Leo is a Senior Analyst at Angel Oak Consulting Group, LLC, serving the investment, risk management, and capital markets needs of financial institutions. He develops and analyzes financial valuation and risk models used by Angel Oak as well as financial institution clients. Leo also focuses on structured products research and portfolio and risk analytics. He developed Angel Oak’s proprietary Non-Agency RMBS Default and Prepayment Model and Collateralized Debt Obligation (CDO) Structuring Model.
Leo was previously a research fellow at Duke Center for International Development with expertise in modeling and statistical analysis. He has extensive experience in analyzing China’s regional non-performing loan market in the mid-2000s in the role of both a portfolio manager as well as a merger and acquisition analyst.
Leo is a Professional Risk Manager (PRM) candidate with a target completion date of 2016. He earned his MA in Economics from Duke University, a MS in Mathematical Risk Management and a Master of Actuarial Science from Georgia State University.