Len Mills is a Subject Matter Expert in Econometric Modeling and Model Risk Management. Len was most recently with Wells Fargo as Senior Vice President of Model Risk Management where he was responsible for establishing the Model Governance framework, interfacing with the regulators and responsible for a range of model validations covering market risk, economic capital, counterparty risk, operational risk, residential mortgage, commercial real estate, Basel, CCAR/DFAST, stress testing, wealth advisory and A/L management.
Prior to Wells Fargo, Len held several quantitative positions at Fannie Mae including Vice President of Portfolio Analytics and Research where he was responsible for all research, development and implementation of all relative value and portfolio risk analytics, portfolio market risk, asset-liability management, servicer and counterparty risk, hedging and credit pricing/surveillance. Len has also held positions as Chief Risk Officer for a mortgage REIT and as a Director of CRE Debt Research and Risk Management. Earlier in his career, Len was a Senior Economist for the Federal Reserve Bank of Philadelphia where he provided macroeconomic forecasts and policy analysis for senior management including the Bank President and Board of Directors for monetary policy decision-making.
Len holds a PhD in Econometrics and a BS in Mathematics. Len is designated CFA (Chartered Financial Analyst) and CQF (Certificate in Quantitative Finance) and has held Adjunct Faculty positions at University of Pennsylvania, University of Maryland, Johns Hopkins University and George Washington University.
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