Wyman S453
Research Areas
Financial mathematics
Term structure models
Fixed income derivatives
Quantitative portfolio strategies

David Audley is a senior lecturer and executive director of the master’s program in Financial Mathematics in the Department of Applied Mathematics and Statistics, and chair of Engineering for Professional’s Financial Mathematics program.

Before joining Johns Hopkins in 2007, he worked on Wall Street for 20 years at broker-dealers such as Bache Halsey Stuart Shields, Inc., and Merrill Lynch; at hedge funds such as Julian Robertson’s Tiger Funds and the Clinton Group; and at traditional asset managers, such as the Prudential. He also founded two companies: Watch Hill Investment Partners and Beacon Capital Markets.

Audley has experience in quantitative modeling of securities and markets, with a focus on term-structure models and relative value analysis.

He received his PhD in electrical engineering from Johns Hopkins University in 1972.