Profile

David Zhang
President
TCFA

David Zhang is a Managing Director and Head of Securitized Products Research at MSCI. His team is responsible for developing models and analytics to support investment analysis, risk management, and regulatory compliance. Since joining MSCI in December 2016, his group has developed new models for interest rate and mortgage rate, agency MBS prepayment, mortgage credit, ABS, CLO and Chinese ABS. They have also pioneered and published several big data and artificial intelligence researches.
Before joining MSCI, Dr Zhang was Managing Director and head of Securitized Products modeling at Credit Suisse for twelve years, responsible for supporting risk, regulatory and client analytics as well as sales/trading quantitative strategies. Dr Zhang’s group developed one of the most widely used MBS models by fixed income institutional investors. Their work was consistently awarded top ranking by various industry and client surveys, including Institutional Investor All-America Research Team ranking in Agency prepayment.
David is the president and board director of TCFA (The Chinese Finance Association). He also serves on board of GCREC (Global Chinese Real Estate Congress), and NY PRMIA (Professional Risk Management International Association). He co-chairs the China Market Committee of SFA (Structured Finance Industry Group). He has published widely in academic and industry journals. Dr Zhang has a Ph.D. from Princeton University.
 
 


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