MSCI has appointed David Zhang has head of securitised products research, a newly created role.
Zhang, who previously headed modelling of securitised products at Credit Suisse, will oversee MSCI’s development of models that help traders, portfolio managers and other institutional investors analyse risk and return for securitised products.
“David Zhang is among the top fixed income modellers in the financial industry,” says Remy Briand, MSCI’s global head of research. “We are thrilled to welcome him to MSCI.”
In 11 years at Credit Suisse, Zhang designed models for measuring risk to mortgages from factors such as prepayment, volatility, home price appreciation and credit risk transfer. He also helped develop analytics used by financial institutions worldwide for assessing capital at risk, pre-provision net revenue, risk-based profit and loss, value-at-risk and other measures of risk.
At MSCI, Zhang joins a team of 40 researchers and specialists that has decades of experience in fixed income. Recent additions include Misha Shefter, who previously headed analytics modelling at Barclays Portfolio & Index Analysis Tools (POINT), and, in technology, Nooshin Komaee, who previously headed analytics for JPMorgan’s BondStudio.
“We continue to strengthen our fixed income analytics as institutional investors are turning increasingly to MSCI to model the most complex fixed income instruments and pursue their strategies,” says Peter Zangari (pictured), MSCI’s head of analytics. “David’s modelling abilities reinforce and extend those capabilities.”
Before joining Credit Suisse, Zhang served for seven years as senior research director for rates and mortgage-backed security modelling at Freddie Mac. He holds leadership positions in such industry organisations as the Professional Risk Management International Association and the Global Chinese Real Estate Congress.
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