Global Risk Management Network, LLC, 757 Warren Rd, Cornell Business & Technology Park, Ithaca, NY 14852-4892
World Leading Hi-Tech Research Defining World Leading Digital, Computational, Quant & Cyber Risk Analytics Practices

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Dr. Yogesh Malhotra
PhD,MSQF,MSCS,MSNCS,MSAcc,MBAEco,
BE,CEng,CISSP,CISA,CEH,CCP/CDP
Who's Who in America®,
Who's Who in the World®,
Who's Who in Finance & Industry®,
Who's Who in Science & Engineering®

E-mail: Dr.Yogesh.Malhotra[at]gmail.com
*LinkedIn: linkedin.com/in/yogeshmalhotra

*VENTURES
*
*RESEARCH
*SSRN
*GoogleScholar
*Princeton
*Syracuse
      


 

Global Finance-IT-Risk Management Digital, Computational, Quant, & Cybersecurity Practices Leaderships:
Computer Scientist, Management Scientist, Information Scientist: Research Impact among Nobel Laureates
World's Largest Banking & Finance Firms, IT & Telecom Firms, Wall Street CxOs, Silicon Valley CxOs,
National Science Foundation; United Nations; US & World Governments, Economies, Defense Agencies.

*2016 Princeton Quant Trading Conference: Among other Presenters: It was a pleasure to collaborate.
*2016 Princeton Quant Trading Conference Invited Research Presentation: Sponsor: Princeton University.
*2015 Princeton Quant Trading Conference Invited Research Presentation: Sponsor: Princeton University.
*2015-2016: 39 Top-10 SSRN Research Rankings: Digital, Computational, Quantitative & Cyber Risk Analytics.
*2016 New York State Cyber Security Conference Research Presentation: Sponsor: New York State Governor.
*2015 New York State Cyber Security & Engineering Technology Association Conference: Sponsor: NYSETA.
*2008: AACSB: Real Impact of Research among Nobel Laureates such as Black-Scholes & William Sharpe.

2015-2016: 39 Top-10 SSRN Research Rankings in World-Leading Digital, Computational, Quant & Cyber Risk Analytics.
2015-2016: Digital, Computational, Quant & Cyber Risk Analytics Presentations sponsored by New York State and Princeton University.
Over 20-Years of Global High Impact Hi-Tech Digital Practices Leadership spans Silicon Valley to Seoul and all continents in between.
Considerable Global Impact of Research on Digital Transformation Practices ranked among Finance & IT Nobel laureates in scientific studies.

AACSBAACSB logo

  
Wall Street Journal
  
Risk Management Tech Ventures leading Computational Quantitative Analytics, Machine Learning, Data Science, Quantitative Finance, & Cybersecurity Practices.
Worldwide Business and IT Editorial Coverage & Interviews in Wall Street Journal, New York Times, Fortune, Fast Company, Forbes, Business Week, CIO, CIO Insight, Computerworld, Information Week, etc.
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New York State Cybersecurity Conference 2016  US Under Secretary of Defense United States Army United States Navy United States Air Force  penetration-testing-and-ethical-hacking

[Digital Transformation Pioneer] [Computational Quant Analytics] [Cyber Security Risk Engineering] [Algorithms & Machine Learning] [FinTech: 'Rethinking Finance']
Dr. Yogesh Malhotra: LinkedIn: Risk Analytics Beyond 'Prediction' to 'Anticipation of Risk': Princeton University Presentations on FinTech CyberFinance
Who's Who in America®, Who's Who in the World®, Who's Who in Finance & Industry®, Who's Who in Science & Engineering®
2015 & 2016 Princeton Quant Trading Conference Presentations: Computational Quant & Crypto Machine Learning Algorithms,
2008: AACSB International Impact of Research Report: Named among Black-Scholes, Harry Markowitz & Bill Sharpe

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

EXECUTIVE SUMMARY
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Top-10 IT & Statistics Double Doctorate PhD Computer Scientist, Management Scientist, Information Scientist, and, Chartered Engineer with research impact ranked and recognized among Finance & IT Nobel Laureates by AACSB & scientific impact studies. Senior Quant leaderships guiding MDs and PMs at Wall Street investment banks with $1 Trillion AUM such as JP Morgan. Founder, Computational, Quant, &, Risk Analytics Digital Ventures with CxO clients-patrons such as Goldman Sachs, Google, Harvard, IBM, Intel, and, Microsoft recommended by IT visionaries such as Microsoft founder Bill Gates, Big-4 CxOs, and, US Army, Navy, and Air Force CIOs. Invited advisor to $100 Billion hi-tech firms such as Intel, Silicon Valley VCs-CEOs, US & World Governments, UN, NSF. Global Financial Systems projects leader with Big Banks such as Bank of America.

Recent post-doc research invited for presentations at Princeton Quant Trading Conference sponsored by Princeton University, Goldman Sachs, Citadel, SIG, and KCG Holdings. Post-doc research recognized by SSRN for 39 Top-10 SSRN Rankings in Operations Research, Decision Modeling, Stochastic Models, Econometrics, Mathematical Methods & Programming, and, Uncertainty & Risk Modeling. Computational Quant Finance-Risk Analytics projects leader with Wall Street investment banks with $1 Trillion AUM such as JP Morgan: Quant Finance, Liquidity Risk, Market Risk, Credit Risk, Financial Econometrics, Financial Programming, Large-Scale Data Modeling, Interest Rate Derivatives, Fixed Income & Equity Portfolio Modeling with SAS, MATLAB, C++, MS-Excel, VBA, Bloomberg.

Princeton University: Invited Post-Doctoral Quant Research Presentations. 
Carnegie Mellon & Kellogg: Invited Executive Education Faculty.
TT Professor: Computer Scientist, Management Scientist, Information Scientist.

Invited interviews & editorial reviews as industry benchmark for CxO strategies 
in global press including CIO, Wall Street Journal, New York Times, Fortune, Inc., etc.

Post-Doctoral research in Computational Quantitative Analytics: AI & Modeling, Algorithms, Machine Learning
- Having received admission offers from Top-10 PhD Programs in both Accountancy and Economics
- Adding ~ 2x Credits of the 91 Cr PhD including four new Computational Quant Analytics graduate degrees.
Top-10 MIS PhD: '45-Cr PhD' Credits in both IT-Quantitative Methods & Statistics-Quantitative Methods: 91 Cr PhD.

PRMIA Executive Education in Quantitative Risk Management, Kellogg School of Management.
MFE Executive Education in Computational Quant Analytics, University of California Berkeley.
MS Cybersecurity: Cyber Risk Insurance, Algorithms, Machine Learning, AI & Modeling, Pen Testing Champion.
MS Computer Science: Computational Finance, Algorithms, Machine Learning, AI & Modeling, Cryptography.
MS Quantitative Finance: Derivatives, Stochastics, Securities Pricing, Risk Modeling, Risk Management.
MS Accountancy: Finance, Auditing, Derivatives, Valuations, Global Financial Crisis: Risk Management.
MBA Hypermedia Computing, Quant Economics, Advanced Statistics, Econometrics, Optimization Champion.
C.Eng., CISSP, CISA, CEH, CCP/CDP, CPA-Education, SAS, MATLAB, SAP-ERP, SAP-CRM, AIB/ABA.


EXECUTIVE PROFILE
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Top-10 IT & Statistics Double Doctorate PhD Computer Scientist, Management Scientist, Information Scientist, and, Chartered Engineer with research impact ranked and recognized among Finance & IT Nobel Laureates by AACSB & scientific impact studies. Senior Quant leaderships guiding MDs and PMs at Wall Street investment banks with $1 Trillion AUM such as JP Morgan. Founder, Computational, Quant, &, Risk Analytics Digital Ventures with CxO clients-patrons such as Goldman Sachs, Google, Harvard, IBM, Intel, and, Microsoft recommended by IT visionaries such as Microsoft founder Bill Gates, Big-4 CxOs, and, US Army, Navy, and Air Force CIOs. Invited advisor to $100 Billion hi-tech firms such as Intel, Silicon Valley VCs-CEOs, US & World Governments, UN, NSF. Global Financial Systems projects leader with Big Banks such as Bank of America.

Recent post-doc research invited for presentations at Princeton Quant Trading Conference sponsored by Princeton University, Goldman Sachs, Citadel, SIG, and KCG Holdings. Post-doc research recognized by SSRN for 39 Top-10 SSRN Rankings in Operations Research, Decision Modeling, Stochastic Models, Econometrics, Mathematical Methods & Programming, and, Uncertainty & Risk Modeling. Computational Quant Finance-Risk Analytics projects leader with Wall Street investment banks with $1 Trillion AUM such as JP Morgan: Quant Finance, Liquidity Risk, Market Risk, Credit Risk, Financial Econometrics, Financial Programming, Large-Scale Data Modeling, Interest Rate Derivatives, Fixed Income & Equity Portfolio Modeling with SAS, MATLAB, C++, MS-Excel, VBA, Bloomberg.

Princeton University: Invited Post-Doctoral Quant Research Presentations. 
Carnegie Mellon & Kellogg: Invited Executive Education Faculty.
TT Professor: Computer Scientist, Management Scientist, Information Scientist.

Invited interviews & editorial reviews as industry benchmark for CxO strategies 
in global press including CIO, Wall Street Journal, New York Times, Fortune, Inc., etc.

Post-Doctoral research in Computational Quantitative Analytics: AI & Modeling, Algorithms, Machine Learning
- Having received admission offers from Top-10 PhD Programs in both Accountancy and Economics
- Adding ~ 2x Credits of the 91 Cr PhD including four new Computational Quant Analytics graduate degrees.
Top-10 MIS PhD: '45-Cr PhD' Credits in both IT-Quantitative Methods & Statistics-Quantitative Methods: 91 Cr PhD.

PRMIA Executive Education in Quantitative Risk Management, Kellogg School of Management.
MFE Executive Education in Computational Quant Analytics, University of California Berkeley.
MS Cybersecurity: Cyber Risk Insurance, Algorithms, Machine Learning, AI & Modeling, Pen Testing Champion.
MS Computer Science: Computational Finance, Algorithms, Machine Learning, AI & Modeling, Cryptography.
MS Quantitative Finance: Derivatives, Stochastics, Securities Pricing, Risk Modeling, Risk Management.
MS Accountancy: Finance, Auditing, Derivatives, Valuations, Global Financial Crisis: Risk Management.
MBA Hypermedia Computing, Quant Economics, Advanced Statistics, Econometrics, Optimization Champion.
C.Eng., CISSP, CISA, CEH, CCP/CDP, CPA-Education, SAS, MATLAB, SAP-ERP, SAP-CRM, AIB/ABA.


Sample of worldwide clients, patrons & subscribers:

FinTech: Wall Street & IT: Goldman Sachs, Google, HP, IBM, Intel, Microsoft, Ogilvy, Wells Fargo
Consulting Firms
: Accenture, Ernst & Young, McKinsey, PricewaterhouseCoopers
Business Schools: Harvard, MIT, Princeton, Stanford, UC Berkeley, Wharton
Associations
: AACSB, ABA, ACM, AICPA, AOM, APICS, ASTD, ISACA, IEEE, INFORMS
World Governments: Australia, Canada, European Union, United Kingdom, United States
U.S. Defense
: AFRL, Air Force, Army, CCRP, Comptroller, DISA, DoD, Marines, NASA, Navy
World Defense: Australia (Air Force), Canada (Defence R&D), UK (Ministry of Defence)
World Health: World Health Organization (WHO), U.S. Department of Health & Human Services,
European Health Management Association, U.K. Department of Health, UNESCO, UNDP
Larger Sample

As Seen in

British Telecom UK Cisco Systems IBM Intel Corp. Microsoft

U.S. DoD DISA US Air Force Royal Australian Air Force Government of UK, Ministry of Defence Canadian Department of National Defence

Harvard Business School Stanford Graduate School of Business Wharton School Princeton University UC Berkeley Haas School of Business

MIT Sloan School of Management MIT PressHarvard UniversityStanford School of Medicine

Stanford UniversityMIT 50 K Entrepreneurship CompetitionMIT LibrariesYale Law Journal NASA

Fortune Inc. Business WeekNew York TimesWall Street Journal

Forbes Fast CompanyHarvard Business Press Publishing Computer World Information Week InfoWorld CIO Magazine

ForbesBusiness Week San Jose Mercury NewsInfoWorld American Institute of Certified Public Accountants (AICPA) AACSB International

ACM IEEE AACSB International American Society for Training and Development American Bar Association

And Elsewhere...

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Recent Research Presentations and Research Reports
*Princeton University Presentations on the Future of Finance: 'Rethinking Finance' for Era of Global Networked Digital Finance.
*2016 Princeton Quant Trading Conference Invited Research Presentation: Beyond Stochastic Models to Non-Deterministic Methods.
*2015 Princeton Quant Trading Conference Invited Research Presentation: Beyond Risk Modeling to Knightian Uncertainty Management.
*Beyond 'Bayesian vs. VaR' Dilemma to Empirical Model Risk Management: How to Manage Risk (After Risk Management Has Failed).
*Markov Chain Monte Carlo Models, Gibbs Sampling, & Metropolis Algorithm for High-Dimensionality Complex Stochastic Problems.
*Risk, Uncertainty, and Profit for the Cyber Era: 'Knight Reconsidered': Model Risk Management of Cyber Risk Insurance Models.
*Cybersecurity & Cyber-Finance Risk Management: Strategies, Tactics, Operations, &, Intelligence: ERM to Model Risk Management.
*Number Field Sieve Cryptanalysis Algorithms for Most Efficient Prime Factorization on Composites: Beyond Shannon's Maxim.
* Bitcoin Protocol & Bitcoin Block Chain: Model of 'Cryptographic Proof' Based Global Crypto-Currency & Electronic Payments System.
*2015-2016 39 SSRN Top-10 Research Rankings for Computational Quantitative & Risk Analytics Algorithms Machine Learning Research.
* 2008 AACSB International Impact of Research Report: Named among Black-Scholes, Markowitz, Sharpe, Modigliani & Miller

Top Wall Street Investment Banks Quantitative Finance Projects & FinTech Ventures
Princeton: Future of Finance: 'Rethinking Finance' for Era of Global Networked Digital Finance
2016 Princeton Quant Trading Conference: Invited Research Presentation: Model Risk Arbitrage
2015 Princeton Quant Trading Conference: Invited Research Presentations: Future of Finance
Quantitative Finance Risk Analytics Modeling Wall Street Investment Banks & VC Projects
Model Risk Management: Risk Management Analytics from 'Prediction' to 'Anticipation of Risk'
Quantitative Finance Risk Analytics, Econometric Analytics, Numerical Programming Models
Quantitative Finance Model Risk Management for Systemic-Tail Risks in Cyber Risk Insurance
JP Morgan Portfolio Optimization, VaR & Stress Testing: 17-Asset Class Portfolio
JP Morgan Portfolio Liquidity Risk Modeling Framework for $500-600Bn Portfolio
Bayesian VaR Beyond Value-At-Risk (VaR) Model Risks Exposed by Global Financial Crisis
Goldman Sachs Alumnus Asset Manager Large-Scale Data High Freq Econometric Models
Quantitative Finance, Risk Modeling, Econometric Modeling, Numerical Programming
Technologies of Computational Quantitative Finance & Risk Analytics and Risk Management
Algorithms & Computational Finance: C++, SAS, Java, Machine Learning, Signal Processing
Cybersecurity, Financial Protocols & Networks Protocols Analysis, and, Penetration Testing
Quantitative Finance, Quantitative Risk Analytics & Risk Management Projects Impact
Digital Social Enterprise Ventures Creating Trillion $ Practices for Hundreds of Millions

Named among FinTech Finance & IT Nobel laureates for Real World Impact of Research
FinTech Innovations: Model Risk Arbitrage, Open Systems Finance, Cyber Finance, Cyber Insurance
AACSB International Reports Impact of Research among Black-Scholes, Markowitz, Sharpe
Research Impact Recognized among Finance & Information Technology Nobel laureates
39 SSRN Top-10 Rankings: Computational Quant Analytics: Algorithms, Methods & Models
FinTech Innovations: Model Risk Arbitrage, Cyber Finance, Cyber Risk Insurance Modeling
Computational Quantitative Finance Modeling & Risk Management Research Publications
Model Risk Management of Cyber Risk Insurance Models & Quantitative Finance Analytics
Thesis on Ongoing Convergence of Financial Risk Management & Cyber Risk Management
U.S. Federal Reserve & Office of the Comptroller of the Currency Model Risk Guidance
Bayesian VaR Beyond Value-At-Risk (VaR) Model Risks Exposed by Global Financial Crisis
Markov Chain Monte Carlo Models & Algorithms to Enable Bayesian Inference Modeling
OCC Notes Cybersecurity Risk & Cyber Attacks as Key Contributor to Banks' Financial Risk
Future of Bitcoin & Statistical Probabilistic Quantitative Methods: Global Financial Regulation
Models Validation Expert Panels: IT, Operations Research, Economics, Computer Science

Global, National, & Enterprise CxO Level FinTech-Cyber-Risk Analytics Ventures
CxO Think Tank that pioneered 'Digital' Management of Risk, Uncertainty, & Complexity
CxO Consulting: Global, National & Corporate Risk Management Practices Leadership
CxO Guidance: Cyber Defense & Finance-IT-Risk Management: Uncertainty & Risk
CxO Keynotes: Conference Board, Silicon Valley, UN, World Economy: Uncertainty & Risk
The Future of Finance Project Leading Quantitative Finance Practices at Elite Conferences
The Griffiss Cyberspace Cybersecurity Venture Spans Wall Street and Hi-Tech Research
UN Quantitative Economics Expert Paper & Keynote on Global Economists Expert Panel
National Science Foundation Cybersecurity & Cybercomputing National Expert Panels
Digital Social Enterprise Innovation Ventures Pioneering the Future of Risk and Quant
Global Footprint of Worldwide World-Leading CxO Risk Management Ventures & Practices