Senior Quantitative Analyst
Leonard Mills is a Senior Quantitative Analyst at KDOA. Mills has more than 30 years of experience in model development and validation. Prior to joining KDOA, he worked at the Federal Reserve, Fannie Mae, and Wells Fargo, as well as consulted for a variety of financial institutions. Mills has extensive experience with credit risk/CECL, ALM, mortgage analytics, and mortgage hedging validations, as well as stress testing framework validations, including familiarity with ADCO, MCT, QRM, and Moody’s analytics.
Asset Liability Management (ALM), CECL / IFRS 9, Credit and Prepayment Risk, Market Risk, Stress Testing, Derivatives Pricing
Ph.D. in economics from Tulane University
B.S. in mathematics from Hampden-Sydney College