Joy Zhang is currently an Executive Director and head of Non-Agency Securitization Research at MSCI. Her group is responsible for research in non-agency securitization including MBS, ABS, CLO and development of securitized products factors. She has applied machine learning and big data analysis in securitized products modelling and published the results in The Journal of Structured Finance.
 
Previously, Joy was a Director at Credit Suisse, responsible for mortgage collateral and regulatory modelling for securitized products trading.  Her team was ranked by Institutional Investor as All-American Research Team for Prepayments Strategy.  Prior to Credit Suisse, she worked as a senior developer at Goldman Sachs responsible for developing a firm-wide risk management system.
Joy Zhang is the co-head of Women’s Leadership Forum of MSCI, New York Chapter. She is also a member of the steering committee of PRMIA New York Chapter.
Joy has an M.S. in Computational Finance from the Carnegie Mellon University, a Ph.D. in Chemistry from University of Kansas and a B.S. in Chemistry from University of Science and Technology of China