Michael(Xiaochen) Sun, Ph.D. Email & Phone Number

London, England, United Kingdom

London, England, United Kingdom

The investment philosophy within our equity strategies is anchored in the belief that the best way to make money is not to lose it. In other words, downside protection and positive return asymmetry are the drivers of long-term performance. Our conviction is supported by academic research that shows that risk-efficient portfolios outperform their benchmarks in the long run.Responsibilities as • Portfolio Manager – EM EquitiesInvestments: Being a key member in the Emerging market working group participating in collegiate investment decisions and discussions as well as applied investment research. Performing investment orientated research projects in line with firm’s annual equity research agenda in close collaboration with the quant research team.• Client Portfolio Manager – EquitiesClient relationship: Representing the firm’s active equity strategies to a range of clients, consultants and prospects globally. In close collaboration with relationship managers and sales to ensure good follow up of existing investors, researching potential new investment solutions for clients/prospects, providing portfolio analytics, presentations and participating in pitches and beauty contests. Driving the development of equity thought leadership publications and client-oriented research. Contributing to marketing materials and RFPs.

London, United Kingdom

Representing HSBC Global Asset Management’s active systematic equity strategies to internal and external clients. Driving the growth of HSBC’s active systematic equity strategy with a focus on the institutional, wholesale and bank’s own proprietary channel. Collaborating with quant research and product development teams for the ongoing development and championing of new product offerings.Partnering with the research team to develop, vet and refine active systematic equity strategies and related products for the firm’s equity platform.Providing technical expertise to a range of clients and producing topical market and strategy updates to internal and external clients. Acting as a specialized source of investment, product, and market knowledge.Key Achievements:• Successfully grow business by raising assets on active systematic equity strategies acrossEurope, U.S. and APAC. • Successfully developed and launched bespoke multi-factor style, systematic ESG, incomeand low carbon solutions (i.e. mandate and funds) for large sovereign wealth funds, publicpensions, corporate clients and private banks.

London, United Kingdom

Responsible for advising all EMEA Asset Owners/Consultants, Asset Managers, HFs and Broker/Dealers on both active and index/passive/ETFs, on quantitative/fundamental equity risk models and portfolio construction.Bringing revenue opportunities to a conclusion through ownership of the technical aspect of the sales cycle including assisting clients with testing/trials, model validation exercises, & other pre-sales exercises that require significant effort and execution.Providing thought-leadership by sharing best practices within the client community, and conducting webinars, workshops and seminars. E.g. Smart Beta with ESG Investing; Factor Investing: Top-down approach vs Bottom-up approach; Risk Attribution and Portfolio Construction with ESG factors; Optimizing SRI/ESG factors; Mid-Cap Effect; European Value Conundrum; Systematic Equity Strategies in Emerging Markets etc.Working as a lead portfolio management analytics specialist to articulate to specialized and sophisticated clients the value and benefits of our equity investment solutions that most closely match their needs. Through the deep technical product knowledge and understanding of institutional investors risk and investment needs to expedite sales. Collaborating and partnering with research, product development, and sales to develop new business and extend existing business lines. Working closely with buy side portfolio managers on applying quantitative techniques and models, coupled with specific market knowledge to portfolio construction and risk analysis.Previous presentations:- Analyzing and Constructing Factor Products in Barra Portfolio Manager- MSCI Multi-Factor Indexes - The Next Wave- Integrating ESG into Portfolio Construction and Risk Analysis with Barra Portfolio Manager- Integrating ESG and Risk Premia Factors into Portfolio Construction and Risk Analysis- Factor Investing - Risk Hedging and Factor Tilting with MSCI Market Neutral Barra Factor Indices

Applying quantitative research to improve product design, asset allocation and portfolioconstruction.- Scenarios Generation with Downside Risk;- Quantifying News and Classify News Impacts to Financial Markets;- Portfolio Simulation and Optimisation;

In addition to the research work at OptiRisk Systems, my other duties were to:1. Provide technical support and training to OptiRisk clients, as well as maintain and develop the client relationship.2. Up sales of company’s products/services/solutions.3. Presales support. Assist the sales team in providing high-quality sample reports to prospects and supporting the prospect during the trial phase.4. Organise various international finance events: workshops, seminars, conferences, network evenings (conference normally attracts over 60 attendees). 5. Develop and maintain a strong product knowledge with respect to OptiRisk and the marketplace.

- Conducted risk project on "Quantifying News and Classify News Impacts to Stock Price", in particular, built News-GARCH model.- Built a new Copula based News-GARCH model of international equity market.

London, United Kingdom

Assisted Professor Paul Williams on module OR428 - Mathematical ProgrammingLed lab session

Doctor Of Philosophy (Ph.D.), Mathematical Science

Thesis title: Copula based methods and models for financial risk analysis and scenario generation. My mathematical genealogy.

Master Of Science - Ms, Mathematical Finance