Bismillah, 

Asalamu Alaykom, 

Such marriage is allowed but could become haram by secondary ruling if it leads to misguidance. For example, if a Shia woman would marry a Sunni man and she isn't strong in her faith, then it is possible she may deviate and such a marriage could be problematic. One must also make sure the one they marry is not hostile towards the Shia.

Furthermore one must think about the future of their kids, I have witnessed that in most cases when a shia woman has married a non-shia man, the kids end up becoming confused or lean more towards the father's beliefs. 

Please bear in mind just because something is allowed, in no way does this indicate that it is recommend. Therefore I advise anyone to marry a shia believer or someone who they can influence to follow the path of Ahlul bayt (peace be upon them).

May Allah swt grant you sucess