Yogesh Malhotra, PhD,MSQF

Chief Scientist & Executive Director, Advanced Analytics & Machine Learning
Ithaca, New York Area
Research
Current

1. Clients: JP Morgan, Goldman Sachs, Google, Harvard, MIT, IBM, Intel,

Microsoft

1. New York State,

Previous

2. JP Morgan Private Bank, Goldman Sachs Alumnus' Asset Manager,

Venture Capital,
3. Goldman Sachs Alumnus $400-500 Billion Asset Management Firm

Education

1. Top-10 PhD IT & Statistics Double Doctorate: Advanced Analytics

Summary

Top-10 PhD computational quantitative modeling computer scientist for Wall Street investment
banks with $1 Trillion AUM such as JP Morgan. Founder, award-winning risk management
ventures with CxO clients & patrons such as Goldman Sachs. Research impact ranked & profiled
among others such as Black-Scholes in business press, industry surveys, & scientific studies.
Recent computational quantitative finance & risk management project leaderships with Wall
Street investment banks such as JP Morgan Private Bank and Goldman Sachs alumnus' asset
management firm. Led projects on quantitative finance, liquidity risk modeling, market risk
modeling, credit risk modeling, financial econometrics, financial programming, large-scale data
modeling, interest rate derivatives, fixed income & equity portfolio modeling with SAS,
MATLAB, C++, MS-Excel, VBA, Bloomberg.
Founder of award-winning financial risk analytics & risk management ventures with CxO clients
& patrons such as Goldman Sachs while invited Executive Education faculty at Carnegie Mellon

and Kellogg and quantitative risk modeling & mathematical financial modeling research faculty.
Currency arbitrage & global financial systems software engineer with global banks such as Bank
of America and Banque Indo-Suez across USA & Hong Kong.
Global Banking & Finance projects in investment management, trading & retail banking with
over 15-year global leadership in risk management, quantitative modeling, quantitative finance,
model validation; trading, risk analytics & risk management technology ventures; data science &
software engineering. Invited advisor across USA, N. America, Asia, Europe to $100 Billion hitech firms such as Intel, Silicon Valley VCs & CEOs, US & World Governments, UN, NSF.
Post-Doc Research Presentations
- Princeton Quant Trading Conference
Top-10 PhD IT & Statistics
Top-14 MS Quantitative Finance
MFE & PRMIA Exec Ed
MS Computer Science: AI & Algorithms
MS Network & Computer Security
MS Accountancy
MBA Economics

Experience

Chief Scientist & Executive Director, Advanced Analytics & Machine

Learning
Clients: JP Morgan, Goldman Sachs, Google, Harvard, MIT, IBM, Intel, Microsoft
August 1998 Present (17 years 11 months)Worldwide, USA, N. America, Europe,
Asia, New York

Computational Quant & Risk Analytics Leadership Projects

- Wall Street Investment Banks with $1 Trillion AUM such as JP Morgan.
Princeton University Invited Presentations
- 2015 & 2016 Princeton Quant Trading Conference.
* Quantitative Finance, Machine Learning, Bayesian Inference, Markov Chain Monte Carlo
* 35 SSRN Top-10 Rankings: Computational Quant & Risk Analytics, Machine Learning:
- Advanced Statistical, Econometrics & Time Series Models, Advanced Risk Models
Bayesian Inference, Markov Chain Monte Carlo Models, Capital Markets, Derivatives,

Portfolio Construction & Optimization Models, Volatility Models, VaR, ARCH, GARCH,
Market Risk, Credit Risk, Liquidity Risk, Cyber Finance, Cyber Risk Insurance.
Research impact ranked and recognized among Finance-IT Nobel Laureates
- Advancing execution of Fed-OCC SR11-7 & OCC 2011-12.
Pioneered FinTech Innovations Advancing FinTech Industry Practices
- Model Risk Arbitrage, Cyber Risk Insurance Modeling, Cyber Finance Risk Management.
Founder, Global CxO FinTech Risk Management & Risk Analytics Tech ventures with global
CxO
clients & patrons including largest Finance & IT Firms, US & World Governments, UN, NSF.
Executive Director, Financial Risk Management & Cyber Risk Management:
* 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
* Development of Financial Risk Analytics Technologies
- Aggregated >200 Data Feeds for Real Time Trading Execution
* Pioneered Global Uncertainty & Risk Management Practices,
Globally Accepted Framework for Risk Management of 'Black Swans'.
* Awards & rave reviews as benchmark for CEO & CxO risk strategies
in Wall Street Journal, New York Times, Fortune, Forbes, etc.
- Recommended by Microsoft founder Bill Gates, Big-4 (PwC) CxOs,
Harvard Business School Professors, US & World governments.
- Recommended by U.S. AFRL/Army/Navy/Air Force/NASA CxOs.

Post-Doc Research: Presentations: Princeton Quant Trading Conference

Sponsors: Princeton University, Goldman Sachs, New York State
May 2009 Present (7 years 2 months)New York, Midtown Manhattan, New Jersey

Princeton University Research Presentations on Computational Quantitative & Risk Analytics:

- 'Future of Finance' Ventures Advancing Computational Quant Risk Analytics & FinTech
Practices
2016 & 2015 Princeton Quant Trading Conference invited Post-Doc Research presentations.
- Sponsors: Princeton University, Goldman Sachs, Citadel, SIG, KCG Holdings.
2015-2016:
35 SSRN Top-10 Research Rankings in Computational Quantitative Analytics.
- SSRN Top-10 Ranking Categories:

 Capital Markets,
Computational Techniques,
Corporate Governance,
Cyberlaw,
Decision-Making under Risk & Uncertainty,
Econometric & Statistical Methods,
Econometric Modeling,
Econometrics,
Hedging & Derivatives,
Information Systems & Economics,
Mathematical Methods & Programming,
Microeconomics,
Operations Research,
Risk Management,
Risk Management Controls,
Risk Management & Analysis in Financial Institutions
Risk Modeling,
Stochastic Models,
Systemic Risk,
Uncertainty & Risk Modeling, and,
VaR Value-at-Risk.

Computer Science, Cybersecurity, & Advanced Analytics Professor

New York State
August 2015 May 2016 (10 months)Ithaca, New York Area

Tenure-Track STEM Faculty Spotlight: 'International Expert in Cybersecurity'

SUNY Corning STEM Division counts among its alumni
- NASA astronaut: First female pilot and commander of a Space Shuttle (Retired)
-- USAF Col. Eileen M. Collins, Mathematics/Science 1976.
Programs Developed & Delivered:
Cybersecurity Program, New York State Accreditation, April 2016.

 Telecom-Networking-Cybersecurity & Ethical Hacking Infrastructure

Interactive Web Computing: Javascript, JSON, AJAX
IT, Advanced Analytics: MS-Excel Finance-Investments
Data Science-Machine Learning for 'New Normal', CTIE-TIER4, 01/14/2016.
Invited Data Science & Machine Learning Research presentations at:
- 2016 and 2015 Princeton Quant Trading Conferences
- Sponsors: Princeton University, Goldman Sachs, and, Citadel.
Quantitative Finance-Computer Science-Cybersecurity-Machine Learning-Algorithms research
- 2015-2016: 35 SSRN Top-10 Research Rankings: SSRN Network (ssrn.com).
Applied Research, Teaching, &, Practice focus on leading-edge applications of
- Computer Science, Cybersecurity, Advanced Analytics, Machine Learning for
-- solution of contemporary applied Computational Quantitative Analytics problems in
-- Banking & Finance, Cybersecurity, Cyber Finance, Higher Education.
Advancing upon pioneering Computational Quantitative Analytics Research & Practice in Wall
Street Investment Banking Quantitative Finance, Cyber Finance & Cyber Risk Insurance
Modeling research in collaboration with distinguished Computer Scientists, Economists,
Mathematicians, &, Physicists affiliated with Air Force Research Lab (AFRL), New York State
Cyber Research Institute (NYS-CRI), SUNY, and top Wall Street Investment Banks.
Quantitative Finance-Computer Science-Cybersecurity-Machine Learning-Advanced Analytics
- R&D spanning global industry-university research collaborations advancing upon post-doc
industrial research in Quantitative Finance [Applied Mathematics, Statistics, & Econometrics].

Chief Research Scientist, Quant Risk Analytics & Advanced Econometrics

JP Morgan Private Bank, Goldman Sachs Alumnus' Asset Manager, Venture Capital
May 2009 August 2013 (4 years 4 months)New York, Midtown Manhattan, Central
New York

Algorithms, Machine Learning, Quantitative Finance, Quantitative Risk Modeling.

Project Leader, Wall Street Investment Bank, VC Projects, Manhattan
- Liquidity Risk, Market Risk, Credit Risk Modeling, Portfolio Liquidity Risk Optimization
- Hedge Fund Risk Modeling, Trading & Hedging Strategies for Maximizing Alpha.
SAS Certified, Completed AICPA CPA Education Requirements.

 Mentors: Distinguished Professors of Quantitative Finance & Econometrics, Fordham

University.
TECHNOLOGIES: SAS, MATLAB, C++, MS-Excel, VBA, Bloomberg, NYSE-TAQ, CRSP
MODELS:
MARKET RISK
Volatility Models, ARCH/GARCH, MLE, Portfolio VaR, QMLE, Non-Normality, CornishFisher, 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
CREDIT RISK
PD, LGD, Exposure at Default (EAD), Expected Default Frequency (EDF), Basel II/III, 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
INTEREST RATE DERIVATIVES
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
Derivatives, Mean-Variance Portfolios, CAPM, Passive/Active Portfolio Performance, MultiFactor Models, Cross-Sectional Returns, Asset Allocation, Risky/Risk-Free Portfolios,
Diversification, Risk Pooling, CAPM, Anomalies, Dividend Discount/Growth Models
FIXED INCOME PORTFOLIO
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 Portfolio Liquidity Risk Assessment Framework

JP Morgan $500-600 Billion Multi-Asset Fund of Funds Portfolio
March 2012 August 2012 (6 months)New York, Midtown Manhattan

JP Morgan (JPM) Hands-On Team Leadership Project

Mentor: Dr. Georgiy Zhikharev, JP Morgan Global Head of Quantitative Research & AnalyticsJP Morgan US Head of Portfolio Construction.
Portfolio Construction & Optimization Liquidity Assessment Framework
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 Quants, CIO, MD, PM.
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, JP Morgan Portfolio Optimization & VaR Stress Testing

JP Morgan $500-600 Billion Multi-Asset Fund of Funds Portfolio
March 2012 August 2012 (6 months)New York, Midtown Manhattan

Early and successful execution of Project 1 led to taking additional Project 2:

JP Morgan (JPM) Hands-On Team Leadership Projects Leader:
JP Morgan Portfolio Construction, Optimization & Stress Testing
Mentor: Dr. Georgiy Zhikharev, JP Morgan Global Head of Quantitative Research & AnalyticsJP Morgan US Head of Portfolio Construction.
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 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
in Academic, Policy, and Practice Literatures:
Technical Liquidity Risk Models, Methods, & Measures Research:
~5,000 documents ~ 60,000 pages.

Project Leader, Wall Street Hedge Funds High Frequency Econometrics

Goldman Sachs Alumnus $400-500 Billion Asset Management Firm
February 2012 August 2012 (7 months)New York, Midtown Manhattan

Project: Hedge Fund Large-Scale High Frequency Data Econometric Modeling

Goldman Sachs Alumnus' $400 Billion+ Asset Management Firm (Firm Name Confidential)
Mentor: Wall Street SVP Hedge Fund Manager with Top Wall Street Investment Banks
& Harvard University Computer Scientist and Mathematician Alumnus.
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
Analyzed 400 Trading Strategies for Alpha and Risk and related Empirical Research.
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.

Associate Professor & Assistant Professor of Quantitative Methods

Syracuse University Martin J. Whitman School of Management
August 2001 June 2009 (7 years 11 months)Syracuse, New York

Tenure-Track Assistant Professor of Quantitative Methods, 2001-2008

- MBA Faculties of IT and Operations Research.
- Promoted to Associate Professor, 02/2008.
Global R&D Rankings: Risk, Computing, Economics & Statistics
* AACSB International Impact of Research Report, 2008
- Named in "exemplars" of "considerable impact on actual practice" among

others such as Black-Scholes & Harry Markowitz

* United Nations HQ: Quantitative 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 Paper, Risk Management.
* Model Validations: 100+ Quantitative Modeling Reviews
- Academy of Management 'Best Reviewer Award'
- Structural Quantitative Modeling Article Best Paper
* Quantitative Methods IT/OR/Statistics: Digital, Analytics, Mathematical Programming
- Analytics, E-Commerce Operations Research & Mathematical Programming for MBAs.
- Digital Retail Web Site Projects for Hundreds of Project Teams.
Quantitative Risk Modeling Research Program Manager
* Focus: Deterministic & Stochastic Risk Models
* Multivariate Regression, Structural Equation & Econometric Models
* Published Quantitative Risk Models in Top Journals
ACM, IEEE, Top-2 MIS Research Journals.
* Technical Referee for ACM, IEEE, Tier-1 Journals.
Mathematical Statistical Quantitative Risk Modeling with
MS-Excel, VBA, MATLAB, SPSS, SAS, AMOS, PLS.
IT O/R Quantitative Finance Modeling MBA Faculty
- Cost Minimization & Profit Maximization: Mathematical Optimization
- Students: Project Managers, Computer Scientists, Engineers
Models: Monte Carlo Simulations w. MS-Excel Solver,
Pivot Tables, Macros, VBA, Crystal Ball, MS-Access / SQL.
- OR Optimization Models, Sensitivity Analysis,
Network Modeling, Dynamic & Integer Linear Programming.
- Advanced MIS/IT, e-Business, Knowledge Management.

Global CxO IT-KM & Risk Management Consulting Practices

Intel, British Telecom, Philips, Big-4 Consulting, US & World Governments
August 1998 March 2006 (7 years 8 months)USA, N. America, Europe, Asia

 Global CxO Risk Management & Knowledge Management Advisor

* Influential Global Advisory & Consulting Practice on Risk Management.
* 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 City, Seoul),
Big-4 Consulting Senior Managing Partners.
* 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 such as Robert Hiebeler.
* 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
Global Banking & Financial Systems Project Leader (> 5 years prior to PhD.)

Assistant Professor of Information Technology & Operations Research

Florida Atlantic University College of Business
August 1998 July 2001 (3 years)Fort Lauderdale, Florida

Tenure Track Assistant Professor of Information Technology & Operations Research

Global R&D Rankings: Enterprise Risk Management & Systemic Risk Management
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).

* Mentor: Dr. Tom Davenport, KM & BPR Pioneer.

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.
Information Technology & Operations Research, e-Business & Knowledge Management
Leader
- Executive MBA & MBA Programs Faculty, Program Leader: e-Business & KM
- Trained, Coached, Evaluated 100 Project Teams of 500 Business-IT-Analytics Managers.
- Taught Executive MBA, MBA, & undergrads 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
* First AACSB-Accredited MBA Program Coordination for Related Curriculum Innovation
- Students: MBA/MS/PhD Students, Executives, Managers.
- MIS/IT/Cybersecurity, e-Business, Knowledge Management, MS-Excel/VBA/MS-Access.
Conference Board Keynote on Enterprise Risk Management & Systemic Risk Management
- Invited by Florida Power & Light (FPL), Malcolm Baldrige National Quality Award Winner
- For Conference Board Global Center for Performance Excellence
- Addressed U.S. Quality Council of Corporate CxOs of Malcolm Bridge Award Winner Firms.

Quantitative Risk Analytics Top-10 PhD Research Fellowship

University of Pittsburgh Medical Center, Katz Graduate School of Business
August 1993 July 1998 (5 years)Pittsburgh, Pennsylvania

UPMC: PhD Thesis, Quantitative Risk Analytics & Controls Models (Published Research)
- PI, UPMC CIO Office & Advisor, Senior Most MDs Pioneering EMR/EHR.
- PI, Director of Physical Medicine & Rehabilitation (PMNR) Division.
- Electronic Medical Record (EMR): Functional Independence Measurement (FIM).
- Advanced Statistical-Structural Modeling:
- SPSS, SAS, AMOS, PLS, LISREL.
- Statistical Multivariate Regressions

- Partial Least Squares Regressions.

Top Management Consultant-Advisor to EMR Pioneers at UPMC
- UPMC CIO Office, Top EMR Leaders, Clinical MDs, and Directors.
Advisor to National Cabinet, Government of Netherlands.
Uncertainty-Risk Management Pioneering Research
* Invited Interviews by Wall Street Journal, Information Week, Software Magazine, etc.
* Research focus popularized as Extreme Events &
Black Swans after 2008 Financial Crisis.
* Cyber-Digital-Virtual Networks Risk Modeling Research
- Applied Focus on Digital-Virtual Business Models
* Advanced Risk Modeling applied research to Cyberspace era of
unprecedented global networked information connectivity, intensity & velocity.
Developer-Programmer, Top Ranked Digital Site, Search Engine, Social Network
* Computerworld Annual Internet Forecast - - Best Web Site Award, 1997
* Carnegie Mellon Industry.Net Online Achievement Awards - - Top-3 Search Engine, 1996
* Top-10 Social Networks in Rankings among others such as LinkedIn.
- Development Technologies Unix, CGI, Perl, C++, etc.
* Award-winning Cyber Risk Management R&D
- Risk Management, Systemic Risks, Enterprise Risks, Operational Risks
- Influential Global Virtual Risk Management Research Enterprises
Top-10 PhD Research Fellowship with Top-10 MIS Founder & IT Strategy Pioneer
- Pitt University Professor Dr. William R. King
Full Tuition Scholarship-PhD Research Fellowships & Stipend.
Earned 2x Credits required for 45 Cr PhD, Top-10 PhD, MISQ
~ 45 Cr: Quantitative Modeling: Statistics
~ 45 Cr: Quantitative Risk Modeling: IT.

Global Banking Financial Systems Engineer & Projects Leader

Bank of America, Crdit Agricole, Wells Fargo, Big-3 IT, Tata Group
July 1987 July 1993 (6 years 1 month)Las Vegas, Hong Kong, Bombay, New Delhi

 Global Banking Financial Systems Projects Leader for Global Banks, USA & Hong Kong.
Global Financial Systems Modeling, Models Quality Assurance, Development &
Implementation.
Bank of America merger (Las Vegas), Bank of America Nevada.
Site Leader, Models Quality Assurance & Models/Systems Integration.
Senior Analysts/Analysts Team Leader, Systems Implementation.
MBA Research Fellowships in Hypermedia Computing, the precursor of the World Wide Web.
1st in ABA/AIB Certifications: Banking & Financial Statements Analysis, Marketing for
Bankers. Certified Computing Professional / Certified Data Professional Certification.
Crdit 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)
- 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.
Tata Group Financial Services Division (Bombay, Delhi): Banking Projects, USA & Hong
Kong.
Corporate Strategy Keynote to Strategic & Senior Leadership at the Global Big-3 IT Firm:
- Advancing Beyond Mainframes to Unix & C Software Services for Global IT Market
Dominance.
Modeling & Development of Global Financial Systems Used by Worldwide Banks.
- Promoted to Systems Analyst, Global Financial Services, SWOT Mentor: Corporate SVP.
Programmed Algorithmic Language (ALGOL), 3GL & 4GL Systems, Hierarchical DBMS.

Executive Engineer, Process Engineering & Financial Systems

Japan-India Car Process Engineering Tech Transfer-Development Leader
August 1984 June 1987 (2 years 11 months)Gurgaon, India

 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).
- 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.
- Youngest Executive Engineer & Project Manager in the Cohort of Elite/IIT/IIM Engineers.

Computational Quant-Risk Analytics, Algorithms, & Model Risk Analytics

2015-2016: 35 SSRN Top-10 Rankings: Computational Quantitative Risk AnalyticsEconometrics-Algorithms.

- Quantitative Finance, Computer Science, Cybersecurity, Machine Learning, Bayesian
Inference, Markov Chain Monte Carlo Models, Data Science, Computational Statistical
Algorithms.
- Research Committee: Distinguished Computer Scientists, Mathematicians, Physicists, Air
Force Research Lab, New...more
2016 Princeton Quant Trading Conference: Model Risk Arbitrage-FinTech

2016 Princeton Quant Trading Conference invited Post-Doc Research Presentation.

- Sponsors: Princeton University, Goldman Sachs, Citadel, SIG, Apr 16, 2016.
- Beyond Stochastics to Non-Deterministic Finance: Model Risk Arbitrage-Open Systems
Finance:
Focus: Soros' Theory of Reflexivity, Bayesian Networks, Possibility Theory, Quantum
Computing.
Pioneered Computational Quantitative Analytics...more
2015 Princeton Quant Trading Conference: Future of Finance-Cyber

2015 Princeton Quant Trading Conference invited Post-Doc Research Presentation.

- Sponsors: Princeton University Bendheim Center & ORFE, Citadel, KCG Holdings, Apr 4,
2015.
- Quantitative Finance Models for Extreme Risks: Cyber Risk Insurance Modeling & Finance.
Focus: Cyber Finance: Quantitative Finance, Computer Science, Cybersecurity, Machine
Learning.
Pioneered Computational...more

Cyber Risk Insurance Quant Risk Analytics Standards beyond VaR

To avert the impending national Cyber risk and Cyber-insurance disaster based upon large-scale
commercial reliance upon quantitative models with inherent model risks, tail risks, and systemic
risks 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...more
Cybersecurity Keynotes: National CSO Summit, NY State, NYSETA

2016 New York State Cyber Security Conference: 'Future of CyberFinance'

Presentation: CyberFinance: Why Cybersecurity Risk Analytics must Evolve to Survive 90% of
Emerging Cyber Financial Threats, and, What You Can Do About It?: Advancing Beyond
Predictive to Anticipatory Risk Analytics, June 8, 2016.
Special Interest Topics: Related to: Finance Sector - Best practices and effective ways...more
Network Security, Advanced Analytics, Web Computing Programs

Network Security, Advanced Analytics, Web Computing Programs Development

Programs Developed & Delivered for the New York State:
Cybersecurity Program, New York State Accreditation, April 2016.
Telecom-Networking-Cybersecurity & Ethical Hacking Infrastructure
Interactive Web Computing: Javascript, JSON, AJAX
IT, Advanced Analytics: MS-Excel Finance-Investments
Data...more
Risk Management Analytics beyond 'Prediction' to 'Anticipation of Risk'

Risk Management 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"
with invited machine learning research and media interviews in premiere press since 1990s.
Advancing Fed/OCC SR11-7 and OCC 2011-12 Model Risk Management (MRM) Execution.
Cyber Finance Invited Interviews by...more
MS-Excel Modeling Advanced Financial Analytics Program Development

Advanced Financial Functions: NPV, IRR, RATE, XNPV, XIRR, Loans, Investments
Income Statements, Balance Sheets, Cash Flows, and, Depreciation Models
Investment Management Data Modeling with Historical, Current, and Real-Time Data
Investment Management Modeling with Interactive Queries, Data Model, & PowerPivot
Advanced Formulas & Functions for Financial & Accounting...more
Credit Risk, Market Risk, Interest Rates, Fixed Income & Equities Models

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...more
JP Morgan $500Bn Multi-Asset Portfolio Optimization & VaR Stress Testing

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
...more
JP Morgan $500Bn Multi-Asset Portfolio Liquidity Assessment Framework

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...more
Wall Street Hedge Funds Large-Scale Data High Frequency Econometrics

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...more
Equity Portfolio & Risk Management Strategist, Financial Risk Analytics

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...more
Quant Risk Modeling & IT-OR-Supply Chain Management MBA Faculty

Assistant Professor of Quantitative Methods, Promoted to Associate Professor 02/2008.

- IT-Supply Chain MBA Faculty: Quant Analytics, DSS, E-Commerce, Digital KM.
Named among 'exemplars' of 'considerable impact on actual practice' such as Black-Scholes &
Harry Markowitz, AACSB International Impact of Research Report, 02/2008.
- AACSB International Impact of Research among Finance Nobel...more
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...more
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...more
Big-3 IT, Bank of America, Crdit Agricole, Wells Fargo, Tata Group

Global Banking Financial Systems Projects Leader for Global Banks, USA & Hong Kong.
Global Financial Systems Modeling, Models Quality Assurance, Development &
Implementation.
Bank of America merger (Las Vegas), Bank of America Nevada.
Site Leader, Models Quality Assurance & Models/Systems Integration
Senior Analysts/Analysts Team Leader, Systems Implementation
Crdit...more
United Nations Headquarters Global Economists Expert Panels Quant

United Nations World Headquarters 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 Computing 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 United Nations, US & World Governments-Parliaments:
- National Keynotes among Knowledge Management pioneers such as Prof. Dr. Ikujiro Nonaka.
- National Keynotes among KM pioneers such...more
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.
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 US Corporate CIOs & CTOs Executing the E-Commerce Standard.
UPMC Healthcare Risk Management Quantitative Risk & Controls Modeling

UPMC Quantitative Enterprise Risk Management, Controls, & Compliance Models:

Project Leader & Advisor to CIO's Office and Top MDs of UPMC:
PI, Enterprise Risk Management Analytics, Empirical Longitudinal Research
WWW Enterprise Networking for 3C (Communication, Collaboration & Coordination)
Electronic Medical Record (EMR) - Functional Independence Measurement (FIM).
...more
Top Digital Research Site, Top-3 Search Engine, Top-10 Social Network

Solo Developer/Programmer while working on Top-10 PhD Research Fellowship in mid-1990s.

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 after LinkedIn).
World's Largest Global Virtual Community of Knowledge Management Practice of 130,...more
Japan-India Car Process Engineering Tech Transfer-Tech 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).

- Executive Engineer (Process Engineering,...more
Other Computational Quantitative Finance-IT-Risk Analytics Projects (

Education

Top-10 PhD IT & Statistics Double Doctorate: Advanced Analytics

PhD, IT & Statistics, Quant Methods QPA 3.96/4.0, GPA 3.9/4.0, Full Scholarship, Top
10 PhD (MISQ), IT, Statistics, Quantitative Methods; 91 Cr Completed for 45 Cr
Requirement., GPA 3.9/4.0, 91 Cr, Quantitative Methods QPA 3.96/4.0, Beta Gamma
Sigma Honors
1993 1998

PHD THESIS: QUANTITATIVE ANALYTICS: RISK MANAGEMENT & CONTROLS.

STATISTICS PhD COURSES
INFERENTIAL STATISTICS
ANALYSIS OF VARIANCES (ANOVA)
ANALYSIS OF COVARIANCES (ANCOVA)
DATA ANALYSIS: SAS, SPSS
QUASI-EXPERIMENTAL DESIGN
APPLIED REGRESSION ANALYSIS
QUESTIONNAIRES-SURVEYS
QUALITATIVE RESEARCH
MULTIVARIATE ANALYSIS
RESEARCH MTHDS BEHAVIORAL SCIENCES I
RESEARCH MTHDS BEHAVIORAL SCIENCES II
RESEARCH MTHDS ORGNZNL STUDIES I
KNOWLEDGE MGMT
STATISTICS: IT, CONTROLS & RISK MANAGEMENT PhD COURSES

 MIS FOUNDNS & DIRECTIONS OF RESEARCH

FOUNDNS OF IS RESEARCH
FIRMS, MARKETS & NETWORKS
STRATEGIC MGMT OF IT
RESEARCH MTHDS
HUMAN COMPUTER INTERACTION
ADV MGMT CONTROL SYSTEMS
MIS RESEARCH MTHDS
MGMT CONTROL SYSTEMS
RESEARCH METHODOLOGY I
INFO SC & POLICY*
TELECOM NETWORKS
*Influential Research on NATIONAL INFORMATION INFRASTRUCTURE, NII
*Taught PhD Seminar Session on DIGITAL INTELLECTUAL PROPERTY
Activities and Societies: DOUBLE DOCTORATE: 91 CR COMPLETED FOR 45 CR PHD
REQUIREMENT. THESIS: QUANTITATIVE ANALYTICS: RISK MANAGEMENT &
CONTROLS. (Concentrations: Information Systems, Control Systems, Quantitative Methods). PhD Thesis Chair Dennis Galletta. - PhD Thesis Committee: Professors (alphabetical): - Jacob
G. Birnberg, - William N. Dunn, - Chris F. Kemerer, - Laurie J. Kirsch PHD FELLOWSHIP
WITH TOP-10 FOUNDER OF MIS & IT STRATEGY PIONEER - University Professor
William R. King.

PhD Courses in Quantitative Methods, Carnegie Mellon University

PhD Courses in Quantitative Methods, Carnegie Mellon University, Full Scholarship.,
Statistical & Quantitative Modeling, Structural Equation Modeling, Quantitative
Survey Methods
1994 1995

Activities and Societies: Taught PhD Seminar Session on QUANTITATIVE SURVEY

METHODS.

Post-Doc Research: Presentations: Princeton Quant Trading Conference

Advanced Analytics & Machine Learning: Computer Science, Quant Finance,
Cybersecurity, Machine Learning, Bayesian Inference, Markov Chain Monte Carlo
Models
2009 2016

INVITED POST-DOC RESEARCH PRESENTATIONS, PRINCETON UNIVERSITY.

2016 & 2015 PRINCETON QUANT TRADING CONFERENCE:
- SPONSORS: PRINCETON UNIVERSITY, GOLDMAN SACHS.
EXECUTIVE EDUCATION
UC BERKELEY - MFE Courses
KELLOGG - PRMIA QRM
4 MS DEGREES (172 SEMESTER CREDITS): ADVANCED ANALYTICS
TOP-14 MS QUANT FINANCE, FORDHAM U
*MS NETWORK & COMPUTER SECURITY: COMPUTATIONAL FINANCE
INFORMATION ASSURANCE
NETWORK SECURITY PROTOCOLS
PEN TESTING-ETHICAL HACKING
WIRELESS-MOBILE NETWORKS SECURITY
CYBER-FINANCE-RISK INSURANCE ANALYTICS
*MS COMPUTER SCIENCE: ALGORITHMS, AI & QUANTITATIVE FINANCE
ALGORITHMS & COMPLEXITY
MACHINE LEARNING
ARTIFICIAL INTELLIGENCE & MODELING
AUTOMATA, COMPUTABILITY, FORMAL LANGUAGES
CRYPTOGRAPHY
C++ DESIGN PATTERNS
*MS ACCOUNTANCY: FINANCE & INVESTMENTS
ADVANCED FINANCIAL ACCOUNTING & AUDITING
ADVANCED FINANCIAL REPORTING & ANALYSIS
ADVANCED INCOME TAX
FUND ACCOUNTING
INVESTMENTS: OPTIONS-DERIVATIVES
* SUNY POLYTECHNIC INSTITUTE

Activities and Societies: ADVANCED ANALYTICS POST-DOC THESIS: QUANTITATIVE

FINANCE, COMPUTER SCIENCE, CYBERSECURITY, MACHINE LEARNING. Advisors:
- Top Hedge Fund & Portfolio Management-Quant Risk Analytics Leaders from Top Wall Street
Investment Banks with $1 Trillion AUM. - DoD National Cybersecurity Expert Leaders from the
US Air Force Research Lab. Received Admission Offers from - Top-10 PhD Economics - Top10 PhD Accounting.

MS Quantitative Finance, Fordham University, Midtown Manhattan, NYC

Master of Science (MS), Top-14 MS Finance (US News '12), Quantitative Finance &
Risk Modeling, Advanced Econometric Modeling, Derivatives, Stochastic Model,
3.7/4.0, 53 Cr
2011 2012

MS QUANTITATIVE FINANCE COURSES

FINANCIAL ECONOMETRICS I
FINANCIAL ECONOMETRICS II
MONTE CARLO SIMULATION APPLICATIONS
CREDIT RISK MANAGEMENT
MARKET RISK MANAGEMENT
INTEREST RATE DERIVATIVES
EQUITY PORTFOLIO MANAGEMENT
EQUITY STYLE DERIVATIVES
FIXED INCOME SECURITIES
FIXED INCOME PORTFOLIO MANAGEMENT
ADVANCED FINANCIAL MODELING
SAS LARGE-SCALE DATA MODELING
C++ FOR FINANCE
C++ FINANCIAL PROGRAMMING
APPLIED GLOBAL MACRO-ECONOMICS
APPLIED MICRO-ECONOMICS
FINANCE THEORY I
QUANTITATIVE FINANCE MATHEMATICS
GLOBAL FINANCIAL MARKETS
BASICS OF DERIVATIVES

 INTRO TO STOCHASTIC CALCULUS

MATLAB, C++, VBA, SAS TEAM PROJECT LEADERSHIPS:
ADVANCED FINANCIAL MODELING
SAS LARGE-SCALE DATA MODELING
FINANCIAL ECONOMETRICS
MONTE CARLO SIMULATIONS
CREDIT RISK MODELING
MARKET RISK MODELING
INTEREST RATE DERIVATIVES
EQUITY PORTFOLIO MANAGEMENT
EQUITY STYLE DERIVATIVES
FIXED INCOME SECURITIES
FIXED INCOME PORTFOLIO MANAGEMENT
Activities and Societies: MSQF EARNED WHILE LEADING TOP WALL STREET
INVESTMENT BANK PROJECTS.

MFE Executive Education, University of California Berkeley

MFE Executive Education: C++, Math, and, Statistics
2010 2011

C++ PROGRAMMING FOR FINANCIAL ENGINEERS COURSE

MATH FOUNDATIONS FOR FINANCIAL ENGINEERS COURSE
STATISTICS FOR FINANCIAL ENGINEERS COURSE

PRMIA QRM Executive Education, Kellogg School of Management

Kellogg School of Management/PRMIA Executive Education Program
2014 2014

RISK GOVERNANCE
FOUNDATIONS OF RISK MANAGEMENT
ASSETS AND PORTFOLIOS
OPTIONS AND SWAPS
FORWARDS AND FUTURES
ALTERNATIVE INVESTMENTS
CAPITAL STRUCTURE AND RISK MANAGEMENT
CRISIS MANAGEMENT AND NON-MARKET RISK MANAGEMENT
MARKET, CREDIT, OPERATIONAL & ENTERPRISE RISK

MS Network & Computer Security: Computational Finance, 1st

MS Network & Computer Security, GPA 3.97/4.0, 1st Rank, Outstanding Student
Award, Cybersecurity, Information Assurance, Cryptography, Computational
Finance, GPA 3.97, SUNY Outstanding Student Award
2013 2014

Certified: CERTIFIED ETHICAL HACKER (CEH), EC-Council.

EC-Council: CERTIFIED ETHICAL HACKER PROGRAM:
- PENETRATION TESTING & COUNTERMEASURES
- 2,000 HR.ETHICAL HACKING & PEN TESTING IN AUTHORIZED DARK-NETS.
NETWORK & COMPUTER SECURITY COURSES
BAYESIAN INFERENCE & MARKOV CHAIN MONTE CARLO MODELS
- Independent Study
INFORMATION ASSURANCE
NETWORK SECURITY PROTOCOLS
PEN TESTING-ETHICAL HACKING: METASPLOIT, NMAP, WIRESHARK
VoIP CALL CENTERS PEN TESTING-ETHICAL HACKING
NETWORK INTRUSION DETECTION & PREVENTION, INCIDENT RESPONSE
WIRELESS & MOBILE NETWORKS SECURITY

 THESIS: CYBER FINANCE & CYBER RISK INSURANCE ANALYTICS

PROJECTS & RESEARCH PAPERS:
BITCOIN CRYPTOGRAPHIC PROTOCOLS FOR E-CURRENCY & E-PAYMENTS
MARKOV CHAIN MONTE CARLO MODELS FOR MODEL RISK MANAGEMENT
GLOBAL BANKING-FINANCE NETWORKS PEN TESTING FRAMEWORKS
BANKING-FINANCE IDS-IPS SYSTEMS CASES-APPLICATIONS
MOBILE-WIFI SOCIAL NETWORK TRUST PROTOCOLS MODELS
QUANTUM COMPUTING & QUANTUM CRYPTOGRAPHY
Activities and Societies: UNIVERSITY'S OUTSTANDING STUDENT AWARD (MAY 09,
2015). 1ST RANK, MS NETWORK & COMPUTER SECURITY PROGRAM TOP
RANKED ETHICAL HACKER IN INSTITUTIONAL COMPETITIONS. THESIS: CYBER
FINANCE & CYBER RISK INSURANCE ANALYTICS, JAN, 2015. - Thesis Committee &
Advisors: - US Air Force Research Lab AFRL; NYS Cyber Research Institute NYS-CRI; SUNY.
MS-NCS Thesis Co-Chairs: Professors: John A. Marsh & Jorge Novillo, Thesis Committee
Members: Professors: John S. Bay, Kevin Kwiat, Zora Thomova

MS Computer Science: Algorithms, AI & Quantitative Finance

MS Computer Science, GPA 3.71/4.0, Algorithms, AI & Modeling, Machine Learning,
Data Science, Quantitative Finance, GPA 3.71/4.0
2012 2013

COMPUTER SCIENCE COURSES

ALGORITHMS & COMPLEXITY
ALGORITHMS: NETWORK, CROWDS, MARKET
MACHINE LEARNING
ARTIFICIAL INTELLIGENCE & MODELING: FUZZY SETS AND SYSTEMS
OPERATING SYSTEMS:
AUTOMATA, COMPUTABILITY, FORMAL LANGUAGES
CRYPTOGRAPHY & DATA SECURITY:
C++ DESIGN PATTERNS - INDEPENDENT STUDY
COMPUTER SCIENCE PROJECT - INDEPENDENT STUDY

COMPUTER SCIENCE PROJECTS

MODEL OF FINANCIAL MARKET AS A BAYESIAN LEARNER
JAVA NEURAL NETWORKS FOR AI & MACHINE LEARNING
ANFIS AI MODELING FOR 'CHAOTIC' ECONOMETRIC MODELING
C++ FINANCIAL DERIVATIVES & OPTIONS PRICING
C++11 MULTI-THREADING & CONCURRENCY FOR HFT HEDGE FUNDS
NUMBER FIELD SIEVE CRYPTANALYTIC ALGORITHMS
Activities and Societies: SAS INSTITUTE: CERTIFIED AS SAS BASE PROGRAMMER.
SAS INSTITUTE CERTIFICATES: ADVANCED SAS PROGRAMMING, SQL, MACROS.

MS Accountancy: Asset Valuations, Capital Markets, Derivatives, 1st

MS Accountancy: Finance & Investments, Accounting, Auditing, Advanced Financial
Accounting & Auditing: Asset Valuations, Capital Markets, Finance, Derivatives, MS
Accountancy, GPA 4.0/4.0, SUNY Perfect GPA Award
2009 2010

5,000 HR. ANALYSIS: GLOBAL FINANCIAL CRISIS & RISK MANAGEMENT

SELECTED MS COURSES
ADVANCED FINANCIAL ACCOUNTING
ADVANCED FINANCIAL AUDITING
ADVANCED FINANCIAL REPORTING & ANALYSIS
ADVANCED INCOME TAX RESEARCH
FUND ACCOUNTING
INVESTMENT STRATEGY: OPTIONS-DERIVATIVES
MULTINATIONAL ECONOMICS OF TECHNOLOGY
ACCOUNTING & FINANCE SEMINAR
SELECTED MS PROJECTS
INVESTMENT PORTFOLIO MANAGEMENT SIMULATION

(Team Partner with: Dr. Yu Lu, IBM Engineer, PhD Physics, Brown University)
FINANCIAL ACCOUNTING TRANSITION: GAAP TO IFRS
'MARK TO MARKET' & FAIR VALUE ACCOUNTING ANALYSIS
FINANCIAL CRISIS-INEFFICIENT MARKETS
RISK MANAGEMENT BEYOND EFFICIENT MARKETS
FINANCIAL CRISIS & MARKET VOLATILITY
CAPITAL MARKETS VALUATIONS: IPOs, BANKRUPTCIES, ETC.
FORENSIC ACCOUNTING & VALUE LINE/FINANCIALS ANALYSES:
- GOLDMAN SACHS, MORGAN STANLEY, BERKSHIRE HATHAWAY:
- M&A:BURLINGTON NORTHERN SANTA FE
BIG-4 AUDIT RISK ASSESSMENT: SUN'S ORACLE ACQUISITION
ACL ADVANCED AUDITING.
Activities and Societies: 5, 000 HR. ANALYSIS: GLOBAL FINANCIAL CRISIS & RISK
MANAGEMENT AICPA NEW YORK STATE CPA EDUCATION REQUIREMENT
COMPLETED. MS ACCOUNTANCY: UNIVERSITY'S PERFECT GPA AWARD: 1ST IN
BUSINESS SCHOOL.

MBA Economics, Advanced Statistics, Econometrics & Optimization, 1st

MBA, GPA 4.0/4.0, Phi Kappa Phi-Beta Gamma Sigma National Honors, Full
Scholarship, AACSB-Accredited, Advanced Statistical Modeling, Econometrics,
Optimization, 4.0/4.0, Phi Kappa Phi National Honors, Beta Gamma Sigma National
Honors
1991 1993

* 100% + for Unprecedented Excellence

HYPERMEDIA COMPUTING RESEARCH - INDEPENDENT STUDY**
(Precursor of World Wide Web)
OPTIMIZATION TECHNIQUES*
(Integer Linear Programming Challenge Competition - Solo Winner)
MANAGERIAL ACCOUNTING*
(Industry Research Analysis - Best Industry Analysis Ever)
LEGAL ENVIRONMENT OF BUSINESS
INTERNATIONAL MONETARY RELATIONS

 MANAGERIAL ECONOMICS
ADVANCED STATISTICAL MODELING
FINANCIAL MANAGEMENT: INVESTMENTS
BUSINESS FINANCE: CORPORATE FINANCE
INTERNATIONAL MANAGEMENT
ORGANIZATION THEORY
BUSINESS STRATEGY FORMULATION
MARKETING MANAGEMENT
STRATEGIC MARKETING
CERTIFICATIONS:
CCP/CDP - CERTIFIED COMPUTING PROFESSIONAL/DATA PROFESSIONAL,
ABA/AIB AMERICAN BANKERS ASSOCIATION/AMERICAN INSTITUTE OF
BANKING
- BANKING FINANCIAL STATEMENTS ANALYSIS 1st
- MARKETING FOR BANKERS 1st
- PRINCIPLES OF BANKING 1st
Activities and Societies: Enrolled as F/T Project Leader, Bank of America Merger Project - En
route: Hong Kong to Australia - As Global Financial Systems Engineer & Management
Consultant. Research Fellowship: - Hypermedia Computing (Precursor of WWW) - Dr. Ranel
E Erickson, Stanford OR PhD ex-Bell Labs - 'Grandfather of Las Vegas IT Revolution' - The Las
Vegas Review Journal. - Co-founder CTO of one of first Billion $ B2B Firms. Invited by Yale
SoM for MPPM (later, MBA) - Based upon GMAT scores via GMASS.

BE with Distinction, Delhi College of Engineering, University of Delhi

BE (Mechanical Engineering - Physics), Highest Honors with Distinction, Mechanical
Engineering (Physics), Engineering Design, First Class with Distinction - Highest
Honors
1980 1984

Elite "DCE": 'Mother institution' of IIT Delhi and other National Elite Schools.
MATHEMATICS I, II, III ME102, ME111, ME201

PHYSICS I, II, III ME103, ME112, ME202

MECHANICS ME203
KINEMATICS OF MACHINES ME212
DYNAMICS OF MACHINES ME303
FLUID MECHANICS ME304
FLUID SYSTEMS ME312
HEAT TRANSFER ME402
THERMAL ENGINEERING I, II ME210, ME314
STRENGTH OF MATERIALS I, II ME211, ME302
STATISTICAL QUALITY CONTROL ME412
INSTRUMENTATION ME301
INDUSTRIAL ENGINEERING ME404
PRODUCTION MANAGEMENT ME310
MANUFACTURING PROCESSES ME105
ENGINEERING MATERIALS ME113
METALLURGY ME305
ENGINEERING ECONOMICS & ACCOUNTING ME110
SCIENCE OF ENGINEERING MANUFACTURE I, II ME311, ME403
ENGINEERING SYSTEM DESIGN ME209
MACHINE DESIGN I, II ME313, ME317
ELECTRONICS ME214
ELECTRICAL TECHNOLOGY I ME213
COMPUTER PROGRAMMING ME318
REFRIGERATION & AIR CONDITIONING ME401
POWER PLANT PRACTICE ME410
Activities and Societies: PASSED WITH HIGHEST HONORS: FIRST CLASS WITH
DISTINCTION. SUMMER INTERNSHIPS: PROCESS ENGINEERING: GLOBAL
AUTOMOTIVE MULTINATIONAL - FORD - ESCORT TRACTORS LIMITED,
FARIDABAD. BIG-3 NATIONAL PRIVATE INDUSTRY GROUP - DCM-SHRIRAM
GROUP, DELHI.
NCERT National Science Talent Competition Finalist, India
https://www.linkedin.com/in/yogeshmalhotra

Eric Yeh
Senior Vice President

"I remember Eric from his most articulate presentation as a senior Wall Street investment bank
hedge fund manager and portfolio manager. He could deliver a perfectly balanced message on
both finance and technical aspects for a Quantitative Finance research seminar. Subsequently, I
came to know about his most keen commitment to developing and mentoring others in...more