Team
David R. Audley, Ph.D.
Managing Director
David is on the faculty of Johns Hopkins University and is Executive Director of the graduate curriculum in Financial Mathematics.
Prior to joined Gamma Paradigm. David has been the Research Strategist for Ryan Labs Asset Management, in conjunction with his faculty position at Johns Hopkins, conducting research in fixed income strategy and portfolio management.
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.
Peter C.L. Lin, Ph.D.
Managing Director
Peter is on the faculty of Johns Hopkins University for the Financial Mathematics program.
Prior joining Johns Hopkins, Peter served as Industry Professor of Financial Engineering in the School of Business at Stevens Institute of Technology. Peter has multiple years of portfolio modeling experience at Ryan Labs Asset Management, Deutsche Bank, and Industrial Bank of Taiwan.
Peter received his BS in Computer Science from National Taiwan University, MS of Computer Science from Columbia University, and Ph.D. of Applied Mathematics & Statistics from Johns Hopkins University (Focus on Financial Mathematics).
Pere is an expert in financial analytics, quantitative portfolio management, and term-structure models. His work was awarded the second runner-up at 2010 Morgan Stanley Annual Prize for Excellence in Financial Markets.
Peter also formed a sister entry, Gamma Paradigm Research, in Taiwan for FinTech research.
Petty Chen
Assistant VP
Yu-Cen Lin
Assistant VP