Market risk analytics
VaR, stress testing, scenario design, and model diagnostics that make risk visible before it becomes expensive.
- VaR & backtesting
- Time-series models
- Scenario analysis
The analytics portfolio of Pingchuan Li
Quantitative clarity
for complex decisions.
Statistical modeling, market risk analytics, and decision-ready data products for teams that need answers they can defend.
Risk analytics
Statistical modeling
Reproducible workflows
Capabilities
Analysis built to survive scrutiny.
From an ambiguous question to a reproducible result, the work is designed around the decision—not the tool.
Statistical modeling
Purpose-built models for noisy, high-dimensional data—paired with assumptions, uncertainty, and interpretation.
- Regression & GLMMs
- Forecasting
- Inference
Decision-ready data products
Reproducible pipelines and concise reporting that turn recurring analysis into a reliable operating capability.
- Automated workflows
- Quality checks
- Executive reporting
How the work moves
Rigorous enough for the model. Clear enough for the room.
Good quantitative work is more than a result. It is a transparent chain from business question to evidence, with every assumption visible and every output ready to use.
- 01
Frame
Define the decision, constraints, and evidence that would change the answer.
- 02
Model
Build the smallest defensible analysis and test it against realistic edge cases.
- 03
Deliver
Package results, assumptions, and code so the work remains useful after handoff.
Independent by design
Close to the question. Accountable for the answer.
Plain River Analytics is the professional portfolio and working brand of Pingchuan Li, an independent sole proprietor and statistician with experience across market risk, financial modeling, and computational research.
The work emphasizes defensible methods, documented code, reproducible analysis, and communication that respects both technical and nontechnical stakeholders.
Contact
Connect with Pingchuan.
For professional inquiries, research collaboration, or questions about the work presented here.