{"id":1208,"date":"2021-06-08T11:54:41","date_gmt":"2021-06-08T15:54:41","guid":{"rendered":"https:\/\/engineering.jhu.edu\/ams\/faculty\/david-audley\/"},"modified":"2026-07-01T11:56:32","modified_gmt":"2026-07-01T15:56:32","slug":"david-audley","status":"publish","type":"people","link":"https:\/\/engineering.jhu.edu\/ams\/faculty\/david-audley\/","title":{"rendered":"David Audley"},"content":{"rendered":"<p>David Audley is a professor of the practice and executive director of the master\u2019s program in Financial Mathematics in the Department of Applied Mathematics and Statistics, and chair of Engineering for Professional\u2019s Financial Mathematics program.<\/p>\n<p>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\u2019s 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.<\/p>\n<p>Audley has experience in quantitative modeling of securities and markets, with a focus on term-structure models and relative value analysis.<\/p>\n<p>He received his PhD in electrical engineering from Johns Hopkins University in 1972.<\/p>\n<p>&nbsp;<\/p>\n<p>&nbsp;<\/p>\n<p>&nbsp;<\/p>\n","protected":false},"template":"","class_list":["post-1208","people","type-people","status-publish","hentry"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v28.0 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>David Audley | Department of Applied Mathematics and Statistics<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/engineering.jhu.edu\/faculty\/david-audley\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta 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