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I currently work at Westpac as a Senior Modeller in the IFRS9 / Provisioning area.
I previously worked at NAB in credit risk modelling, ANZ in stress testing, and Monash University in the Department of Econometrics and Business Statistics. I remain a Senior Research Fellow in the Department undertaking an ARC grant focused on constructing prices indexes for the commercial real estate sector.
My main research interests are focused around Climate Risk, Real Estate and Housing Economics, Urban and Regional Studies, Index Numbers, Credit Risk Modelling and Insurance and Banking as it relates to housing and climate risk.
I have worked in a range of roles across academia, government and industry since completing my PhD in Economics from UNSW.
Contact Details:
E: danielmelser[at]gmail.com
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