David is an Associate Research Professor of Mathematics at Duke University, with a secondary appointment in the Department of Statistical Science. He serves as the lead faculty for the Quantitative Finance Concentration (QFC) in Duke’s Master in Interdisciplinary Data Science (MIDS) program. In this role, Prof. Ye leverages over 25 years of finance industry experience to develop new curricula, refine existing courses, and advance teaching and research that integrate data science and quantitative modeling with financial applications, while forging partnerships between Duke and the financial industry to enhance students’ educational experiences.
Prof. Ye earned his Ph.D. in Mathematics from Duke in 1991 and spent the next 25 years in the financial services sector, holding senior executive positions at major global institutions. His roles included serving as Chief Risk Officer for Nomura Americas and for State Street Global Markets, among other leadership positions in banking, insurance, and financial market infrastructure. He returned to Duke in 2021 after this distinguished industry career, initially as an Executive in Residence, and found great satisfaction in teaching and mentoring students.
Since then, he has developed and taught several core courses in Duke’s quantitative finance curriculum. These include Algorithmic Trading (Math 585), Risk Management & Derivatives (Math/IDS 583), AI in Finance (IDS 599), and Fundamentals of Finance Business Models (Math/IDS 789). Through these courses and his mentorship, Prof. Ye helps bridge theory and practice, preparing students for successful careers in quantitative finance.