Dave was once a member of the local St. Louis police squad. He was kicked off the force when they found out he was dead -- a vampire. He opened up a bar in The District (known for its vampire-owned businesses), called Dead Dave's.
Dave still likes to help the police but will never admit to doing so since most of the squad has mixed matched feelings about his new lifestyle. So he gives local animator and vampire slayer, Anita Blake, info that might help the cops catch the bad guys. Anita pays Dave very well for his tips too.