SOC 2 Type II Certified
NMSDC Certified MBE
We validate, develop, and govern quantitative models for financial institutions and regulators across four continents. From BSA/AML to fair lending, credit to market risk — our team brings the rigor your models demand.
SOC 2 Type II Certified
NMSDC Certified MBE
From initial development through ongoing governance, we bring deep quantitative expertise to every stage of the model lifecycle.
Independent validation across all financial model types — BSA/AML, fraud, credit, market, CECL, and compliance — aligned with SR 11-7 and OCC guidance. Plus audit-ready governance frameworks scaled to your institution.
Learn more →Custom model development with implementation support and ongoing monitoring programs. We build models that generate accurate results and stand up to regulatory scrutiny from day one.
Learn more →Peer-reviewed methodology that solves the omitted variable problem in standard fair lending regression. External benchmarking with E-value sensitivity analysis across mortgage, auto, HELOC, and credit card products.
Learn more →Large-scale data analysis for customer demographics, retention strategies, and forecasting. We leverage advanced AI/ML algorithms and statistical modeling to uncover patterns and predict outcomes with precision.
Learn more →Independent validation of AI/ML models with bias testing, explainability assessment, and governance frameworks built for the evolving regulatory landscape — from credit decisioning and fraud detection to LLMs and generative AI.
Learn more →Model IQ is designed by model risk managers, for model risk managers. It provides a comprehensive platform to manage the entire model risk lifecycle — from registration and validation to board reporting and compliance — all in accordance with regulatory requirements and industry best practices.
Built on secure cloud infrastructure with tiered technical support and regular compliance audits.
Explore Model IQ →Our team holds advanced degrees from institutions including UCLA, Sorbonne, MIT, Wharton, and Tulane. We don't outsource the hard math — it's who we are.
Experience across four continents and multiple regulatory jurisdictions. We understand the nuances of model risk from the Fed to the EBA and beyond.
We develop governance frameworks fit for your institution's size and scope — not one-size-fits-all templates. Rational frameworks, not regulatory theater.
Our team has worked with financial institutions and regulators across four continents, with advanced degrees in quantitative and scientific disciplines.
KDOA provides model risk management, quantitative analysis, and financial technology services to federal, state, and local government agencies. NMSDC Certified MBE with SOC 2 Type II certification.
How small and medium-sized firms can establish effective MRM processes without enterprise infrastructure.
Mortgage Rate Volatility and Prepayment Model RiskFactors driving mortgage interest rate volatility and implications for prepayment modeling.
Model Risk Framework for Small & Medium BanksPractical guidance for institutions building MRM programs aligned with SR 11-7.
Identifying Bias in Machine Learning AlgorithmsHow ML models used in automated decision-making systems can harbor and perpetuate bias.
How Small Banks May Avoid BSA/AML Validation SetbacksGuidance on meeting Bank Secrecy Act and Anti-Money Laundering validation requirements.
Philadelphia Then and Now: Disparities in Mortgage LendingExamining racial disparities in mortgage lending and their persistence over time.
Whether you need a single validation or a complete MRM framework, our team is ready to help.