Dawei Li

Dawei Li is a seasoned financial risk management professional with extensive experience in mortgage-backed securities (MBS), credit modeling, and risk management. Currently serving as a Financial Risk Management Officer at the Federal Home Loan Bank of New York, Dawei specializes in MBS, whole loan, and CMBS prepayment and credit modeling. Previous roles include Capital Market Modeler at Ditech Financial LLC, where responsibilities encompassed prepayment and default modeling, and VP of Market Risk at Hudson City Savings Bank, focusing on risk and valuation model validation. With a strong foundation established through positions at RBC Capital Markets, Credit Suisse, and Highland Financial Holdings, Dawei has cultivated expertise in structured product valuation and market risk management. Dawei holds a Master of Accounting in Quantitative Finance from the University of Waterloo and a Ph.D. in Physics from the University of Manitoba.