David Y. Ye, Associate Research Professor

Academic Background

• Academic Background

  • 2022 - Current: Associate Research Professor of MIDS and Math at Duke
  • 1991-1996: Held postdoctoral and assistant professorship positions at Texas A&M University, Purdue University, SUNY-Stony Brook, and University of Texas
  • 1986-1990: James B. Duke Fellow, Duke University
  • 1991 - PhD in Math, Duke University  
  • 1985 - BS in Math, Fudan University, Shanghai, China

  Industry Experiences

  • 2021-2022: Chief Risk Officer of Options Clearing Corporation
  • 2018-2020: Chief Risk Officer of Guardian Life Insurance Co.
  • 2010-2017: Chief Risk Officer of Global Markets, State Street Co.
  • 2005-2010: Chief Risk Officer of Americas, Nomura Holding Inc.
  • 1996-2004: SVP, Treasury and Market Risk, PNC Financial Services Inc.

   

  David is currently a faculty member of Data Science and Math Department at Duke University. His teaching and research interests have been focusing on the applications of Data Science and other analytical methods to Finance business and risk management. He is the lead faculty for Quantitative Finance Concentration. In that capacity, he actively cultivates partnerships between Duke University and the Finance industry to enhance the educational experiences and career paths for Math, MIDS and other Duke students. He has created and is teaching two quantitative finance courses.

  • Math 585 – Algorithmic Trading, Financial Data and Modeling
  • Math/IDS 789 – Fundamental of Finance Business Model

  Previously, David had over 25+ years of industry experience in Financial Services in the US. He had worked for a wide range of financial firms including commercial bank, investment bank, custodian/trust bank, insurance company and central clearing corporation. David has deep experiences in building and leading risk management organizations as the Chief Risk Offices for a few global companies including Nomura Americas and State Street Global Markets. In those capacities, he was responsible for all aspects of risk management strategies and executions. He also has extensive experience in working with CEO, board of directors as well as global regulators.

Office Location:
Email Address:

Teaching (Fall 2025):

• IDS 583.01, DERIVATIVES & RISK MANAGEMENT Synopsis

  Gross Hall 270, F 01:25 PM-03:55 PM

  (also cross-listed as MATH 583.01)

• MATH 585.01, INTRO TO ALGORITHMIC TRADING Synopsis

  Gross Hall 270, MW 01:25 PM-02:40 PM

• MATH 789.01, FUND FINANCE BUSINESS MODELS Synopsis

  Gross Hall 270, W 10:05 AM-11:20 AM

  (also cross-listed as IDS 789.01)

Education:

Ph.D.

Duke University

1991

Recent Publications

1. Ye, Y-G, A note on complex projective threefolds admitting holomorphic contact structures, Inventiones Mathematicae, vol. 115 no. 1 (December, 1994), pp. 311-314, Springer Science and Business Media LLC [doi]
2. YE, Y-G, ON FANO MANIFOLDS WITH NORMAL PROJECTIVE CONNECTIONS, International Journal of Mathematics, vol. 05 no. 02 (April, 1994), pp. 265-271, World Scientific Pub Co Pte Lt [doi]  [abs]
3. YE, Y-G, EXTREMAL RAYS AND NULL GEODESICS ON A COMPLEX CONFORMAL MANIFOLD, International Journal of Mathematics, vol. 05 no. 01 (February, 1994), pp. 141-168, World Scientific Pub Co Pte Lt [doi]  [abs]
4. Ye, Y-G, Lagrangian subvarieties of the moduli space of stable vector bundles on a regular algebraic surface withp g >0, Mathematische Annalen, vol. 295 no. 1 (January, 1993), pp. 411-425, Springer Science and Business Media LLC [doi]
5. Ye, YG; Zhang, Q, On ample vector bundles whose adjunction bundles are not numerically effective, Duke Mathematical Journal, vol. 60 no. 3 (January, 1990), pp. 671-687 [doi]