Chris Sun

Chris Sun has a range of work experience in the field of quantitative development and financial engineering. In 2007, they worked as a Software Engineer at Research In Motion. From 2010 to 2010, they were a Financial Engineer at R2 Financial Technologies, where they conducted research on treasury curve fitting strategies and developed an Interest Rate Fitting library. Chris also implemented the implied factor model to price synthetic CDOs. From 2011 to 2016, Chris worked at S&P Capital IQ as a Senior Team Lead, focusing on quantitative modeling. Chris then joined National Bank Financial in 2016 as a Quantitative Developer until 2017. Currently, Chris holds the position of Director of Quantitative Development at d1g1t Inc., starting in September 2019.

Chris Sun has a strong educational background in both quantitative finance and electrical and computer engineering. Chris completed their Bachelor of Applied Science (BASC) degree in Electrical and Computer Engineering from the University of Toronto, during the period from 2004 to 2009. Additionally, Chris pursued further education by obtaining a Master's degree in Quantitative Finance from the University of Waterloo from 2009 to 2010.

Moreover, Chris has part-time experience in the field of statistics, as they studied it at the University of Waterloo from 2007 to 2008.

In terms of additional certifications, Chris has recently obtained multiple certifications related to artificial intelligence, machine learning, and deep learning. These certifications were completed through Coursera and include: "Natural Language Processing in TensorFlow", "Convolutional Neural Networks in TensorFlow", and "Introduction to TensorFlow for Artificial Intelligence, Machine Learning, and Deep Learning". These certifications were obtained in June 2023.

It is worth noting that Chris has also completed a certification in Machine Learning, although specific details such as the obtained month and year are not provided.