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Lei Mao, FRM, is an accomplished Sr. Quantitative Analyst Lead with expertise in asset valuation and risk modeling at Lincoln Financial. Previously, as a Lead Quantitative Analyst at Citi, Lei managed the Technology Implementation Program for Wholesale Credit Model Enhancements and spearheaded cross-functional efforts in testing production models. At Genworth, Lei developed and calibrated mortgage performance and economic models while applying machine learning techniques to enhance risk assessment processes. Educational qualifications include a Postgraduate Diploma in Machine Learning and Artificial Intelligence, as well as master's degrees in Operations Research and Financial Mathematics from North Carolina State University, complemented by a bachelor's degree in Mathematics and Applied Mathematics from Anhui University.