David Wang

David Wang is a seasoned quantitative analyst currently specializing in counterparty credit risk at Westpac, overseeing the calculation of Default Risk Capital and CVA Capital. Previously, David was a Senior Quantitative Analyst at National Australia Bank, where responsibilities included pricing model validation and implementing market risk standards. David began a career in quantitative analysis after completing a PhD in Speaker Diarization at Queensland University of Technology, where research focused on machine learning and statistical modeling. Additional experience includes developing business simulation systems and co-managing a tutoring school. David also contributed to various research initiatives at CSIRO and was an active participant in multiple peer-reviewed publications.