Summary
Overview
Work History
Education
Skills
Certification
References
Timeline
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David Yao, CFA

Chatswood,NSW

Summary

CFA Charterholder with proven expertise in Basel III capital, liquidity and exposure management, delivering regulatory reporting and insights to support capital planning and APRA compliance. Currently enhancing this professional foundation through a Master in Computer Science at UNSW, strengthening technical capabilities to drive efficiency and support data-driven financial decision-making.

Overview

6
6
years of professional experience
1
1
Certification

Work History

Manager

Macquarie Group
03.2021 - Current
  • Coordinated Basel III capital reporting across RWA, EAD, CVA, and broader exposure metrics, engaging with business units from Asset Management, Commodities and Global Markets, and Banking and Financial Services to ensure accuracy, APRA compliance, and effective capital adequacy monitoring.
  • Analyzed capital movements and explained key drivers, providing business insights to support capital planning and balance sheet optimisation.
  • Applied collateral and margining methodologies under an IRB framework to assess intra-group exposures, mitigating contagion risk to MBL and enhancing exposure management.
  • Supported automation of LCR and the Deposit Fire Drill Reporting for BFS products, reducing manual adjustments, improving data accuracy, and enabling daily (T+1) regulatory compliance.

Senior Accountant

KPMG
03.2019 - 03.2021
  • Performed external audits for banking and financial services clients, with a focus on loan portfolios, derivative positions, and compliance with IFRS and prudential disclosure requirements.
  • Assessed internal controls over financial reporting and treasury-related processes to ensure compliance with IFRS and regulatory expectations.
  • Reviewed valuation methodologies for financial instruments and assessed credit risk treatment under accounting standards.
  • Collaborated with client finance teams and senior management to deliver audit findings and ensure transparent financial disclosures.

Education

Master of Science - Chemical Engineering and Biomolecular

University of Sydney
Sydney, NSW
07-2018

Master of Science - Computer Science (Part-time)

University of New South Wales
Sydney, NSW

Skills

  • Financial & Risk Frameworks: Basel III, Liquidity management, Counterparty risk & collateral management
  • Financial Markets Knowledge: FX and Interest Rate derivatives, pricing concepts
  • Programming & Automation: Python, SQL, Alteryx
  • Data Visualization & Reporting: Power BI

Certification

  • CFA
  • Alteryx Designer Core Certification
  • Microsoft Certified: Power BI Data Analyst Associate

References

References available upon request.

Timeline

Manager

Macquarie Group
03.2021 - Current

Senior Accountant

KPMG
03.2019 - 03.2021

Master of Science - Chemical Engineering and Biomolecular

University of Sydney

Master of Science - Computer Science (Part-time)

University of New South Wales

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David Yao, CFA