A witness said it was a gruesome sight.
"I can tell you it was multi-angular. It looked like staircases from David Bowie's movie Labyrinth. It was a weird accident."
Constable Charles Kim said the driver claimed he had parked the van, which belonged to audiovisual company ProVision Technologies, and walked towards an Albert St address.
He realised something was wrong when he heard a bang and screaming.
The women lay in the glass from the van's shattered back window as ambulance staff treated them.
Mr Kim said police investigations would include looking at CCTV footage from the intersection.
He said the vehicle had been seized so tests could be carried out, especially on the handbrake.
ProVision Technologies managing director Tony Crump said his staff member was in shock.
"He's very, very upset. We're just really waiting to see what we can do to do the right thing."