{"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":"2022-07-07T14:02:25","modified_gmt":"2022-07-07T18:02:25","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 senior lecturer 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 v27.7 - 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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