Dai D

Senior Manager Model Validation Data Science Lead

Melbourne, Victoria, Australia
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Summary

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Senior
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Dai D is a Senior Manager and Model Validation/Data Science Lead based in Melbourne with 12 years of experience building and validating credit risk and IFRS9 models across major banks and financial institutions. He blends quantitative rigor from a Master of Statistics and advanced mathematics background with hands-on leadership at ANZ, Macquarie, Westpac and Commonwealth Bank, delivering stress testing, LRPD and Basel-compliant solutions. A practical coder and open-source contributor, he has improved core statistical routines in Julia's StatsBase and is a Julia enthusiast who also created the popular medium-data R tool diskframe. Known for turning complex regulatory requirements into auditable, performant models, he equally focuses on performance optimization and robustness in production code.
code12 years of coding experience
job7 years of employment as a software developer
bookThe University of Sydney
bookUNSW Sydney
languagesChinese, Chinese, English
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Github Skills (15)

algorithm10
data-structures10
statistics10
algorithms10
statistical-models10
data-structure10
julia10
r9
dataframe9
windows6
permission6
python6
filepermissions6
sorting6
package6

Programming languages (18)

JavaC++CSSCGoHTMLJupyter NotebookCuda

Github contributions (5)

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JuliaStats/StatsBase.jl

Dec 2017 - Sep 2019

Basic statistics for Julia
Role in this project:
userBack-end Developer
Contributions:5 commits, 6 PRs, 47 comments in 1 year 9 months
Contributions summary:Dai primarily focused on optimizing and extending the functionality of statistical computations within the Julia-based project. Their work involved improving the `countmap` function, leveraging the `SortingAlgorithms.jl` package for performance gains. They also fixed bugs related to the radix sort implementation and extended the `rle` function to handle `Union{Missing, T}` types, contributing to a more robust library. Moreover, they implemented performance improvements for small bit types within the countmap function and ensured correct functionality across various data types.
summarizationstatisticsstatistical-modelsjulia
xiaodaigh/SortingLab.jl

Jan 2018 - Sep 2021

Faster sorting algorithms (sort and sortperm) for Julia
Contributions:7 releases, 81 commits, 12 PRs in 3 years 8 months
sort-algorithmssortingfasterjuliasorting-algorithms
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Dai D - Senior Manager Model Validation Data Science Lead