Sunny Lee

Worked on two projects about corporate bonds yield prediction and market impacts analysis, respectively, and applied the research conclusions to trading suggestions. Also participated in several mock trading activities.

Independently worked on a project which was aimed to predict out-of-the-sample alpha performances, by using machine-learning-based approaches and optimization-based approaches.

Prive Financial Limited is a financial technology company in Hong Kong. Prive Financial provides an online platform (www.privemanagers.com) that provides a comprehensive set of wealth management, asset allocation, and product structuring tools. The platform integrates these three core functions by being able to automatically generate and execute securities across global markets on multiple asset classes. As a student intern, I am a business analyst programmer in the DBS project management team. My first task is to use Monte Carlo algorithm to make a pricing model for a variety of structured products (Vanilla options, ELNs, FCNs, Accumulators, Twin win Notes) with dividends, interest rate, knock-out price, and sometimes the correlation for multi-underlying asset considered. My pricer shows similar results to the Black-Scholes model. My results are used to cross-validate the company's existing pricing model.

GiftVIVA is a Hong-Kong-registered startup formed by students from Hong Kong University of Science and Technology. It is a multi-vendor e-commerce platform that specializes in personalized and thoughtful gifts. The platform aims to connect vendors all over Asia, providing an efficient navigation and easier search for consumers who look for personalized gifts. As a software engineer, I built up several features of the platform such as product review forums, a vendor-customer direct message box, and the vendor-registration authentication process.