Brymn led orchestras at two leading New York City nightclubs, Ziegfeld's Roof Garden and Reisenweber's Jardin de Dance, and made a series of recordings for OKeh Records, including "Daddy Won’t You Please Come Home," "Don’t Tell Your Monkey Man," and "Siren of the Southern Sea." Later, in the 1920s, he became the musical director at James Reese Europe's Clef Club in Harlem, and for the Broadway theatre show Liza.
Brymn conducted orchestras at Ziegfeld's Roof Garden and Reisenweber's Jardin de Dance in New York City nightclubs. He also recorded songs like "Daddy Won’t You Please Come Home," "Don’t Tell Your Monkey Man," and "Siren of the Southern Sea" for OKeh Records. In the 1920s, he became the musical director at James Reese Europe’s Clef Club in Harlem and worked on Broadway shows.