About Us

PLY Analytics :

We are a boutique financial technology firm specialized in providing intelligent data fields and analytical support for academic research and investment decisions. We offer clients cost-effective solutions in obtaining valuable information relevant to the asset classes in which they are interested. PLY Analytics provides these insights by extracting and analyzing data from both public and proprietary sources, employing state of the art web mining technology combined with sophisticated statistical and quantitative modeling. In addition to standardized products, PLY also provides highly customized consulting services to help clients efficiently model data, manage information and build reliable decision support systems.

Key members

Michael Peng, Ph.D CO-Founder. Dr. Peng has more than 15 years of quantitative modeling, data analysis and client service experience on Wall Street. Over the years, Michael helped large financial firms develop a set of efficient tools and framework for risk management and regulatory compliance purposes. His area of expertise includes fixed income analytics, credit risk modeling (e.g.Basel II implementation). As an example, He developed a non-simulation based model for economic capital calculation for a financial client. His other interested area ranges from modeling OTC derivatives to price testing on complex structured products ,such as RMBS/CDO (He was a Director of Structured product at Fitchrating, a major rating company). Michael was also involved in managing quantitative professionals in prestigious consulting institutions. He was a Senior manager at KPMG Risk advisory Group. As a Director of equity-linked structured products at Merrill Lynch HongKong, He also has experience serving international clients, which include a dozen of international banks such as Rabo Bank (Netherland), Bank of China and HSBC. Michael also enjoys intellectual development , teaching and training for other professionals. He teaches Credit Risk Modeling and Counter party Risk at New York Institute of Finance. Michael holds a Ph.D (econometrics) from Temple University, A Master of Statistics and Operation Research from University Of Science and Technology (China), A Bachelor degree of System Engineering and Applied Mathematics from Science and Technology University Of National Defense (China).