Fixed Income risk management (Fixed Income Portfolio)

LinkedIn: https://www.linkedin.com/in/thumthiti-pinto/

EDUCATION

NEW YORK UNIVERSITY, TANDON SCHOOL OF ENGINEERING Brooklyn, New York
Master of Science in Financial Engineering, GPA: 3.94/4.0 05/22
THAMMASAT UNIVERSITY Bangkok, Thailand
Bachelor of Arts in Economics, Major in Quantitative Economics, GPA: 3.3/4.0 Second Honor Degree 05/17

PROGRAMMING/ CERTIFICATIONS/ COURSEWORK HIGHLIGHTS

● Skills: SQL, Python, PySpark, R, C++, STATA, Dash (Plotly), Tableau
● Pass the CFA Level 1 Exam, Bloomberg Certification
● Economic & Econometric: Introductory Econometric, Econometric 1 & 2, Statistic 1 & 2, Monetary Economic, Quantitative
Economics, Time Series, Financial Econometric, Macroeconomic 1 & 2& 3, Macroeconomic 1 & 2 & 3.
● Financial engineering: Advance Machine Learning for Finance, Visualization Lab, Reinforcement Learning for Finance, Fixed
Income Algorithmic Portfolio Management, Financial Risk Management, Valuation for financial engineering, Derivatives,
Financial Computing, Algorithmic trading and Quantitative Strategies.
EXPERIENCE

MORGAN STANLEY, New York, USA 10/22 – Present
Fixed Income Risk Management Associate.
● Automation Pipeline Development: Created a streamlined automation pipeline using R to facilitate Fixed Income Risk Reporting.
This significantly reduced manual effort, ensuring consistent and efficient evaluation of risk attribution within portfolios.
● Risk Analytics: Generated comprehensive risk analytics for Fixed Income portfolios, including Var Analytics, Tracking Error
Analytics, and Stress Test Reporting. Expertly utilized Aladdin Blackrock tools to deliver accurate risk assessments.
● Risk Dashboard Creation: Developed a dynamic risk dashboard to fulfill ad hoc requests, providing quick access to critical risk
insights and enhancing decision-making.
● Daily monitoring Implemented daily monitoring of risk limits, including daily Var Limit and Leverage Limit. Produced timely
and insightful reports for regulatory compliance, presenting data to the SEC and Board of Risk.
TRUE CORPORATION, Bangkok, Thailand 03/18 – 06/20
Data Scientist, Data Science Product
Keyword: Hadoop, Spark, Big Data, Telecommunication, Deploy Model in Production, Spatial Data, Spark Machine Learning, Time
Series, Customer Profiling, Model Optimization, Web Browsing, Payment Data, Data Mining, Sales & Presentation
● Footfall Product: Constructed the inaugural iteration of the Footfall Product, a geospatial solution utilizing telecommunication
data to profile locations. Incorporated customer behavior features and presented actionable insights for branch optimization.
● Audience Product: Spearheaded the development of Audience features by querying trillions of telecommunication records on a
big data platform. Leveraged browsing behavior, location patterns, and predictive analytics to derive customer insights and
marketed to external business clients.
● Campaign Model Development: Enhanced campaign response rates through the optimization of machine learning models.
Successfully predicted high-potential prospects from a pool of 50 million TRUE Digital database customers.
NIELSEN THAILAND, Bangkok, Thailand 09/17 – 02/18
Data Science Executives, Retail Measurement Services
● Data Analysis:Conducted analysis to identify discrepancies,addressing data mismatches, resolving issues on faulty products.
● Client Solutions:Delivered tailored retail management solutions to meet client needs, ensuring data accuracy ,integrity in process.

COMPETITIONS

YOUNG FINANCIAL STAR Competition 2016, Participated in the prestigious YOUNG FINANCIAL STAR Competition 2016
organized by the Stock Exchange of Thailand. Showcased financial acumen and competed alongside more than 6000 participants.
● 1st Place – TFEX Competition : Secured the 1st Place position in the TFEX competition focused on the launch of gold deferred
products. Demonstrated exceptional insight into TFEX trading dynamics and strategies.
● 1st Runner-up – K-Expert Star : Portfolio Diversification and Financial Scenarios Forecasting ,Earned the 1st Runner-up position
in the K-Expert Star competition. Skillfully crafted a diversified portfolio comprising 97 mutual funds, incorporating tax and
insurance scenarios for accurate financial forecasting.
● 1
st Runner up in K-Expert Star, Create Diversified Portfolio of 97 mutual funds, taxes, insurance scenarios forecasting.
IAQF Annual Academic Competition, Quantitative Finance Competition – Top University with Financial Engineering MSC.
● Winner – IAQF Competition, Crowned the Winner of the IAQF competition. Led the team in mastering time series and machine
learning models, resulting in the development of models for commodity data inference and prediction. Optimized a green
portfolio using Co2/Crude oil data to extract unexpected profits.. Paper Link
DATATHON Competition, hosted by Citadel Securities. predictive models for football match with betting strategies. Paper Link

EXTRACURRICULAR ACTIVITIES

● Data Science Tutor: Econometric, R, SQL, and python (Instructor and Teaching assistant), DataRockie Thailand.
● Inclusive Excellence award: inclusion, diversity, Belonging and Equity (IDBE). Awards at NYU, Financial Engineering