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.
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.
Mr. 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.
Mr. Diller is a graduate of Queens College in New York and has a Ph.D. in Economics from Columbia University.
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.
Mr. Huang holds a B.S. in Computer Engineering from National Taiwan University and an M.S. in Computer Science from Columbia University.
Senior Managing Director
Kelli has been with PolyPaths since 2002. Over the years, she has worked closely with clients in order to enhance and expand the software to fit their specific needs and keep pace with an ever-evolving market. As the product manager for the trading and risk management applications, she works with the development team to design new features and oversees the internal QA process and client release cycle.
Kelli earned both a B.S. in Mathematics and a B.A. in History from Stanford University. She also has a M.S. in Computational Finance from Carnegie Mellon University.
Gene leads client services at PolyPaths where he supports the company’s growth by focusing on collaboration between PolyPaths and its diverse set of clients from traders, portfolio managers, and asset-liability managers to research analysts and risk managers. He is responsible for helping clients leverage PolyPaths for the purposes of bond pricing, hedging, relative value analysis, attribution and VaR, income projections, investment optimization, and regulatory stress testing. Gene joined PolyPaths as a software engineer in the quantitative development group and subsequently moved into client service roles as an associate and product manager.
Gene holds a B.A. in Cognitive Science from UC Berkeley, M.S. in Computer Science from University of Chicago, and MBA from Columbia Business School. He is a CFA charterholder.
Dan leads the quantitative development group at PolyPaths and has over fifteen years’ experience building trading-quality financial analytics. His group is responsible for developing all pricing and risk management models in the system, as well as the desktop applications for trading and risk management.
Dan holds B.S. and M.S. degrees in Computer Science from New York University and Johns Hopkins University, a B.E. in Electrical Engineering from Stevens Institute of Technology, and an M.S. in Operations Research from Columbia University. He is a CFA charterholder.
Cliff is a software architect and hands-on programmer, with over 25 years of Wall Street experience. Before joining Polypaths, he worked for Paloma Partners in Greenwich CT and Citadel Investment Group in Chicago. He also co-founded Fairway Financial, a hedge-fund accounting software company.
Cliff holds a B.S. in Computer Science from National Taiwan University and an M.S. in Computer Science from New York University.