Dai D
Senior Manager Model Validation Data Science Lead
Melbourne, Victoria, Australia
Summary
👤
Senior🎓
Top SchoolDai 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.
13 years of coding experience
7 years of employment as a software developer
The University of SydneyUNSW Sydney
Chinese, Chinese, English
Stackoverflow
15,319reputation
1.9mreached
117answers
265questions
r
top-5%
dataframe
top-5%
Github Skills (15)
algorithm10
data-structures10
algorithms10
statistics10
statistical-models10
data-structure10
julia10
r9
dataframe9
windows6
permission6
python6
filepermissions6
sorting6
package6
Programming languages (18)
Github contributions (5)
JuliaStats/StatsBase.jl
Dec 2017 - Sep 2019
Basic statistics for Julia
Role in this project:
Back-end Developer
Back-end DeveloperContributions: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.
juliastatisticssummarizationstatistical-models
xiaodaigh/Diban.jl
May 2020 - Aug 2020
Contributions:30 commits, 25 pushes, 1 branch in 3 months
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