Lingyuan (Sylvia) Sun Email and Phone Number

• Climate Risk & ESG Expertise: Lead a team of 6 in Climate Risk Working Group on impact assessment and scenario design to manage climate risk under Asset Liability Management framework. Collaborate with Economic Research and Climate Risk team to pioneer in forecasting long-term climate impacts on rates and housing prices. Perform in-depth analyses and lead presentations on ESG trends in origination and securitization business. • Risk Management Experience: Provide dynamic market risk coverage for $17B Home Lending portfolio and $300B+ Held for Investment (HFI) portfolio, through sizing trading limits, analyzing effectiveness of hedging strategies using linear and non-linear products, and conducting firm-wide and regulatory Stress Testing and Value-at-Risk analysis. • Project Management Leadership: Lead SOFR transition efforts and Home Price Index scenario re-calibration in Firm-wide Stress Infrastructure framework at Consumer & Community Banking. Orchestrate valuation system migration by collaborating with Front Office, Product Controls, Tech and Business Management teams. • Senior Management Engagement: Strengthen oversight on 50+ Rates and MBS models for valuation and decision making for senior management. Conduct research on markets trends, prepare and present compelling independent analyses at Risk Committees and regulatory exams.

• Engaged in sales and implementation for a tier-one bank to adopt Bloomberg Multi-Asset Risk System (MARS) Core Mortgage Program API, and an upsell for a leading buy-side firm to adopt Bloomberg order management system and risk management suites. • Identify, investigate, and resolve issues for production clients to reconcile risk metrics. Engage in proof of concept and implementation projects for new enterprise risk clients and validate market risk models for Bloomberg enterprise risk system, including Value at Risk (VaR), SVaR, Predictive Scenarios, Greeks and Stress Testing. Improve clients’ risk management workflow regarding intraday risk monitoring, XVA, and collateral management.• Types of asset classes covered: Government/Corporate Bonds, Convertible bonds, Mortgage backed securities, Interest rate swaps, CDS/CDX, Equity/FX Derivatives and Commodity

• Fixed Income advanced specialist, focusing on mortgage and structured products. Conducting training and on-site visits for clients focusing on bond markets and structured products. Assisting the CLO and ABS market specialist to sustain and grow the structured products community in EMEA. • Serve as Deputy Team Leader, manage a team of over 10 advanced specialists in fixed income and foreign exchange asset classes as Deputy Team Leader to resolve escalated queries from clients, arrange training and on-site visits, and teach new hires and fixed income specialists

• Provide all-round customer support for Bloomberg Terminal users all over the world and across multiple industries. Interact directly with clients and answer their questions and conduct training. Currently serving at Advanced Fixed Income Buy Side Team for English/ Japanese/ Chinese clients.

• Co-author of the baseline report of Malawi Power Sector Reform and Infrastructure Development Project Evaluation.• Analyzed qualitative data using coding tools (Dedoose) to assess a democracy promotion project in Pakistan and an at-risk youth development project in the Dominican Republic. • Researched and drafted deliverables for a school infrastructure project in Ghana and a democracy capacity building project in Thailand. Conducted desk review for a disability and gender analysis in Laos. • Assisted the team with project management and strategic planning.

• Selected as one of three Wallenberg International Fellows in Georgetown University to work at Investor AB and Permobil (a power wheelchair company owned by Investor)Investor AB:• Evaluated 5 potential targets for strategic acquisitions, conducted financial due diligence including analyzing financial ratios, identifying key revenue and cost drivers, and assessing industry fundamentals• Conducted ongoing financial analysis and performance benchmarking for existing portfolio companiesPermobil – Medical Device Portfolio Company of Investors AB • Assessed strategic opportunities to enter China’s medical device market; presented finds directly to senior management, resulting in critical market insight • Assisted in constructing market sizing models to assess sales growth prospects in 7 markets, identified key market drivers for performance sensitivity analysis; the analysis was used to evaluate strategic initiatives