Yi Sun

Assist in custody service and investment consulting; Assist in client-oriented research in derivative market and bond market; Assist in materials for sales team;

Built up catalogue of items for exhibition; Detected and reported potential risks using Delphi method; Screened insurable risk factors according to the estimated expected loss; Checked the consistency of accounts and receipts using MS Excel;

Proposed and presented the idea of “devices leasing & rental“ to the marketing team using SWOT method; Reorganized the customer portfolio and contracts;

Advanced Stochastic, Numerical Stochastic Differential Equations, Mathematical Statistics, Numerical Option Pricing, Advanced Econometrics, Risk Management, Portfolio Management etc. Master Thesis: Predicting Implied Volatility Surface and Prices of S&P 500 Index Options

Bachelor Thesis: Back-testing Value-at-Risk Based on Different Volatility Forecasts Seminar: Volatility Forecasts Based on Heterogeneous Autoregressive Models of Realized Variance Using High Frequency Data