Yep, sun conures can be LOUD when they decide to vocalize, but that doesn't mean they should be screaming all the time.
Here are some tips on minimizing the screaming:
3 Tips to Stop Your Parrot’s Screaming
Basically you want to make sure that your sun knows how to entertain himself, be consistent about not rewarding loud screaming, and reward more desirable or appropriate behavior/sounds.
Good luck. (I feel your pain. Ever since bringing a second bird into my home, my sun hasn't been getting as much attention as he's been used to and he's quite vocal about letting me know about his displeasure!)