David Zhang is currently a Managing Director and head of Securitization Research at MSCI. His group

is responsible for securitized products research, modeling, and analytics that support MSCI’s clients in

investment, risk and portfolio management, regulatory requirement, and indices. MSCI’s 7000 clients

across 85 countries include pension funds, sovereign wealth funds, mutual funds, hedge funds, wealth

management firms, banks and insurance companies. We serve the 99 of the 100 largest financial firms.

Before joining MSCI, David worked at Credit Suisse investment bank for 12 years, as a Managing

Director and head of Securitized Products Quantitative Research. His group was responsible for

securitized products modeling and analytics for trading strategies, capital and risk analysis, regulatory

requirement, and client analytics. His group has been consistently top ranked by various industry and

client surveys, including Institutional Investor All American Research team, and Greenwich Associate

Survey. The mortgage models on the online platform Locus were one of the most used analytics system

in the industry.

David worked in Freddie Mac, CIBC Oppenheimer, and University of Chicago after his PhD from

Princeton. He serves as director for PRMIA (Professional Risk Management International Association)

NY chapter, as well as for GCREC (Global Chinese Real Estate Congress). He has published widely in

academic and industry journals.