David Feldman was born in Rio de Janeiro on December 29, 1977, into a household of classical and early-music professionals. His mother is the viola da gamba player and conductor Myrna Herzog, who founded and has directed the early-music group Ensemble PHOENIX since 1998 and emigrated to Israel in 1992; his father is Eliahu Feldman. That parentage accounts for both his dual Brazilian-Israeli citizenship and the one credit in his catalogue that sits outside jazz entirely: he wrote the arrangements for Ensemble PHOENIX's 2003 program Wind and Sea, built on music by Villa-Lobos and Dorival Caymmi. He started formal piano lessons at four and studied with Ileana Carneiro, Sheila Zagury, and Luiz Eça, the Tamba Trio pianist whose harmonic language sits close to the center of Brazilian jazz piano.

In 2000 Feldman moved to New York and enrolled at The New School for Jazz and Contemporary Music, graduating in 2002. During and after those two years he worked with Slide Hampton and Claudio Roditi, was invited to sit in with the Charles Mingus Big Band, and played in Duduka Da Fonseca's NY Samba Jazz Group alongside Anat Cohen. He also worked with Matt Garrison and Eli Degibri in that period. In 2004 he reached the semi-finals of the Solo Piano Competition at the Montreux Jazz Festival.

He then did the thing that has shaped his career more than any other decision: he went home. Back in Rio he became a first-call pianist across the MPB and instrumental scenes, working with singers Leny Andrade and Leila Pinheiro and playing duo with two elders of Brazilian reed playing, Paulo Moura and Leo Gandelman. He produced Gandelman's 2008 album Sabe Você. Dan Bilawsky's 2017 All About Jazz review of Horizonte put the trade-off plainly, writing that Feldman's choice to stay in Rio de Janeiro has kept him "slightly off the radar."

Feldman's own leader catalogue began in 2009 with O Som do Beco Das Garrafas (EMI 698718-2), a bossa nova and samba-jazz program named for the short Copacabana alley off Rua Duvivier whose tiny clubs incubated both idioms around 1960. Luiz Orlando Carneiro reviewed it warmly in Jornal do Brasil that July. A solo record, Piano (self-released, DF 001), followed on July 20, 2014, recorded and mixed by Feldman himself with liner notes by Roberto Menescal; several Brazilian critics placed it among the year's best releases. Horizonte arrived September 23, 2016, a trio date with André Vasconcellos on bass and Márcio Bahia on drums, seven Feldman originals plus three from the Brazilian songbook, with Toninho Horta guesting on nylon-string guitar and voice and Raul de Souza on trombone. Its liner notes carry endorsements from Ivan Lins, Carlinhos Brown, and Rosa Passos. Mauro Ferreira wrote in G1 that the album confirms the carioca pianist as one of the major talents in current Brazilian instrumental music. A live sequel, Horizonte (Ao Vivo no Blue Note Rio), came out April 21, 2018.

The most durable band of his career is the Duduka Da Fonseca Trio, formed in 2009 with Da Fonseca on drums, Feldman on piano, and Guto Wirtti on bass, an unchanged personnel across sixteen years. It has made five albums: Plays Toninho Horta (Zoho ZM 201115, 2011), New Samba Jazz Directions (Zoho ZM201310, 2013), Jive Samba (Zoho ZM201502, 2015), Plays Dom Salvador (Sunnyside SSC 1507, April 13, 2018), a program of eleven Dom Salvador compositions with Jaques Morelenbaum guesting on cello on "Para Elis," and Rio Fantasia, cut in Rio de Janeiro on January 13, 2024 and released February 14, 2025. DownBeat gave the Dom Salvador record four stars in its June 2018 issue, where J.D. Considine credited Feldman with fleshing out the harmony in Salvador's writing without underplaying its rhythmic content.

Alongside that, Feldman played piano on and co-produced Scott Feiner & Pandeiro Jazz's Dois Mundos (Biscoito Fino BF 851, 2008), recorded in Rio with Jessé Sadoc on trumpet, Marcelo Martins on saxophone, and Alberto Continentino on bass. He also works as a recording and mixing engineer, a second trade visible on records by Gastão Villeroy, Diogo Monzo, and the American saxophonist Najee. He has appeared at the Festival Internacional de Jazz de Punta del Este more than four times, including a 2014 set with Paquito D'Rivera as guest and a January 2020 appearance backing singers Joy Brown and Lucy Yeghiazaryan in a tribute to Ella Fitzgerald and Billie Holiday.

Feldman is a samba-jazz pianist in the direct line from Luiz Eça and Dom Salvador rather than an American post-bop player who happens to use Brazilian rhythms, and the distinction shows in how he treats time: he tends to let the underlying samba pulse thin out or drop away entirely for stretches, on the shared premise he and Duduka Da Fonseca have described, that Brazil's steady heartbeat rhythm need not overstay its welcome in Brazilian jazz. His touch is closer to the chamber tradition his family came out of than to percussive hard bop, and his solo record Piano is openly indebted to Chopin as much as to Antonio Carlos Jobim. Bilawsky gave Horizonte four and a half stars out of five in All About Jazz, singling out playing that is "alternately ruminative and animated" and arguing that Feldman's writing, not his soloing, is the album's center of gravity. He is also a working producer and engineer, which is unusual among Rio jazz pianists and puts him on both sides of the glass on several of the records he plays on.