
Quant Risk Analytics Leading Wall Street Investment Banks & Hedge Funds

• 20+ year PhD & Post-PhD AI, Algorithms, and, Machine Learning R&D enhanced by Quant Risk Analytics leaderships of Wall Street Investment Banks-Hedge Funds with $1 Trillion AUM such as JP Morgan Private Bank: Quantitative Finance, Finance-IT-Risk Management: Statistics & Probability, High Frequency Econometrics, Optimization, Computer Science, Cryptanalytics, AI, Algorithms, Machine Learning: Regressions, Structural Equations, ARCH/GARCH,  VaR, ES, EVT, Bayesian Inference, Markov Chain Monte Carlo.

Statistical Modeling & Machine Learning Algorithms Predictive Modeling Analytics
Leading Wall Street CFOs Beyond Predictive Analytics to Anticipatory Risk Analytics

• 20+ year Pioneer of Post-PhD Statistical Modeling-Machine Learning Predictive Modeling Analytics advancing beyond Predictive Analytics to Anticipatory Risk Analytics R&D leading Wall Street CEOs and CFOs. Model Risk Management research recognized among 'exemplars' of 'considerable impact on actual practice' such as Finance Nobel laureates Black-Scholes, AACSB International Impact of Research Report, and, applied by Big Banks and NASA. CNET Networks Corporate Computing Award for Most Influential Research.

Deterministic, Stochastic, &, Non-Deterministic Data Analytics Methodologies
Princeton University
Invited Presentations Leading Quant Finance & Trading

• 20+ year PhD & Post-PhD Leadership in development and advancement of Deterministic, Stochastic, &, Non-Deterministic Data Analytics Methodologies published in Top Academic Research Journals and Proceedings including AI, Algorithms, and, Machine Learning Models presented at 2015 & 2016 Princeton Quant Trading Conference recognized for 41 SSRN Top-10 Research Rankings over 2015-2017 with recent and forthcoming articles in peer-reviewed journals such as Journal of Operational Risk (2018) and IUP Journal of Computer Sciences (2017).

Digital Ventures Development: World's Top-Ranked Digital Ventures
Leading Worldwide Digital Transformation of Firms & Governments

• Developed and Programmed Computerworld's Top Digital Transformation Site, Top-3 Search Engine, and, Top-10 Social Network (1993-1998) with clients and patrons such as Goldman Sachs, Google, Intel, IBM, and Microsoft after getting certified as a Certified Computing Professional-Certified Data Professional (CCP-CDP, 1993). Digital Ventures applied by the US DoD and CIOs of U.S. Army, U.S. Navy, U.S. Air Force, and, U.S. Marine Corps for defining and implementing their Cyber-Transformations and applied by worldwide firms and governments for their digital transformation (1995-2002).

Computer Systems Programming, Numeric & Scientific Computing, OOP
Wall Street Hedge Funds, Big-3 Finance, Big-3 IT, Algorithmic Trading

• 20+ year Computer Systems Programming in dozens of Numeric & Scientific Computing Languages, Object-Oriented Languages, 4GLs, and, 3 GLs such as SPSS (IBM), SAS (SAS Institute), MATLAB (MathWorks), AMOS (IBM), LISREL, PLS, SAP-CRM, SAP-ERP, SQL, C, C++, C++11, MS-Access, MS-Excel, VBA, Bloomberg, JavaScript, JQuery, Python, Unix, Linux, cgi, perl, PHP, mySQL, MAPPER (Unisys), LINC (Unisys), DASDL (Unisys), COBOL, FORTRAN, and, ALGOL, and, Data Science and Machine Learning Algorithms and Models such as Econometric Structural Models, Partial Least Squares Path Models, Structural Equation Models, Linear and Logistic Regressions, Principal Component Analysis, Factor Analysis, KNN Classifier and K-Means Clustering, etc. with continued focus on Parametric and Nonparametric Machine Learning Algorithms including Python (SciPy, NumPy, Pandas) Deep Learning (DL) and Machine Learning (ML) frameworks such as Scikit-Learn, TensorFlow, and Keras, and, Neural Networks such as DNNs, RNNs, and, CNNs.

Predictive Analytics & Machine Learning Algorithms Expert in IT & Cybersecurity
40 Editorial Boards & Expert Reviewer Panels in U.S. Research Academia

Editorial Boards and Expert Reviewer Panels (1993-Current) of more than 40 internationally ranked Computer Science, Decision Sciences, Information Technology, IT Economics, MIS, and, Network Sciences research journals, international conferences, and global publishers such as ACM, IEEE, IBM, Cambridge University Press, Harvard Business School Publishing, and, Springer-Verlag: recently, invited expert referee on Cybersecurity Industrial Research for the Society for Modeling & Simulation International's Journal of Defense Modeling and Simulation (JDMS, Sage Publications) focus on STIX, TAXII, Bayesian Networks, and, Markov Chain Monte Carlo Models (2016).

Predictive Analytics & Machine Learning Models Expert in IT & Risk Management
100 Scientific Research Peer-Review Reports on Quant Models Validations

• 20+ year PhD & Post-PhD Leadership in Quantitative, Statistical, Structural, and, Machine Learning Predictive Analytics Model Validation Reviews. Wrote more than 100 invited Peer-Review Reports of Empirical & Scientific Research as a referee for research manuscripts submitted for publication in Top Academic Research Journals. Received the Best Reviewer Award from the Academy of Management for the referee peer-review of Structural Equation Modeling based Machine Learning models selected for Academy's Best Paper award.

Quant Measurement & Modeling of Digital and Knowledge Assets
Leading United Nations in Economic Modeling of Digital Assets
United Nations World Head Quarters Global Economists Expert Panel (2003) as Quant Expert on the Measurement of National Digital-Knowledge Assets including development of a Balanced Score Card Framework for National Digital & Knowledge Assets Measurements advancing on pioneering practices resulting in 'Over Half-Million Dollars Contributed to Advancing Digital Transformation Practices' via our global digital social enterprise network clients and patrons including world's largest Finance, IT, and, Consulting firms.

Financial Accounting & Auditing, CPA (Education), NYS AICPA
5,000 Hour Analysis of the Global Financial Crisis Risk Modeling Failures

Certified Public Accountant (C.P.A.) Education Requirements Fulfilled, AICPA, State of New York.
~ 5,000 Hour Analysis of the Global Financial Crisis and Risk Management Model Failures
(2009-2010):
Advancing on Finance-IT-Risk Management R&D selected for CNET Corporate Computing Award (2002) and AACSB Research Impact among Nobel Laureates (2008) critically analyzed as a trained information systems auditor and financial accounting auditor three key premises of global financial economics in practice that will continue to be the subject of Financial Economics Nobel prizes given changing nature of ‘assets’ and changing nature of ‘risk’ in the Cyber-Crypto Quantum era, namely, efficiency of markets, rationality of behaviors, and, symmetric availability as well as application of information.

Engineering Technology Innovations & Process Engineering, C.Eng.
Transnational Technology Development & Tech Transfer

Chartered Engineer (C.Eng.) and Life Member of the Institution of Engineers having already made significant applied and industrial practice contributions while transitioning industrial expertise across production engineering, process engineering, transnational technology knowhow transfer, and, enterprise financial systems of global and multinational American, Indian, and, Japanese automotive and process-engineering firms.

IMPACT
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How applied R&D leads global real-world practices:

"Recently, such probabilistic, statistical, and numerical methods related concerns are in globally popular press related to cybersecurity controls and compliance. Earlier, similar probabilistic, statistical, and numerical methods related concerns were in the global popular press in the context of the Global Financial Crisis. Future questions focused on the underlying assumptions and logic may focus on related implications for compliance, controls, valuation, risk management, etc. Likewise, recent developments about mathematical entropy measures shedding new light on apparently greater vulnerability of prior encryption mechanisms may offer additional insights for compliance and control experts. For instance, given related mathematical, statistical and numerical frameworks, analysis may also focus on potential implications for pricing, valuation and risk models. The important point is that many such fundamental assumptions and logic underlying widely used probabilistic, statistical, and numerical methods may not as readily meet the eye."

Source: Interview: Bitcoin BlockChain Cryptographic Protocols, Hong Kong Institute of CPAs, January 20, 2014.
Reference: First Research Report on Bitcoin 'Cryptographic Proof' preceding Goldman Sachs, December 04, 2013.

"[T]he approaches to mitigate operating risk associated with the use of models need to evolve to reflect recent trends in the Finance Industry. In particular there are a number of new areas where it is not possible for the "human eye" to necessarily detect material flaws: in the case of models operating over very small time scales in high frequency algorithmic trading, or for portfolio risk measurement models where outputs lack interpretability due to high-dimensionality and complex interactions in inputs, the periodic inspection of predicted versus realized outcomes is unlikely to be an effective risk mitigate. These situations require a holistic validation framework of the system focused on identifying and mitigating potential failures, taking into account the models’ objectives, their implementation including the joint interaction of software and hardware, their response to potential input shocks in real time and the fail-safe mechanisms."

Model Risk Management Managing Director/Executive Director,
Top Wall Street Investment Bank, NYC;
Interviewed: March 21, 2014.

DIGITAL TRANSFORMATION PRACTICES LEADING GLOBAL FIRMS & GOVERNMENTS
Google  IBM  Intel  Microsoft  OgilvyOne
 Cisco  SAP  Verisign  European Commission  Government_of_UK

• Founder, Finance-IT-Risk Management Computational, Quant, and Analytics Ventures, with clients & patrons such as Goldman Sachs, Google, HP, IBM, Microsoft, Harvard Business School MBA Program, Harvard Business Publishing, Harvard University, MIT, Maeil Business Network (South Korea), Princeton University, Ogilvy, Philips (Netherlands), Stanford University.

• Prior Banking & Finance Analytical & Modeling Project Leaderships for Bank of America, Las Vegas; Crédit Agricole Corporate and Investment Bank, Hong Kong (formerly, Banque Indo-Suez, Hong Kong); Wells Fargo (formerly, Davenport Bank & Trust Company, Davenport, IA), and, Big-3 IT for Global Financial Systems of worldwide banks.

Digital Transformation Research & Practices Leading Global Firms & Governments

  • Goldman Sachs, Google, Harvard, IBM, Intel, MIT, Microsoft, NASA, Ogilvy
  • Big-4 Consulting, Intel, British Telecom, Philips, Silicon Valley VCs-CEOs
  • Big-3 IT & Finance, Bank of America, Crédit Agricole, Wells Fargo, TATA
  • Global Digital Transformation Leaderships: Digital Assets, Markets & Exchanges Practice
  • US & World Governments, Silicon Valley & Wall Street Thought Leader
  • Global Digital Transformation Practices Leader: e-Business & Knowledge Management
  • Global R&D: Quant FinTech-Computer Science-Cybersecurity-Algorithms-Machine Learning
  • UPMC Digital Transformation: Process Management, Change Management, & Strategy Deployment
  • Founder & Programmer: Computerworld Top Digital Site, Top-3 Search Engine, Top-10 Social Network
  • 'Giveaway for Success'™: Over Half-Million Dollars Contributed to Advancing Digital Transformation Practices
    • Top-Tier Global Digital Transformation Conference Sponsorships: Locations such as: Amsterdam, Netherlands; Atlanta, GA; Boston, MA; Chicago, IL; Dallas, TX; Helsinki, Finland; Las Vegas, NV; London, UK; Mexico City, Mexico; New Orleans, LA ; San Diego, CA; San Francisco, CA; Santa Clara, CA; Vienna, Austria; Washington, DC.
    • Global Network Member Company Executive & CxOs Participation Sponsorships such as: ABB, Bristol-Myers, Ernst & Young, Goldman Sachs, Hewlett Packard, KPMG, McKinsey, Pfizer, PricewaterhouseCoopers, SAP America, Sprint, Toyota, etc.

ANTICIPATORY & PREDICTIVE QUANT RISK ANALYTICS LEADING CFOs & CROs

Goldman Sachs  JP Morgan Asset Management  Princeton University  Wall Street Hedge Fund
MarkovChainMonteCarloBitcoinProtocolBlockchainCryptographicProofOfWork  Princeton Quant Trading Conference 2016  Number Field Sieves Algorithmic Cryptanalysis

Chief Research Scientist, Wall Street Top Investment Banks Project Leaderships of Modeling and Investment Portfolios for Banks with $1 Trillion AUM such as JP Morgan Multi-Asset Portfolio Fund of Funds with $500-600 Billion AUM, and, a Goldman Sachs Alumnus' Asset Management Firm with $400-500 Billion AUM in Midtown Manhattan, New York City.

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 and Team of Managing Directors and Portfolio Managers as Technical Expert and Project Leader.

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 and team of Quant Risk Analytics as Technical Expert and Project Leader.

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.

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.

PRINCETON QUANT PRESENTATIONS LEADING ALGORITHMIC FINANCE & TRADING

*2016 & 2015 Princeton Quant Trading Conference: Sponsors: Goldman Sachs, Citadel, SIG, KCG Holdings.
Princeton University

Goldman Sachs  JP Morgan Asset Management  Princeton University  Wall Street Hedge Fund
MarkovChainMonteCarloBitcoinProtocolBlockchainCryptographicProofOfWork  Princeton Quant Trading Conference 2016  Number Field Sieves Algorithmic Cryptanalysis


2015 & 2016 Princeton Quant Trading Conference: Invited Post-Doctoral Presentations, Princeton University.

Risk Management Analytics beyond 'Prediction'​ to 'Anticipation of Risk'

• Risk Management Analytics program pre-anticipating Wall Street CFOs & CROs need to “anticipate risk” by a decade.
• Advancing Fed/OCC SR11-7 and OCC 2011-12 Model Risk Management (MRM) Execution.
• Named among others such as Black-Scholes, Markowitz, Sharpe as "exemplar"​ of "considerable impact on actual practice"​
- AACSB International Impact of Research Report, 2008.
• CNET Networks Corporate Computing Award for Most Influential Research, 2002.
• Interviews and Reviews of Related Research in: Wall Street Journal, Fortune, Inc., CIO, etc.

2016 Princeton Quant Trading Conference, Princeton University 
Sponsors: Princeton University, Goldman Sachs, Citadel
FinTech-Model Risk Arbitrage and Open Systems Finance,
'The Biggest Short': Beyond Model Risk Management to Model Risk Arbitrage

2015 Princeton Quant Trading Conference, Princeton University
Sponsors: Princeton Bendheim Center & ORFE, Citadel, KCG
Future of Finance beyond 'Flash Boys'
Risk Modeling for Managing Uncertainty in Increasingly Non-Deterministic Cyber World

• Math-FinTech-Algorithms: Transformation of Finance for Switzerland
Sponsor: Switzerland Federal Department of Economic Affairs:
Digital Transformation of Global Banking & Finance, 2016.

2015-2017: 41 SSRN Top-10 Research Rankings: Top-10% SSRN Authors: Post-Doctoral Research:
Computational Quant Finance; AI & Decision Modeling; Algorithms & Machine Learning.

Deep Learning Algorithmic Trading Hedge Fund Ventures: Algorithms, Machine Learning, Deep Learning.
Deep Learning Algorithmic Trading Hedge Funds - inspired by Benoit B. Mandelbrot - advancing on FinTech Anticipatory Risk Analytics-Model Risk Arbitrage Strategies presented at Princeton building on Wall Street Hedge Funds leadership with recent Python Quant focus on TensorFlow Deep Neural Networks etc. given interest in Volatility and Convexity derivatives.

LEADING GLOBAL CYBERSECURITY-RISK-ENGINEERING-INSURANCE PRACTICES

New York State Cybersecurity Conference 2016   National Association of Insurance Commissioners (NAIC) National Expert Panel: Computational Quant Finance-Cybersecurity-Risk-Insurance-Catastrophe Modeling   NYSETA New York State Cyber Security and Engineering Technology Association Presentation  US Under Secretary of Defense United States Army     
United States Navy United States Air Force Research Lab CIO United States Air Force  Royal Australian Air Force (RAAF) AIRCDRE  Government of UK, Ministry of Defence  Canadian Department of National Defence, Canada, Defence R&D Canada

2002-2005 National Science Foundation: 32 National Expert Panels: Cybersecurity & Cyber-Computing specialists (Computer Scientists, Venture Capitalists, IT Analysts) as judge & referee for allocating multi-million dollar SBIR/STTR innovation grants for US Cybersecurity & Cyber-computing computing technology innovation and commercialization.

Department of Defense Directive 8140 (DoDD 8140) IT Security Management & Auditing Certifications
:
CISSP (Since 2005): DoDD 8140 - CNDSP Manager, IAM Level III, IAT Level III, IASAE II
CISA (Since 2007): DoDD 8140 - CNDSP Auditor, IAT Level III
CEH (Since 2014): DoDD 8140 - CNDSP Auditor, Incident Responder, & Infrastructure Support.


State of New York: IT Administration and Networks Administration: CISO-Level Cyber Security & Risk Management Leader (CISSP, CISA, CEH, CCP-CDP): IT Governance, Operations, & Change Management, and, STEM Computer Science Professor: Advanced Analytics, Object Oriented Interactive Web Programming, Telecom-Network Security – Defensive & Offensive Cybersecurity and Security+ Network Security Certification Curriculum.

CISO-Level Cybersecurity-Risk Management Leader: IT Administration & Networks Administration, Government Administration, State of New York Civil Services, reporting to CIO-Level role.

• Defense-in-Depth Enterprise Networks and Computer Security & Privacy Leader: Enterprise Networks-Perimeter & Networks Segmentation; Enterprise Hosts & Server End Point Protection Security; Enterprise User Access Controls, Credentials, Passwords; Enterprise Security Content Automation Protocol Implementation; Enterprise Microsoft Network Operating Systems & Applications Security; Enterprise Mobile Device Management & Multi-Factor Authentication.
• Zero-Trust Cybersecurity Architectures & Networks Segmentation Leader: Zero-Trust Network Segmentation; Security Content Automation Protocol (SCAP); Validation & Audit of IP Networks Subnets & VLANs; OWASP Secure Coding Practices; Audit of Virtual Private Networks using RADIUS; AD-GPM Default Domain Controllers Policy for Network Security Reconfiguration & Implementation; AD-GPM Default Domain Policy Reconfiguration & Implementation; AD-GPM Password Security Objects (PSOs) Development & Configuration.

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.

2016-2017 National Association of Insurance Commissioners, National Cybersecurity Expert Panel
Advisory Committee: Distinguished Scientists: AFRL, New York State Cyber Research Institute, SUNY

Advancing Cyber Risk Insurance Underwriting Model Risk Management beyond VaR
to Pre-empt and Prevent the Forthcoming Global Cyber Insurance Crisis

Mainstream insurance industry practitioners have adopted Value-at-Risk (VaR) from global Banking & Finance industry as the pre-dominant cyber insurance model being oblivious to both distinguishing characteristics of cyber-risks as well as statistical properties of VaR. Such widespread misapplication of VaR for cyber risk insurance underwriting unless abated and corrected is expected to lead to a global cyber-insurance crisis that may dwarf the worldwide economic shock from the global financial crisis. Given worldwide high impact of increasingly global cyber-attacks, the current R&D advances cyber risk insurance underwriting model risk management beyond VaR to pre-empt and prevent the forthcoming global cyber-insurance crisis.
Cyber Risk Insurance Industry Quant Risk Analytics Standards Development

•Pre-empting the forthcoming Global Cyber Insurance Crisis by
Pioneering Cyber Risk Insurance Models beyond Value-At-Risk (VaR) Analytics.

• To avert the impending Global Cyber Insurance Crisis resulting from large-scale commercial reliance upon quantitative models with inherent model risks, tail risks, and systemic risks in current form, this dissertation makes the following key contributions.
• First, we develop 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.
• Second, we develop 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. 
• Third, our review of quantitative models in Cyber risk and Cyber insurance modeling develops the first known analysis establishing significant and extreme model risks, tail risks, and, systemic risks related to predominant models in use.
• Fourth, we develop 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.
• Fifth, we develop 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.
• Sixth, we develop 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.
• Finally, given increasing role of uncertainty in cyber (and financial) risk modeling and management, we develop a framework for enabling Knightian uncertainty management relating it to model risk management.

Digital Transformation & Knowledge Management Pioneer

CyberspaceOrganizations

Published: 2000

"In his latest book, Knowledge Management and Virtual Organisations, KM luminary, Dr. Yogesh Malhotra, offers some cautionary advice. He exposes three myths often associated with KM solutions."
- Microsoft

Microsoft

CyberspaceBusinessModels
Published: 2001
"Knowledge Management and Business Model Innovation is an important addition to the IS researcher's bookshelf. It brings together the latest thinking on issues at the forefront of teaching innovation and professional imagination."
- M. Lynne Markus
, Professor and Department Chair of Electronic Business, City University of Hong Kong
city-university-hong-kong

Pioneering AI & Decision Modeling; Algorithms & Machine Learning; CyberSecurity Risk Engineering

Princeton University
CyberspaceBusinessModels
Journal Articles & Reports
1993-Present

2015 & 2016: Princeton Quant Trading Conference, Invited Research Presentations
Sponsors: Princeton University, Goldman Sachs, Citadel, SIG, KCG.
AACSB & Scientific Studies Research Impact among Finance & IT Nobel Laureates,
Reviewed & Referenced in Top Business-IT-Finance Institutions & Publications.

2015-2017: 41 SSRN Top-10 Research Rankings: Top-10% SSRN Authors:
Computational Quant Finance; AI & Decision Modeling; Algorithms & Machine Learning.


RESEARCH & PUBLICATIONS
- Download Full-Text Articles

AI & Decision Modeling; Algorithms & Machine Learning;
CyberSecurity Risk Engineering; Quantum Computing:
Frameworks, Models, Methods & Metrics in Applied Research


*ACM-TMIS *Princeton *SSRN *MRM *GoogleScholar *Syracuse *LinkedIn

 


Developed Computerworld's Top Digital Research Site, Top-3 Search Engine, & Top-10 Social Network
Top-Ranked Digital Research Site: Computerworld Best Web Site Award
Top-3 Search Engine: Carnegie Mellon University Industry.Net National Awards
Top-10 Social Network: Popular Rankings among others such as LinkedIn 
Led Global Virtual Community of Practice of 130,000+ to Pioneer Digital Transformation Practices
Millions of worldwide users included Global-2000 Corporations and G-20 World Governments.
 
Scientific Editorial Expert Panels: Peer-Reviewed Research
IT, Computer Science, Decision Sciences, Network Sciences
Editorial Panels: Global & U.S. Publishers
  • American Management Association
  • Butterworth-Heinemann Business Books
  • CRC Press
  • Cambridge University Press
  • Harvard Business School Publishing
  • McGraw-Hill Higher Education
  • Perseus Books
  • Prentice Hall Professional Reference
  • Sage Publications
  • Springer-Verlag

Editorial Panels: International Conferences

  • Academy of Management
  • Association for Information Systems
  • Hawaii International Conference on System Sciences
  • Information Resources Management Association
  • International Conference on Information Systems.

 

Associate Editor: Journals

  • e-Service Quarterly (Indiana University Press)
  • Information Resources Management Journal

International Editorial Advisory Boards: Journals

  • Knowledge Management (UK)
  • The Learning Organisation: An International Journal (UK)
  • International Journal of Nuclear Knowledge Management  (France)
  • Global Journal of e-Business and Knowledge Management (Indian Institute of Technology, Delhi)

Journal Special Issues Editor & Associate Editor

  • ACM Transactions on Management Information Systems
  • Expert Systems with Applications: An International Journal Information Resources Management Journal Information Strategy: The Executive’s Journal
  • Journal of Global Information Management

Editorial Review Panels: Journals

  • Communications of the ACM
  • Decision Sciences
  • IBM Systems Journal
  • IEEE Transactions on Engineering Management
  • Information Resources Management Journal
  • International Journal of Human-Computer Studies
  • International Journal of Information Management
  • Journal of the American Society for Information Science and Technology
  • Journal of Association for Information Systems
  • Journal of Defense Modeling & Simulation (Sage)
  • Journal of Developmental Entrepreneurship
  • Journal of Information Technology and Management
  • Journal of Management
  • Journal of Management Information Systems
  • Journal of Organizational Computing and Electronic Commerce
  • Journal of Strategic Information Systems
  • MIS Quarterly
  • OMEGA - The International Journal of Management Science

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Research & Practices:
Dr. Yogesh MalhotraRESEARCHWall Street Quant: Big-3 Finance-IT LeaderResearch Impact among Nobel LaureatesPrinceton Quant Trading PresentationsVentures: Honors: [AI, Algorithms & Machine Learning] [Computational Quant Finance & Trading] [CyberSecurity Risk Engineering] [Digital Transformation Pioneer] [FinTech: 'Rethinking Finance']: *Research Impact *Beyond 'Prediction' *Future of Finance *Beyond VaR *Model Risk Management *Future of Risk *Cyber Risk *SSRN *Google Scholar *Publications *Projects *Goldman Sachs *JP Morgan *Wall Street Hedge Funds *Princeton Presentations *Model Risk Arbitrage *Cyber Finance *Cyber Risk Insurance *Quantum Crypto *Bayesian vs. VaR *Markov Chain Monte Carlo *Wireless Mobile Trust Models *VoIP Pen Testing Frameworks *Bitcoin Cryptanalytics *NFS Cryptanalytics Algorithms


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PROJECTS
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Chief Research Scientist, Wall Street Top Investment Banks Project Leaderships of Modeling and Investment Portfolios for Banks with $1 Trillion AUM such as JP Morgan Multi-Asset Portfolio Fund of Funds with $500-600 Billion AUM, and, a Goldman Sachs Alumnus' Asset Management Firm with $400-500 Billion AUM in Midtown Manhattan, New York City. Project Leader, JP Morgan Private Bank Portfolio Construction & Optimization Liquidity Assessment Framework, guiding Global Head of Quantitative Research & Analytics, US Head of Portfolio Construction and team of MDs and PMs. 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. Prior Banking & Finance Analytical & Modeling Project Leaderships for Bank of America, Las Vegas; Crédit Agricole Corporate and Investment Bank, Hong Kong; Wells Fargo, and, Big-3 IT for Global Financial Systems of worldwide banks. Organized and led global team of 200 PhD IT industry experts including distinguished professors from top Business Schools to publish Digital Transformation research leading worldwide industry practices. Founded Finance-IT-Risk Management and Quant Analytics Ventures with worldwide clients & patrons such as Goldman Sachs, Google, IBM, Intel, Microsoft, Harvard. Media Interviews & Editorial Coverage of Digital Ventures as industry benchmarks in worldwide press such as Wall Street Journal, New York Times, Fortune, Forbes, CIO, Fast Company, Inc., etc.

20-year+ Post-PhD Finance-IT-Risk Management Statistical Modeling & Analysis Research recognized among 'exemplars' of 'considerable impact on actual practice' such as Finance Nobel laureates Black-Scholes, AACSB International Impact of Research Report. Post-Doctoral AI & Modeling, Algorithms, &, Machine Learning Research invited for presentation at 2015 & 2016 Princeton Quant Trading Conference and ranked in 41 SSRN Top-10 Research Rankings. 20-year+ PhD & Post-PhD experience: Statistics, Probability, Econometrics, Quantitative Finance, Operations Research, Computer Science, Cryptography, Encryption Models & Algorithms including Regressions, Structural Equations, VaR, ES, EVT, ARCH/GARCH, Machine Learning, Data Mining, Bayesian Inference, Markov Chain Monte Carlo. 20+ year Computer Systems Programming in dozens of Numeric & Scientific Computing Languages, Object-Oriented Languages, 4GLs, and, 3 GLs such as SPSS, SAS, SQL, MATLAB, C, C++, C++11, MS-Access, MS-Excel, VBA, Bloomberg, JavaScript, Python, Unix, Linux, cgi, perl, PHP, mySQL, and, FORTRAN, and, Machine Learning Algorithms. 100+ Quantitative Statistical & Structural Model Validation Reviews: Top Academic Empirical Journals: Best Reviewer Award, Academy of 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.

  • Risk Management Analytics beyond 'Prediction'​ to 'Anticipation of Risk'

    • Named among others such as Black-Scholes, Markowitz, and, Sharpe as "exemplar"​ of "considerable impact on actual practice"​
    - AACSB International Impact of Research Report, 2008.
    • Risk Management and Predictive Analytics research program that anticipated needs of Wall Street CEOs, CFOs, CROs to “anticipate risk” over a decade before they all said "we must anticipate risk"​.

  • Math-FinTech-Algorithms: Transformation of Finance for Switzerland
    Sponsor: Switzerland Federal Department of Economic Affairs.
    Mathematics-FinTech-Algorithms: Digital Transformation of Global Banking & Finance, 2016.

  • Enterprise Cyber Risk Management for CROs-CSOs National Plenary Keynote
    Invited Plenary Keynote to National Fortune 100 Chief Risk Officers & Chief Security Officers:
    National Chief Security Officers Summit, Philip Morris/Altria World HQ, Richmond, VA, Sep 2015.

  • State Street Bank World HQ Keynote on Modeling Extreme Cyber Finance Risks
    Extreme Cyber Risk Computational Quant Finance Models, Aug. 2015:
    State Street Bank World HQ, Boston, MA.

    Deep Learning Algorithmic Trading Hedge Fund Ventures: Algorithms, Machine Learning, Deep Learning
    Python Deep Learning Algorithmic Trading Ventures: AI, Algorithms, Deep Learning, Machine Learning
    Global Virtual: Hedge Fund Algorithmic Trading R&D Implementation Platforms

    Deep Learning Algorithmic Trading Hedge Funds - inspired by Benoit B. Mandelbrot - advancing on Anticipatory Risk Analytics-Model Risk Arbitrage Strategies presented at Princeton building on Wall Street Hedge Funds leadership with recent Python Quant focus on TensorFlow Deep Neural Networks etc. given interest in Volatility and Convexity derivatives:

    Python, NumPy, pandas, Jupyter Notebook applications:
    • Reading, manipulating, visualizing time series: SciPy, NumPy, pandas.
    • Formulating algo trading strategy based on SMAs using vecotorization.
    • Backtesting performance of algo trading strategy using vecotorization.

    Developing-Implementing Deep Learning DNNs & Machine Learning OLS & Logistic Regressions
    • Scikit-Learn & TensorFlow Deep Neural Networks Implementations for Algo Trading.
    • Reading-manipulating financial time series data with NumPy & pandas.
    • Applying OLS, Logistic Regression & Deep Neural Networks for stock movement prediction.

    Developing & Implementing Tick Server & Clients for Streaming Data with ZeroMQ & plot.ly.
    • Writing a simple tick data server with ZeroMQ.
    • Writing different tick data client variations, e.g. to collect & resample tick data.
    • Implementing an online real-time trading algorithm.
    • Visualizing streaming data with plot.ly.

    Developing & Implementing Interactive Visualisation with Eikon API & Cufflinks.
    • Eikon API & Python for Scraping different types of data (tick, news).
    • Interactive visualisations & Quant Figures with plot.ly & Cufflinks.

    Automated Trading Algo Implementation: Oanda Platform & Python wrapper
    • Using tpqoa Python wrapper class for retrieving historical & streaming live data.
    • Using intraday data to backtest & implement automated trading algorithm.

    Automated Trading Algo Implementation: Interactive Brokers & Gemini
    • Python wrapper classes: tpqib, pygem & pygem_socket: for placing & following orders.
    • Retrieving historical data & streaming live data, using intraday data for backtesting.

  • Advancing Cyber Risk Insurance Underwriting Model Risk Management beyond VaR
    National Association of Insurance Commissioners (NAIC), National Expert Panel

    • To avert the impending Global Cyber Insurance Crisis resulting from large-scale commercial reliance upon quantitative models with inherent model risks, tail risks, and systemic risks in current form, this dissertation makes the following key contributions.
    • First, we develop 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.
    • Second, we develop 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. 
    • Third, our review of quantitative models in Cyber risk and Cyber insurance modeling develops the first known analysis establishing significant and extreme model risks, tail risks, and, systemic risks related to predominant models in use.
    • Fourth, we develop 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.
    • Fifth, we develop 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.
    • Sixth, we develop 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.
    • Finally, given increasing role of uncertainty in cyber (and financial) risk modeling and management, we develop a framework for enabling Knightian uncertainty management relating it to model risk management.

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 & 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, Wall Street Hedge Funds Systematic Trading: State Street Trading Strategies Analysis
and High Frequency Econometric 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.
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, NV), Bank of America Nevada.
Site Leader, Models Quality Assurance & Models/Systems Integration.
Senior Analysts/Analysts Team Leader, Systems Implementation.

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

Wells Fargo Bank (Davenport, IA)
Formerly Davenport Bank & Trust Company

Big-3 IT, Unisys Global Financial Services (Atlanta, Norcross, GA)
- 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 (Mumbai, 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, Arthur Andersen 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.

Untitled Document

Digital Transformation Research & Practices Leading Global Firms & Governments

  • Goldman Sachs, Google, Harvard, IBM, Intel, MIT, Microsoft, NASA, Ogilvy

    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.
    • US & Worldwide Media Interviews & Editorial Coverage: 
    Wall Street Journal, New York Times, Fortune, Forbes, CIO, Fast Company, Inc., etc.
    • 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®.

  • Big-4 Consulting, Intel, British Telecom, Philips, Silicon Valley VCs-CEOs

    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.

  • Big-3 IT & Finance, Bank of America, Crédit Agricole, Wells Fargo, TATA

    • Global Banking Financial Systems Projects Leader for Global Banks, USA, Hong Kong & India.
    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.
    • MBA Research Fellowships in Hypermedia Computing & Digital Risk Management.
    • 1st in ABA/AIB Certifications: Banking & Financial Statements Analysis, Marketing for Bankers. 
    • Chartered Engineer of the Institution of Engineers Certification.
    • Certified Computing Professional / Certified Data Professional Certification.

    • 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.
    • 1st in ABA/AIB Certification: Principles of Banking.
    • Toastmasters International. 

    • Tata Group Financial Services Division (Mumbai, 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.

  • Global Digital Transformation Leaderships: Digital Assets, Markets & Exchanges Practice

    • Global CxO Knowledge Management & Digital Transformation Advisor
    * Influential Global Advisory & Consulting Practice on Risk Management.
    - Global Enterprise Risk, Operational Risk & Systemic Risk Management Practices
    * Strategy Advisor: $100 Billion Firms such as Intel Corp.
    * Thought Leader/Keynote Speaker, Fortune 100 CxOs/World Governments:
    Silicon Valley Venture Capitalists & CEOs (TiE, San Jose),
    US & World Governments / Parliaments / Cabinets (Mexico, Netherlands, South Korea),
    Big-4 Consulting: Accenture Senior Managing Partners & Practices Founders.
    * Executive Education Faculty: Kellogg, Carnegie Mellon.
    * Research Lectures: INSEAD (France), Queen's (Canada).

    • Global Digital Assets, Markets & Exchanges Practice Leaderships
    * Council Partner, US Federal Government Inter-Agency Best Practices
    * Ziff Davis Global Standard for Internet Commerce
    -1 of 4 Founding Members/Contributing Editors for US CxOs
    * Project Leader: High Impact Research: Global Team of 200 Experts:
    Big-4 CxOs, PhDs / Professors from Kellogg, INSEAD, etc.
    - Global Enterprise Risk, Operational Risk, Systemic Risk Practices

    • Global Digital Assets, Markets & Exchanges Practice Leaderships
    Big-4 Accenture (Arthur Andersen) Consulting Sr Managing Partners & Practices Founders.
    * Project Leader: High Impact Research: Global Team of 200 Experts:
    Big-4 Ernst & Young CxOs, PhDs / Professors from Kellogg, INSEAD, etc.
    Published World-Leading Research Guiding Worldwide Risk Management Practices:
    - Global Enterprise Risk, Operational Risk & Systemic Risk Management Practices

  • United Nations Headquarters Global Economists Expert Panels Quant

    United Nations New York City World HQ: Quant Expert among 1 of 4 Global Expert Economists Leading Global Development of Measurement Models of National Knowledge Assets and Digital Assets. 
    - Invited Global Keynote for the UN Global Conference of Global Expert Economists.
    - Invited Expert Paper for the UN Global Conference of Global Expert Economists.

  • 32 NSF US Cyber Computing & Cyber Security National Expert Panels

    National Science Foundation US Cyber Computing & Cyber Security National Expert Panels:
    Invited Technical Expert on 32 National Science Foundation US Cyber Computing & Cyber Security National Expert Panels: Judge and Referee for allocation of Multi-Million dollar US Federal IT and Cyber Security Computing Technologies Commercialization SBIR/STTR Grants.

  • US & World Governments, Silicon Valley & Wall Street Thought Leader

    Invited Keynotes and Expert Panels across USA, North America, Europe, Asia:
    Thought Leader of Silicon Valley CEOs/VCs and Largest National Economies and Global Firms.
    Global Thought Leader & Advisor for NSF, UN, US & World Governments-Parliaments:
    • US & World Governments & Parliaments, Digital Transformation and e-Government Strategies
    • US & World Governments & Parliaments/Cabinets (N. America, Europe, Asia)
    - Mexico - Mexican Parliament Cabinet Ministers, 13 National CIOs, 600 Sr. IT Executives.
    - Netherlands - Advisor to Cabinet Minister, National Parliament Cabinet Ministers' Expert Panel.
    - South Korea - National TV Broadcast & Newspaper Interview, Maeil Business, S. Korea.
    - South Korea - Vision Korea Campaign - 400 National Leaders in Business & Government.
    - USA - Council Partner, US Federal Agencies Best Practices Council.
    • The Conference Board, U.S. Quality Council
    • Institute for Supply Management

  • Carnegie Mellon University and Kellogg Executive Education Faculties

    • Taught as Invited Faculty on the Carnegie Mellon & Kellogg Executive Education Faculties.
    - Invited external Executive Education Faculty among Digital Business-IT Pioneers.
    • Invited Global/National Research Lectures: INSEAD (France), Queen's (Canada), etc.

  • Global R&D Rankings among Finance-IT Nobel Laureates

    • Global R&D Rankings among Finance-IT Nobel Laureates:
    * AACSB International Impact of Research Report, 2008
    - "Exemplars" of "considerable impact on actual practice" among:
    Finance Nobel Laureates such as Black-Scholes.
    * High-profile scientific impact studies: ranked among 
    others such as IT Nobel Laureate Herbert Simon.
    * Queen's University Lecture; Fulbright invitation: 
    - Fulbright Canada Visiting Research Chair.
    * United Nations HQ: Quant Economist
    - 1 of 4 Global Expert Economists, Asset Valuation Models.
    * 32 NSF US Cyber Computing-Cyber Security National Expert Panels, 2002-2005.
    - CISSP, CISA Certified; SAP-ERP/CRM Faculty Certifications
    * CNet Networks ‘Corporate Computing Award’: Most Influential Research.

    • Associate Professor MIS 02/2008, Promoted: Hired as First & Only:
    • Tenure-Track Assistant Professor of Quant Methods, 2001-2008
    [Quant Methods Dept. Restructured: MIS merged in Accounting.]
    - MBA Faculties of Management Science-Decision Sciences-Quant Analytics.
    • IT O/R Quant MS-Excel Financial Analytics MBA Faculty
    * Mathematical Programming, MIS/IT/OR/Statistics, 
    • Optimization Expertise: Profit Maximization & Cost Minimization 
    Models: Monte Carlo Simulations: MS-Excel Solver,
    Pivot Tables, Macros, VBA, Crystal Ball, MS-Access / SQL.
    - OR Optimization Models, Sensitivity Analysis,
    Network Modeling, Dynamic & Integer Linear Programming.
    • Coaching-Performance Management: 
    300 e-Business Project Teams: 1500 Business-IT-Analytics Managers.
    - SWOT, Primary and Secondary Research, Digital Ventures

    • Quant Risk Modeling Research Program Manager
    * Focus: Deterministic & Stochastic Risk Models
    * Multivariate Regression, Structural Equation & Econometric Models
    * Published Quantitative IT-OR and Risk Models in Top Journals
    ACM, IEEE, Top-2 MIS Journals.
    * Technical Referee: ACM, IEEE, Tier-1 Journals.
    * Model Validations: 100+ Quant Modeling Reviews
    • Mathematical Statistical Quant Risk Modeling with
    MS-Excel, VBA, MATLAB, SPSS, SAS, AMOS, PLS.

  • Global Digital Transformation Practices Leader: e-Business & Knowledge Management

    • Global R&D Rankings: Enterprise Risk Management & Digital Transformation
    • Drexel University Survey of Global Information Systems Community, 2000
    - Ranked in Top-3 most influential scholar-practitioners on Knowledge Management
    - Top two ranked being Dr. Tom Davenport (Partner, Accenture), and, 
    Dr. Ikujiro Nonaka (University of California Berkeley, Xerox Distinguished Professor in Knowledge).
    * Mentor: Dr. Tom Davenport, KM & BPR Pioneer.

    • Invited Keynotes-Expert Papers: Intel Corporation, British Telecom (UK), Conference Board, Government of Mexico (Mexico), Silicon Valley TiE, Vision Korea & Maeil Business TV (S. Korea).

    • Conference Board Keynote on BPR, Performance Excellence & HR
    - Invited by Florida Power & Light (FPL), Malcolm Baldrige National Quality Award
    - Conference Board Global Center for Performance Excellence
    - Addressed U.S. Quality Council of Corporate CxOs of Malcolm Bridge Award Winner Firms.

    • Quantitative Risk Modeling Research Program Manager
    * Multivariate Regression, Structural Equation & Econometric Models
    * Published Quantitative Operational Risk Models in Top Conferences & Journals
    * Technical Referee for ACM, IEEE, Tier-1 Research Journals:
    * Mathematical Statistical Quantitative Risk Modeling with
    MS-Excel, VBA, SPSS, SAS, AMOS, PLS.

    • MIS: IT & Operations Research, e-Business & Knowledge Management Leader
    - Tenure-Track Executive MBA & MBA Faculty, Leader: e-Business & KM
    • Developed First AACSB-Accredited MBA Program on e-Business & Knowledge Management
    • Coaching-Performance Management: 100 Project Teams: 500 Business-IT-Analytics Managers.
    - Students: MBA/MS/PhD Students, Executives, Managers.
    - MIS/IT/Cybersecurity, e-Business, Knowledge Management, MS-Excel/VBA/MS-Access.
    - Taught Executive MBA & MBA Programs on Fort Lauderdale & Boca Raton Campuses.
    - State University System of Florida, Florida Atlantic University, Fort Lauderdale Office
    • Innovative Development & Integration of e-Business & Knowledge Management Practices.

  • Global R&D: Quant FinTech-Computer Science-Cybersecurity-Algorithms-Machine Learning

    • 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.

    • CISSP, CISA, CEH Tenure-Track STEM Computer Science, Cybersecurity, Advanced MS-Excel Analytics Faculty for the State of New York. Developed-taught Defensive & Offensive Cybersecurity Major & CompTIA Security+ for Network Administrators: concluded with its accreditation by the State of New York. 
    • Applied focus on Object-Oriented Programming (OOP) - JavaScript, JQuery, DOM, HTML, CSS, Ajax, JSON Interactive Front-End Web Development; Black Hat Python Pen Testing-Ethical Hacking; Advanced MS-Excel, SQL, Computer Science, Mathematics, Statistics & Probability.
    • Princeton Quant Trading Conference Presentations, Princeton University, 2015 & 2016 
    - Sponsors: Princeton University, Goldman Sachs, Citadel, SIG, and KCG Holdings.
    - Pioneering Research: Cyber Finance-Insurance: Bayesian Machine Learning Algorithms.
    - 41 SSRN Top-10 Research Rankings for 2015-2017.
    • STEM Faculty Evangelist: Bayesian Inference, Machine Learning, Algorithms, Data Science, Python, R. 
    • Faculty presentation inspiring STEM Division of the Corning campus 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.

  • Ziff Davis Global Standard of Internet Commerce co-Founding Editor

    Ziff Davis Global Standard of Internet Commerce, 1 of 4 Founding Editors & Founding Members 
    - National Leadership of U.S. Corporate CIOs & CTOs Executing the E-Commerce Standard.

  • UPMC Digital Transformation: Process Management, Change Management, & Strategy Deployment

    UPMC Digital Transformation and Analytics Digitization & Computerization:
    Project Leader & Advisor to CIO's Office and Top MDs of UPMC:
    • Advisor: Digital Transformation, EMR/EHR and FIMS Analytics Digitization & Computerization
    • PI: Adoption of Digital Innovations & Technologies: Enterprise Risk Management Analytics
    • WWW Enterprise Networking for 3C (Communication, Collaboration & Coordination)
    • Electronic Medical Record (EMR) - Functional Independence Measurement (FIM).
    • Statistical & Structural Equation Modeling:
    • SPSS, SAS, AMOS, PLS, LISREL.
    • Statistical Multivariate Regressions
    • Partial Least Squares Regressions.

    • Pioneering Research on Uncertainty-Risk Management
    * Research popularized as Extreme Events & Black Swans after Financial Crisis.
    * Cyber-Digital-Virtual Networks Risk Modeling Research
    - Applied Focus on Digital Transformation-Virtual Business Models
    * Advanced Risk Modeling research & practice to
    cyberspace era of unprecedented global networked
    information connectivity, intensity & velocity.
    * Invited Interviews by Wall Street Journal, Information Week, etc.
    - Applied Research in Digital Transformation Models.
    • Global R&D Rankings: B2B Tech Ventures:
    * Computerworld Annual Internet Forecast
    - - Best Web Site Award, 1997
    * Carnegie Mellon Industry.Net Online Achievement Awards
    - - Best Research Site, Top-3 WWW Search Engines, 1996
    - Development Technologies Unix, CGI, Perl, C++, etc.
    * Top-10 Digital Social Networks among others such as LinkedIn
    - Subsequent global and national rankings
    * Award-winning Digital & Cyber Risk Management R&D
    Risk Management, Systemic Risks, Enterprise Risks, Operational Risks
    - Influential Global Virtual Risk Management Enterprise.

  • Programmer: Computerworld Top Digital Site, Top-3 Search Engine, Top-10 Social Network

    Entrepreneurial Programmer working on Top-10 PhD Research Fellowship.
    • World's Top Digital Transformation Research Site (Best Web Site Award, Computerworld).
    • World's Top-3 Search Engine (Carnegie Mellon Industry.Net Awards).
    • World's Top-10 Social Network (Popular Rankings among others such as LinkedIn)).
    • World's Largest Global Virtual Community of Digital Transformation Practice of 130,000
    • Pioneered Enterprise Risk Management (ERM) and Model Risk Management (MRM) Practices.
    • ASTD interview among Virtual Organization pioneers such as Hatim A. Tyabji, CEO, Verifone.
    • Invited by Harvard Business Publishing to lead digital evolution of Harvard Business Review.
    • Editorial reviews as industry benchmark by AACSB, ACM, AICPA, IEEE, INFORMS, SHRM, Fortune, Harvard, Inc., MIT, Princeton, Stanford, UC Berkeley, Wharton, Yale, etc.:
    - Fast Company: "If Brint doesn't have it, then you probably don't need it."​
    - Business Week [e-Business]: "What every CEO should know."​
    - Business Week: "Best business information source."​ 
    - Wall Street Journal: "Contemporary business management and technology issues."​ 
    - Fast Company: "Yahoo! for Business & Technology."​ 
    - Forbes: "Tool for raising your company's IQ."​ 
    - Fortune: "Thumbs up for this serious surfer's tool useful for managers."​ 
    - San Jose Mercury News: "First for in-depth company & industry research."​ 
    - Wall Street Journal: "Complexity theory made easy."​ 
    - New York Times: "Invaluable for applying complexity theory."​ 
    - Wall Street Journal: "Largest collection of knowledge management."​ 
    - Fast Company: "Best source for knowledge management."​ 
    - CIO Magazine: "Wealth of incredibly rich, useful and interesting information."​ 
    - Computerworld: "Best site for IT and business information."​ 
    - Information Week: "Unparalleled in depth and relevance for business research."​ 
    - InfoWorld: "Best web site for hi-tech industry developments."​ 
    - InfoWorld: "Best web site on the topic of knowledge management."​

  • 'Giveaway for Success'™: Over Half-Million Dollars Contributed to Advancing Digital Transformation Practices

    As most high-profile digital ventures defining and disseminating worldwide cutting-edge business technology management practices, we contributed to the most prestigious and respected conference organizers of international and national events (such as the Economist) attended by the most high profile corporate executives and senior managers from global corporations and worldwide governments. As a high-profile digital media sponsor, we have literally given away over half a million dollars of returns from our sponsorships of such high-profile global media events for advancing learning, development, and growth of our community through our 'Giveaway for Success'™ programs. Many of the events that we have sponsored are counted among the most prestigious and high-profile conferences and learning events with ticket prices ranging in several thousand dollars. Adding up the dozens of events sponsored over several years provides an assessment of the value added through our media sponsorships.

    A small sample of companies and executives that have benefited from our 'Giveaway for Success' program that awards the gifts of higher learning to eligible members on a random selection basis is listed below.

    Companies such as: ABB, Bristol-Myers, Ernst & Young, Goldman Sachs, Hewlett Packard, KPMG, McKinsey, Pfizer, PricewaterhouseCoopers, SAP America, Sprint, Toyota, etc.

    Locations such as: Amsterdam, Netherlands ; Atlanta, GA . ; Boston, MA; Chicago, IL; Dallas, TX; Helsinki, Finland; Las Vegas, NV; London, UK; Mexico City, Mexico; New Orleans, LA ; San Diego, CA; San Francisco, CA; Santa Clara, CA; Vienna, Austria; Washington, DC.

  • Japan-India Engineering Tech Transfer-New Technology Development

    • Maruti Suzuki (Gurgaon), Largest Car Manufacturer known for 'India's Quality Revolution'.
    • Executive (MIS/EDP), Team Leader, Enterprise Financial & Accounting Systems.
    - Learned to Program Mainframes in Night Shift holding Day Job as Process Engineer.
    - Certified in UNIX, C, FORTRAN; Learned to program in Algorithmic Language (ALGOL).
    - Process Engineering to MIS/EDP Transition to Automate Programming of Car Building Robots.
    • Executive Engineer (Process Engineering, Production Engineering), Team Leader of 25.
    Project Leader, Japan-India Technology Transfer and New Technology Development.
    Japanese CEO's Award for Top Rank in Japanese Language for Managers & Engineers program.
    - Awarded Multiple Kaizen Quality Improvement Awards for Process Engineering Innovations.
    - Applied Kanban and 'Agile' Process Engineering Methodologies in Processes and Operations.
    - Youngest Executive Engineer & Project Manager in the Cohort of Elite/IIT/IIM Engineers.

Algorithmic Trading & Computational Finance: SAS, MATLAB, C++, C++11, Machine Learning, Signal Processing

Deep Learning Algorithmic Trading Hedge Fund Ventures: Algorithms, Machine Learning, Deep Learning; C++ Design Patterns, Monte Carlo Models, Black-Scholes Model, C++11 Multithreading and Concurrency, SAS Applied Data Science, SAS Advanced Data Mining Models, Uncertainty Modeling, Machine Learning, Computer Algorithms, Mathematical Computation, Computational Cryptography, Artificial Intelligence & Modeling, Machine Learning, Soft Computing, Multivalent Logic, Fuzzy Systems, Computational Complexity, Computational Economics, Graph Theory, Social Networks Analysis, Game Theory, Bayesian Models, Automata, Computability, Formal Languages

Algorithms & Mathematical Models of Computing Machines

Complexity theory, Computability theory, Automata theory, Regular Languages, Finite Automata, Nondeterminism, Regular Expressions, Nonregular Languages, Pumping Lemma, Context-Free Languages, Context-Free Grammars, Pushdown Automata, Non-Context-Free Languages, Church-Turing Thesis, Turing Machines, Variants of Turing Machines, Hilbert’s Problems, Decidable Languages, Undecidability, Undecidable Problems from Language Theory, Computation Histories, Mapping Reducibility, Time Complexity, Measuring Complexity, Class P, Class NP, P versus NP, Cook-Levin Theorem, NP-complete Problems.

Algorithms & Computational Complexity

Big-O and Small-O, Primality Testing, Euclid's Algorithm, Fermat's Little Theorem, Recurrence Relations, Divide-and-Conquer Algorithms, Fast Fourier Transform, Undirected Graphs, Depth-First Search, Directed Graphs, Directed Acyclic Graphs (DAGs), Breadth-First Search, Dijkstra's Algorithm, Shortest Path Algorithms, Bellman-Ford Algorithm, Greedy Algorithms, Minimum Spanning Trees, Kruskal's Algorithm, Prim's Algorithm, Huffman Encoding, Horn Formulas, Dynamic Programming, Topological Ordering, Knapsack Problem, Floyd-Warshall Algorithm, Traveling Salesman Problem, Linear Programming, Duality, Complexity Reductions, Network Flows, Max-Flow Minimum Cut Algorithm, Bipartite Matching, Simplex Algorithm, NP-Completeness, Satisfiability (SAT), Integer Linear Programming, Vertex Cover, Clique, NP-Complete Reductions.

Algorithms, Cyber Networks & Computational Economics

Graph Theory, Social Networks Analysis, Network Strength, Network Structure, Graph Partitioning, Homophily, Structural Balance, Game Theory, Dominant Strategies, Nash Equilibria, Mixed Strategies, Evolutionarily Stable Strategies, Braess's Paradox, Auctions and Pricing, Auction Formats, Bidding Strategies, Matching Markets, Bipartite Graphs, Market-Clearing Prices, Equilibria in Trading Networks, Power in Social Networks, Nash Bargaining Solution, Modeling Network Exchange, Information Networks, WWW Link Analysis, PageRank, Spectral Analysis, VCG Principle, VCG Prices, Bayes' Rule, Information Cascades, Network Effects, Negative Externalities, Power Laws, Rich-Get-Richer Models, Long Tail, Information Cascades, Decentralized Search, Epidemic Models, Wisdom of Crowds Models, Asymmetric Information, Reputation Systems, Voting Systems.

Algorithms, Cryptography, Cryptology & Cyber Security

Shannon's Information Theory, Modular Arithmetic, Number Theory, Symmetric Cryptography, Data Security, Stream Ciphers, Linear Feedback Shift Registers (LFSR), Data Encryption Standard (DES), Triple DES (3 DES), Galois Fields, Advanced Encryption Standard (AES), Block Ciphers (ECB, CBC, OFB, CFB, CTR, GCM), Public-Key Cryptography, RSA Cryptosystem, Public-Key Cryptosystems, Discrete Logarithm Problem, Diffie-Hellman Key Exchange, Elgamal Encryption Scheme, Elliptic Curve Cryptosystems, Digital Signatures, RSA Signature Scheme, Elgamal Signature Scheme, Digital Signature Algorithm, Elliptic Curve Digital Signature Algorithm, Hash Functions, Hash Algorithms, Message Authentication Codes (MACs, HMAC, CBC-MAC, GMAC), Key Establishment (Symmetric and Asymmetric), Key Derivation.

C++ Mathematical Finance, Risk, Design Patterns & Derivatives Pricing Models

C++ Software Engineering Design Patterns: C++ Algorithms, Creational patterns, Virtual Copy Constructor, Factory Pattern, Singleton Pattern, Structural patterns, Adapter Pattern, Bridge Pattern, Decorator Pattern, Behavioral patterns, Strategy Pattern, Template Pattern, Iterator; C++ Computational Finance Options and Derivatives Pricing Applications: Monte Carlo Model, Black Scholes Model, Monte Carlo Call Option Pricer, Encapsulation, Open Closed Principle, Inheritance, Virtual Functions, Virtual Constructor, Bridge Pattern, Statistics Gatherer,  Wrappers, Convergence Table, Decorator Pattern, Random Number Generators, Linear Congruential Generator, Anti-Thetic Sampling, Exotics Engine, Template Pattern, Black Scholes Path Generation Engine, Asian Option, Tree Class, Pricing On Trees, Solvers, Templates, Implied Volatilities, Function Objects, Bisections, Newton Raphson Method, Smart Pointers, Exceptions.

C++11 Multithreading & Concurrency Standard Extensions and Operating Systems

Threads, Lambda Expressions, Thread Execution Modes, Thread Termination Modes, References in Multi-threading Mode, Exception Management for Threads, Resource Acquisition is Initialization (RAII), Thread Execution and Document Management, Parameter Passing in Threads, Object References in Threads, std::thread Standard Thread Library, C++ smart pointers, Inter-Thread Execution Transfer, Hardware Concurrency for Multi-Threading, Thread IDs, Preventing Broken Invariants, Mutexes and Race Conditions, Runtime Functions and Arguments Passing, Stack-Related Interface Issues and Race Conditions, std::lock Standard Thread Library, Preventing Deadlocks in Multi-threading, std::lock_guard Standard Thread Library, std::unique Standard Thread Library, std::defer Standard Thread Library, Mutex Ownership Transfers, Efficient Locking of Mutexes, compare vs. swap, Data Initialization and Race Conditions, Initialization of Static Variables, Single Writer & Multiple Readers.

Machine Learning, Signal Processing, Uncertainty & Risk Modeling, Econometric Modeling

Multivalent Logic, Uncertainty Modeling, Interval Arithmetic, Multi-Level Interval Numbers, Fuzzy Numbers, Fuzzy Arithmetic, Fuzzy Sets, Fuzzy Operations, Fuzzy Relations, Many-Valued Logic, ANFIS (Adaptive Neuro-Fuzzy Inference System) Models, MATLAB, Java Neural Network Models, C, Approximate Reasoning, Algorithms, Data Mining, Machine Learning, Supervised Learning, Unsupervised Learning, Semi-supervised Learning, Dimensionality Reduction, Pattern Recognition, Classification, Clustering, Overfitting, Underfitting, K-Means Clustering Algorithms, K-Nearest-Neighbor Algorithms, Feature Selection, Nearest Neighbor Classifiers, Naive Bayes Classifier, Bayesian Classifiers, Differential Misclassification, Bootstrap Aggregating (Bagging), Boosting, Single Link Clustering, Complete Link Clustering, Novelty Detection, Receiver Operating Characteristic (ROC), Decision Trees, Genetic Algorithms, Neural Networks, Wrappers vs. Filters, ID3 Algorithms, C4.5 Algorithms, C5.0 Algorithms, Entropy Estimation.

SAS Applied Data Science & Advanced Data Mining Models

SAS Programming Advanced Techniques and Efficiencies: User-Defined Functions, Controlling I/O Processing and Memory, Accessing Observations, Using DATA Step Arrays, Using DATA Step Hash and Hiter Objects, Combining Data Horizontally; SAS SQL: SQL Queries, Displaying Query Results, SQL Joins, Subqueries, Set Operators, Creating Tables and Views, Advanced PROC SQL Features; SAS Macros: Macro Variables, Macro Definitions, DATA Step and SQL Interfaces, Macro Programs; SAS Data Manipulation Techniques: Controlling Input and Output, Summarizing Data, Reading Raw Data Files, Data Transformations, Debugging Techniques, Processing Data Iteratively, Restructuring a Data Set, Combining SAS Data Sets, Creating and Maintaining Permanent Formats; SAS Programming: SAS Programs, Accessing Data, Producing Detail Reports, Formatting Data Values, Reading SAS Data Sets, Reading Spreadsheet and Database Data, Reading Raw Data Files, Manipulating Data, Combining SAS Data Sets, Creating Summary Reports.

Technologies of Computational Quantitative Modeling, Quantitative Finance & Risk Management

Algorithms: Graph Theory, Dynamic & Linear Programming, Computational Complexity
Algorithms: Social Networks Analysis, Game Theory, Nash Equilibrium, Financial Markets
Algorithms: Mathematical Models of Automata, Computability & Formal Languages
Algorithms: Computational Mathematical Models of Cryptography & Encryption Protocols
Advanced Statistical Models & Machine Learning Numerical Methods for Large Data Frameworks
Bayesian Inference & Markov Chain Monte Carlo Models for High-Dimensional Stochastics
C++11 Concurrency & Multi-threading, Machine Learning, & Java Neural Network Models
C++ Mathematical Finance Derivatives Pricing & Software Engineering Algorithms
C++ Design Patterns Financial Programming for Derivatives & Options Pricing
C++ Financial Programming for Quantitative Finance Models & Applications
C++ Programming for Financial Engineers Course, University of California Berkeley
Cybersecurity-Signal Processing: Cryptography, Finance Protocols, Information Assurance
Network Penetration Testing & Protocols Analyses: Metasploit Pro, Nmap, Wireshark, etc.
Network Security: CCNA Security, ICND1, ICND2; Network Intrusion Detection & Prevention
Statistics for Financial Engineers Course, University of California Berkeley
Math Foundations for Financial Engineers Course, University of California Berkeley
MATLAB Advanced Financial Econometrics Markov Chain & Monte Carlo Models
MATLAB Market Risk, Credit Risk, Volatility, VaR, ARCH, GARCH, EVT, ES Models
MATLAB/MS-Excel/C++ Credit Risk Management & Credit Risk Derivatives Models
MATLAB Stocks and Equity Portfolio Management & Equity Derivatives Models
MATLAB Continuous Time Interest Rates, Yield Curve, Fixed Income Derivatives Models
MATLAB Stochastic Numerical Methods & Mathematics for Quantitative Finance
MATLAB Artificial Intelligence-Machine Learning-Fuzzy Logic-Chaotic Time Series Models
MATLAB Advanced Statistical, Financial Econometrics & Optimization Models
MATLAB Advanced Finance Portfolio Theory, CAPM & APT Matrix Algebra Models
MS-Excel Market Risk, Credit Risk, Volatility, VaR, ARCH, GARCH, EVT, ES Models
MS-Excel/VBA Hedge Fund Statistical Risk/Returns, Asset Pricing, Market Risk Models
MS-Excel/VBA Fixed Income Portfolio Management & Fixed Income Derivatives Models
MS-Excel/VBA Advanced Quantitative Models of Utility Theory & Portfolio Management
MS-Excel/VBA Advanced Statistical, Financial Econometrics & Optimization Models
MS-Excel/VBA/ACL Advanced Financial Accounting & Financial Auditing Models
MS-Excel/VBA/Solver/Macros for Operations Research & Network Programming Models
MS-Excel/VBA/Solver/Macros for Finance, Investments, Accounting Decision Models
SAS Advanced Programming, SAS SQL Processing & SAS Macro Programming Courses
SAS Large Scale Data Models of High-Frequency Econometrics & Market Microstructure
SAS Advanced Quantitative Models of Macroeconomics & Microeconomics Analysis
SAS/SPSS Statistical Analysis of Variance (ANOVA) & Co-Variance (ANCOVA) Models
SAS/SPSS Applied Multivariate Analysis & Applied Regression Analysis Models
SAS/SPSS Correlation, Multivariate Regression & Inferential Statistics Models
SAS/SPSS Quantitative Statistical Structural Equation Models in Behavioral Science
SAS/SPSS Quantitative Statistical Methods in IT, Organizations & Social Sciences
Quantitative Structural Equation Models of Risk Management, Controls & Compliance
Statistical Multivariate Regression Models of Risk Management, Controls & Compliance
Qualitative Survey Research Methods in Organizational Controls & Compliance Analysis.


PROJECTS PORTFOLIO
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2015-2017: 41 SSRN Top-10 Research Rankings: Top-10% SSRN Authors:
AI, Algorithms & Machine Learning; Anticipatory & Predictive Analytics:
Computer Science, Cybersecurity, Insurance, Quantitative Finance & Trading
SSRN Top-10 Research Ranking Categories:
• Capital Markets,
• Cognition in Mathematics, Science, & Technology,
• Computational Biology,
• Computational Techniques,
• Computing Technologies,
• Corporate Governance: Disclosure, Internal Control, & Risk-Management,
• Cyberlaw,
• Decision-Making under Risk & Uncertainty,
• Econometric & Statistical Methods,
• Econometric Modeling,
• Econometrics,
• Hedging & Derivatives,
• Information Systems & Economics,
• Interorganizational Networks & Organizational Behavior,
• Mathematical Methods & Programming,
• Microeconomics,
• Operations Research,
• Risk Management,
• Risk Management Controls,
• Risk Modeling,
• Social Network Analysis,
• Stochastic Models,
• Systemic Risk,
• Telecommunications & Network Models,
• Uncertainty & Risk Modeling,
• VaR Value-at-Risk.
Other Categories:
• Banking & Insurance
• Cultural Anthropology,
• Economics of Networks,
• Innovation Law & Policy,
• Mutual Funds, Hedge Funds, & Investment Industry,
• Sociology of Innovation

Recent Research Presentations and Research Reports
*Invited Princeton Quant Trading Presentations: 'Rethinking Finance' for the Era of Global Networked Digital Finance.
*2016 Princeton Quant Trading Conference Presentation: Beyond Stochastic Models to Non-Deterministic Methods.
*2015 Princeton Quant Trading Conference Presentation: Beyond Risk Modeling to Knightian Uncertainty Management.
*Beyond 'Bayesian vs. VaR' Dilemma: How to Manage Risk (After Risk Management Has Failed) for Hedge Funds.
*Markov Chain Monte Carlo Models for High-Dimensionality Complex Stochastic Problems in Network Security.
*Risk, Uncertainty, & Profit for the Cyber Era: 'Knight Reconsidered': Model Risk Management in Cyber Risk Insurance.
*Cyber-Finance Risk Management: Strategies, Tactics, Operations, &, Intelligence: ERM to Model Risk Management.
*Number Field Sieve Cryptanalytic Algorithms for Most Efficient Prime Factorization on Composites: Beyond RSA 1024.
* Bitcoin Protocol & Bitcoin Block Chain: Model of 'Cryptographic Proof' based Global Crypto-Currency Payment Systems.
*2015-2016 41 SSRN Top-10 Rankings: Computational Quantitative & Risk Analytics Algorithms Machine Learning Research.
* 2008 AACSB International Impact of Research Report: 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
Impact: Quantitative Finance, Quantitative Risk Analytics & Risk Management Projects
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
41 SSRN Top-10 Rankings: Computational Quant Finance: 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

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