Dunn worked for 25 years in the banking industry including 10 years as CEO and president of First Federal Bank of New Mexico. In 2008, he was an unsuccessful candidate for Congress in . He lost in the Republican primary to Edward R. Tinsley, who went on to lose the general election to
Harry Teague. Dunn was elected as
New Mexico commissioner of public lands in the 2014 election as the Republican nominee. In January 2018, he left the Republican Party and switched his voter registration to
Libertarian. He was replaced on the ballot by former New Mexico governor
Gary Johnson. In 2021, Dunn announced his candidacy for the
2021 New Mexico's 1st congressional district special election, running as an independent. He faced State Representative
Melanie Stansbury and State Senator
Mark Moores in the June 1 election. Dunn received less than 3% of the total vote. ==Personal life==