David Audley




David joined Ryan in 2008 in an advisory role for strategy and research and, in conjunction with his faculty position at Johns Hopkins, conducts research in fixed income strategy and portfolio management. These research results respond to the immediate needs of Ryan’s clients. Current research addresses LDI strategies, term structure modeling, and quantitative credit strategies.

David is on the faculty of Johns Hopkins University and is Executive Director of the graduate curriculum in Financial Mathematics

David has been Portfolio Manager, research analyst and technologist at a variety of firms. He spent 7 years at Prudential Securities in Financial Strategies and proprietary trading, five years at the Tiger hedge fund of Julian Robertson, and has had appointments at Merrill Lynch and the Clinton Group. From 2004 to 2006, he was Portfolio Manager at the Watch Hill mortgage derivatives fund. In 2003, David founded an electronic fixed income trading platform for MBS/ABS that continues in the market today.
Prior to coming to Wall Street, David spent 16 years in the regular Air Force in a variety of operational assignments and was on the faculty at the US Air Force Academy. Dr Audley is a graduate of the Air Force Test Pilot School and during Desert Storm was called back to active duty.



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