David Zhang

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.

Before joining MSCI, Dr Zhang was Managing Director and head of Securitized Products modeling at Credit Suisse for more than a decade. At Credit Suisse he was 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. They also won the award for best paper by the American Real Estate Society for research on effectiveness of government mortgage programs

David serves on the boards of TCFA (The Chinese Finance Association), GCREC (Global Chinese Real Estate Congress), and NY PRMIA (Professional Risk Management International Association). He co-chairs the China Market Committee of SFIG (Structured Finance Industry Group). Dr Zhang has a Ph.D. from Princeton University.