Fixed Income Analytical Solutions
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WHAT OUR CLIENTS SAY

 “PolyPaths has excellent support and follow through. It’s something that really differentiates them from their competition.”

Jim Zaikoski
Market Risk Officer
Federal Home Loan Bank of Seattle

About PolyPaths


About PolyPaths

PolyPaths was founded in 1996 to create a versatile, easy-to-use, fixed income analytics solution with uncompromising analytical rigor.  Today, the company is the market leader in advanced solutions for fixed income analytics.  Its platform leverages its founders’ vast experience in high volume, sell-side systems and combines the modeling rigor and user control of a single sector trader with the universality of a general portfolio manager.  The resulting system meets the diverse needs of multiple users in the front and mid-office of financial organizations including traders, hedge fund managers, portfolio managers, risk managers, research analysts and asset liability managers. 



ABOUT THE FOUNDERS

Stanley Diller

Mr. Diller founded the Financial Strategies Group at Goldman Sachs in 1976 and led it through 1985. This group was responsible for the research of ideas and computer systems that supported the firm's worldwide sales, trading, and risk management operations. After leaving Goldman Sachs, Diller founded and managed similar groups at Bear Stearns from 1985 to 1992 and at Paine Webber from 1992 to 1995.

Diller is responsible for originating and formalizing some of the foundational concepts around risk management analysis and all are still widely used today. His publications include: The Parametric Analysis of Fixed Income Securities, Goldman Sachs, New York, 1984, which originated the concept of convexity as a tool for analyzing bonds and mortgages, and The Yield Surface, Bear Stearns, New York, 1987, which introduced a 3-dimensional yield curve incorporating the volatility term structure.
Diller is a graduate of Queens College in New York and has a Ph.D. in Economics from Columbia University.


Rick Huang

Mr. Huang was an Associate Director at Bear Stearns from 1987 to 1991 in the Fixed Income Strategies Group where he developed analytical software that supported the firm’s fixed-income sales and trading operation. From 1991 to 1992, he was a Director at Mercadian Capital and developed various pricing models and risk management software for interest rate and equity derivatives. From 1992-1996, Huang was a Senior Vice President at Paine Webber in charge of their Fixed Income Quantitative Research Group.

Huang holds a B.S. in Computer Engineering from National Taiwan University and an M.S. in Computer Science from Columbia University.

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