ตำแหน่ง Data Analyst

บริษัท Freelance

ที่อยู่บริษัท

เงินเดือน สำหรับสมาชิกเท่านั้น

ลักษณะงานที่ทำ
• Developing Excel VBA macros to automate repetitive tasks, reducing manual work and improving efficiency.
• Building interactive Excel dashboard for clients, allowing on-time tracking and better decision-making.
• Conducting in-depth data analysis for clients, identifying key trends and actionable insights to improve decision-making.
• Creating Python scripts to extract, transform, and load (ETL) data from multiple sources, optimizing business intelligence processes.

ตำแหน่ง Assistant Manager

บริษัท Deloitte Thailand

ที่อยู่บริษัท

เงินเดือน สำหรับสมาชิกเท่านั้น

ลักษณะงานที่ทำ
• Data Analytics – Analyzed corporate and retail loan data to identify loan risk profiles and segmentation using Python and statistical techniques including t-SNE, A/B testing, Characteristic Stability Index, etc.
• Data Science – Developed expert scorecard to predict credit risk rating for loan application using Python and data science techniques including Decision Tree, Regularized Logistics Regression, etc.
• Script Development – Developed user-defined functions in Python to generate outputs for scorecard modelling such as data preparation & cleansing function, loan profile segmentation function, scorecard weight function, etc.

ตำแหน่ง Manager

บริษัท Asia Plus Securities

ที่อยู่บริษัท

เงินเดือน สำหรับสมาชิกเท่านั้น

ลักษณะงานที่ทำ
• Quantitative Analysis – Performed quantitative research and stress test to initiate risk limits and measures for company’s financial instruments in multi-asset classes using Python, VBA and SQL.
• Risk Analytics – Developed multiple market and credit risk reports to maintain company’s stability using Python, SQL, R and VBA.
• Data Engineering – Developed ETL, database modelling and batch processing to feed data from multiple sources such as Bloomberg Data License, ThaiBMA or SET Smart into risk analytical dashboard and reports using Python, SQL and Task Scheduler.
• Financial Engineering – Implemented pricing system to calculate fair value of structured notes such as ELN, BELN, FCN or KIKO using Python, SQL and Task Scheduler.
• Stress Test – Performed stress test with multi-asset classes such as equity, bond or derivatives to simulate severe situations and measure risk tolerance of company using Python and SQL.

ประสบการณ์ทำงานอื่นๆ
Robowealth Mutual Fund Brokerage Securities - Bangkok, Thailand
Financial and Data Engineer, September 2021 – March 2023
• Software Development – Developed Robo Adviser back-end system, APIs and microservices using Scala, Rust, Postgres, Docker, Git, and Google Protobuf (gRPC).
• Data Analytics – Analyzed customer data to initialize data-driven marketing and building BI dashboard using Python, SQL, NoSQL, BigQuery, Data studio and Google Cloud Platform.
• Data Engineering – Developed data pipeline and ETL process with multi-threading system to download data of mutual funds from Fund Connext and SEC API using Python, Docker, Git, BigQuery and Google Cloud Platform.

Kasikorn Securities - Bangkok, Thailand
Senior Financial Engineer | Financial Product Development, August 2020 – September 2021
• Quantitative Analysis – Priced Equity-linked notes (ELN) using VBA and quantitative methods such as Black-Scholes formulas.
• Project Management – Managed B2B trading system and Derivative Warrant (DW) website by creating technical requirements, holding meeting of related parties, translating technical jargons into Layman's terms, overseeing project timeline etc.
• Data Engineering – Managed data pipeline and ETL process for B2B trading system by configuring Task Scheduler to automatically extract, transform and load data from Bloomberg terminal.
• Data Analytics – Analyzed customer trading data to identify target customers and trading trends using Python, and developed.

Bank of Ayudhya (Krungsri), a member of MUFG - Bangkok, Thailand
Quantitative Data Analytics Developer | Commercial Credit Risk, June 2019 – July 2020
• Data Science – Developed Early Warning system to send list of possible NPL customers based on Day Pass Due, Debt Class, Rating, and various features by using Python and Data Science techniques such as Decision-Tree based Machine Learning models.
• Data Analytics – Developed Shareholder Linkage Search to find list of shareholders who have over 20% of shares for bank’s customers by using Python with SQL and applying Graph Theory Algorithm.
• Quantitative Analysis – Computed and forecasted Recovery Rate, Quota Claim and NPL amount for Thai Credit Guarantee (TCG) products to be a part of Expected Credit Loss (ECL) calculation by using Python, VBA, and SQL.
• Software Development – Developed a Financial Projection demo to be a part of new Credit Application Spreadsheet platform using C#.NET and applying Bisection Method to perform optimization among hundreds of financial variables and formulas.

Cointegra LLC - New York, NY, USA
Quantitative Developer | Systematic Trading Strategy, July 2018 — December 2018
• Developed multi-threading Python-based platform for algorithmic trading and back-testing using technical indicators with relevant risk measures such as annual return, Sharpe ratio, Sortino ratio, maximum drawdown or VaR over 370 pairs of cryptocurrencies.
• Created automatic real-time optimizer for parameters on trading strategies based on the highest Sharpe ratio to send push notification of Buy and Sell signals to subscribers via Telegram using REST on AWS.
• Developed platform for portfolio strategy by maximizing Sharpe ratio to send recommendation of optimal-weight portfolio.

American Scholar Group (ASG) - Greenville, PA, USA
Fellow, April 2016 — August 2016
• Performed Account Receivable (AR) process and reduced 80% undefined debts of residential students.
• Recovered satisfaction of ASG’s residential students in the leading role of providing care, supervision, and instruction.

KPMG Phoomchai Business Advisory - Bangkok, Thailand
Semi-Senior Associate | Management Consultingtabtab, September 2014 – October 2015
• Business Continuity Management – Developed Business Impact Analysis, Risk Assessment and Business Continuity Plan (BCP) to mitigate unpredictable threats and losses for over $2 billion of client’s assets.
• IT Control Advisory – Reviewed the effectiveness and reliability of client’s IT controls to evaluate the potential risks in breach of laws or regulations for multinational companies.
• SAP Authorization – Minimized fraudulent tendency and conflict of responsibilities in SAP with over $600 million of cash flow in the system by configuring SAP Authorization in Segregation of Duties (SOD) concept.

PricewaterhouseCoopers ABAS (PwC) - Bangkok, Thailand
Associate | IT Audit Consulting, January 2013 – September 2014
• Data Analytics – Analyzed large structured and unstructured data of journal entries to identify the deviant behaviours of multi-million financial transactions such as human error, financial misstatement, or fraudulent tendency by using data analytics tool for auditing and coding scripts for gathering, preparing, cleansing, and transforming client data.
• IT Audit Advisory – Reviewed the effectiveness and reliability of the IT General and Application controls to analyze, evaluate and report the potential risks of financial misstatement for over hundreds of domestic and oversea companies.
• IT Security Advisory – Reported the security vulnerabilities of internet banking applications with over 3 billion of online transactions by performing penetration testing in various kinds of the platform such as Web-based, iOS and Android mobile applications.