Python: develop library for financial product pricing platform
Kornkawin Bijayayothin
Financial Software Developer
Bangkok
Summary
Professional software developer with over 5 years of experiences in investment industry. Proficient in a variety of programming languages and frameworks, including Python, and Java. Strong analytical and problem-solving skills, with the ability to work independently and as part of a team.
Overview
8
8
years of professional experience
6
6
years of post-secondary education
Work History
Senior Developer
RingZero IT Services
06.2022 - Current
- Contracted by Stock Exchange of Thailand (SET).
- Developed efficient software for processing high-frequency data.
- Optimized performance through testing and tuning of applications.
- Designed updates to existing software to meet changing user demands.
- Documented software development methodologies in technical manuals to be used by IT personnel in future projects.
Quantitative Developer
The Thai Bond Market Association (ThaiBMA)
01.2019 - 06.2022
- Developed new paradigm of mark-to-market conventions which consist of transaction-based conventions such as constructing zero-coupon yield curve in illiquid market, constructing bond pricing conventions, and indices.
- Developed liquidity analysis platform for Thailand bond market.
- Developed and implement new bond pricing and quality control system with full stack web development technologies that will able to reduce man-hour around 400 hours per year.
- Developed fisrt ML project of ThaiBMA to recommend optimal closing trade yield for calculating mark-to-market price.
- Developed first after-tax index construction methodology for Thailand bond market.
- Developed and implemented zero-coupon yield curve derived using cubic Hermite spline interpolation method.
- Migrated all zero-coupon yield curve construction algorithms from legacy system.
Senior Financial Engineer
Bualuang Securities
06.2018 - 01.2019
- Develop and maintain algorithmic trading strategies and order execution platform to manage client portfolios with combined asset value of over $xx million.
- Design and develop new proprietary backtesting feature to support more complex strategies on multi-asset investing.
- Do research on quantitative trading models based on machine learning, alternative risk premia, and risk budgeting approach.
Proprietary Trader
Krungsri Securities
07.2017 - 05.2018
Product Developer (Financial Engineer)
Krungsri Securities
08.2016 - 07.2017
Education
Master of Science - Computer Science And Information Systems
National Institute of Development Administration
Bangkok, Thailand 04.2001 -
Coursework - Master of Financial Engineering
Chulalongkorn University
Bangkok, Thailand 05.2014 - 05.2016
Bachelor of Accountancy -
Chulalongkorn University
Bangkok, Thailand 05.2009 - 05.2013
Skills
Product Development
Software
SQL: develop database for ERP platform in traditional retail commercial business
JAVA: Spring Boot for real-time processing financial data
MATLAB: simulate environments for financial product pricing
LINUX: create automated scripts to maintain and manipulate docker containers
DevOps: Git workflow with jenkins
Timeline
Senior Developer
RingZero IT Services
06.2022 - Current
Quantitative Developer
The Thai Bond Market Association (ThaiBMA)
01.2019 - 06.2022
Senior Financial Engineer
Bualuang Securities
06.2018 - 01.2019
Proprietary Trader
Krungsri Securities
07.2017 - 05.2018
Product Developer (Financial Engineer)
Krungsri Securities
08.2016 - 07.2017
Coursework - Master of Financial Engineering
Chulalongkorn University
05.2014 - 05.2016
Bachelor of Accountancy -
Chulalongkorn University
05.2009 - 05.2013
Master of Science - Computer Science And Information Systems
National Institute of Development Administration
04.2001 -
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