Pairit Nittayanuparp

Experience

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  Dhamma Society Fund

  Apr 2002 - May 2009

  System Engineer

  Dhamma Society Fund Under the Patronage of His Holiness the Supreme Patriarch of Thailand and H.R.H.- Context-free analysis using data mining and AI techniques, eg. Inconsistency in word spelling, word clustering, word collocation, context correlation, etc.- Design and implement the huge structural document in XML format to generate 20,000-page books organized into 40 volumes of the great sacred text books of Buddhism, The World Romanized Tipitaka, printed by using LaTeX and Perl script running on Linux Show less

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  Krung Thai Computer Services Co., LTD.

  Jun 2007 - Aug 2008

  ETL Developer

  - Maintaining Data Warehouse on DB2 and doing ETL process by IBM DataStage- Developing algorithms to do the data cleansing on the huge and chaotic dataset, e.g. Levenshtein Distance, Disjoint set- Responsible for the Basel II project in the part of OpRisk (SA-OR, SAS OpRisk Monitor: LDC, KRI, RCSA) and credit risk on financial instruments- Maintaining KTC Boutique Branch System, using Java EJB

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  Thai National Corpus Project

  Sept 2008 - May 2009

  Data Scientist

  Thai National Corpus Project under the Patronage of H.R.H. Princess Maha Chakri Sirindhorn- Developing TNC Corpus, a large and structure database of Thai texts, and a complete website: http://www.arts.chula.ac.th/~ling/tnc3- Analyzing Thai word usage collocations by applying Market-Basket Analysis

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  Kasikorn Bank PCL

  Oct 2009 - Sept 2012

  Market and Liquidity Risk Manager

  - Developing CMB Project Phase II, the trading platform for all capital market products - Receiving Innovation Award from the Active Risk Intelligence Analytics Project:1) Applying text mining algorithm to monitor world hot issues and identify good and bad sentiment words in real-time 2) Developing FI Monitoring System, an automatic system to forecast probability of downgrading event from CDS movement and credit events

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  SCB Asset Management Co., Ltd.

  Oct 2012 - now

  Quantitative Portfolio Manager

  Study and Research Topics- Market characteristic in uncertainty scenario studied by clustering algorithm- Market Theme Detection by AdaBoost- Risk controlling and drawdown-minimizing technique based-on the seasonal effect by Naïve Bayes classifier- Factor timing from factor correlation by Random Forest (on experiment)- Market wave by Deep Learning (on experiment) - Launching the first Thailand Machine Learning fund- Project manager for the Portfolio Intelligence Project, a centralization system of all trading idea of all investment entities. - Managing funds with mandate on various strategies: machine learning fund, market-neutral funds, triggered funds, risk-parity funds, passive funds.- Monitoring and analyzing key fund performance and give recommendation in quant style to all portfolio managers Show less