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Wen Sun, M.Sc., CFA

Wen Sun, M.Sc., CFA

Intern, Private Banking

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  • Timeline

  • About me

    Principal Analyst, Credit Risk Management

  • Education

    • HEC Montréal

      2012 - 2014
      Master of Science (M.Sc.) Finance

      - Academic research: « The Estimation of Value at Risk with the VAR, VECM and GARCH Model» - Supervised project: « Euro zone sovereign debt crisis: causes, consequences and solutions »Academic credit risk analysis of the mechanism of the sovereign debt crisis in the Euro zone including:- Application of mathematics and econometric models to explain the banking and sovereign debt crisis and their interdependence.- Macroeconomic analysis of the Euro zone sovereign debt crisis… Show more - Academic research: « The Estimation of Value at Risk with the VAR, VECM and GARCH Model» - Supervised project: « Euro zone sovereign debt crisis: causes, consequences and solutions »Academic credit risk analysis of the mechanism of the sovereign debt crisis in the Euro zone including:- Application of mathematics and econometric models to explain the banking and sovereign debt crisis and their interdependence.- Macroeconomic analysis of the Euro zone sovereign debt crisis including the application multiple equilibrium models and Nash equilibrium models, an analysis of the loss of competitiveness, as well as an analysis of the loss of fiscal discipline. - Academic research of governance reforms to address the concerns of the sovereign debt crisis, including the role of the European Central Bank and various budget reforms. Show less

    • Université Paris Dauphine- PSL

      2011 - 2012
      Master's degree Asset Management

    • Université Paris Dauphine- PSL

      2010 - 2011
      Bachelor's degree Asset Management

      The bachelor programme of Asset Management is ranked the best bachelor programme in finance in France by SMBG for 2012-2013.

    • IUT de Sceaux

      2008 - 2010
      University Diploma of Technology Management, Finance and Accounting

  • Experience

    • BNP Paribas

      Apr 2012 - Aug 2012
      Intern, Private Banking

      - Collect clients' needs, propose investment strategies and asset allocation plans;- Perform financial analysis and assess the credit risk of corporate borrowers, simulate different financing scenarios;- Assist the preparation of credit applications and the negotiation of borrowing rates

    • National Bank Financial

      Apr 2015 - May 2015
      Investment Analyst

      - Propose asset allocation strategies, analyze the performance and risk of portfolios;- Extract information from systems and improve financial analysis models;- Prepare marketing documents for client presentations and organize promotional events

    • Canadian Derivatives Clearing Corporation (CDCC)

      Jul 2015 - Nov 2018
      Risk Management Analyst

      - Calculate and validate market risk parameters and the pricing of derivatives; - Respond to members’ questions regarding the calculation of margin calls;- Optimize risk management processes and reporting using VBA and MATLAB;- Develop the margin requirement validation model to monitor portfolio risk and improve risk reporting;- Validate the pricing model of options with implied volatility surface;- Adapt the market risk management processes and validate risk reports, in the context of CDCC's introduction of direct clearing for Canadian buy side firms and "Extended Trading Hours" initiative. Show less

    • Desjardins

      Dec 2018 - May 2021

      Business analyst dedicated to the Desjardin's Data integration project for the Economic Capital team- Conduct the economic capital and risk-adjusted return on capital (RAROC) calculation to better understand users' needs;- Monitor and explain the change of the economic capital of Desjardin’s credit portfolios;- Identify, analyze, and validate the business requirements;- Implement business rules to integrate and transform source data;- Design test scenarios in SQL, investigate and document test results Show less

      • Business Intelligence Analyst, Treasury and Financial Markets

        Aug 2020 - May 2021

      • Business Analyst

        Dec 2018 - Aug 2020

    • Laurentian Bank

      May 2021 - now

      - Conduct and improve the calculation of allowances for credit losses (ACL) and reports under the norm IFRS 9;- Analyze and explain the P&L to monitor the risk profile the of bank's credit portfolio;- Collaborate with IT to improve the data intergration and ACL calculation on a continual basis;- Coordinate the external audit process with different stakeholders of the Bank;- Support the year-end external audit process including: - Recalculation of the Expected Credit Losses; - Recalculation of Credit Risk Parameters (PD, LGD, EAD, Staging); - Documentation of the process, data and system Show less

      • Principal Analyst - Credit Risk Management

        Jan 2023 - now

      • Senior Analyst - Credit Risk Management

        May 2021 - Dec 2022

  • Licenses & Certifications

    • Business Analyst Certification

      Université Laval
      Nov 2020

  • Volunteer Experience

    • Volunteer

      Issued by La Maison d'Haiti on Apr 2015
      La Maison d'HaitiAssociated with Wen Sun, M.Sc., CFA