Leo Mao, CFA, serves as Vice President and Portfolio Risk Manager at PIMCO since April 2018, focused on portfolio construction, optimization, and risk management in fixed income and commodities. Previously, Leo worked as a Summer Quantitative Analyst at Athene USA, where responsibilities included building a valuation model for Cliquet call options and enhancing market data calibration methodologies. Earlier experiences include positions at United Assets, Nielsen, and KPMG, each emphasizing quantitative analysis, financial modeling, and data analytics. Leo holds a Bachelor of Arts in Mathematics and Economics from New York University, a Bachelor of Science in Mathematics from UC San Diego, and a Master’s degree in Financial Engineering from UCLA Anderson School of Management.
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