As a member of the Behavioral Modeling team at Andrew Davidson & Co. (AD&Co), Joni Baker has been researching the potential of credit bureau data to improve the predictive capabilities of mortgage prepayment and credit models beyond what is captured by borrower credit scores. Her projects also include the extension of AD&Co’s Loan Dynamics Model (LDM) to incorporate the behavioral elements of AD&Co’s Climate Impact Suite and other enhancements of LDM, such as new tuning capabilities.
In a previous job at State Auto, Baker developed predictive models, processes, and tools to support pricing decisions in the insurance industry. She also consulted for the U.S. Defense industry at Daniel H. Wagner Associates for many years. During that time, she developed advanced algorithms for applications such as anti-mine warfare and missile defense. She holds a PhD in Mathematics from the University of Wisconsin-Madison, with a minor in computer science.