Sirowet Mangkalarat

Quant-driven trading team lead overseeing gold trading operations with a systematic, data-first approach. Bridge the gap between discretionary execution and algorithmic strategy development — translating quantitative research into actionable team frameworks. 1. Systematic Strategy Development Design and develop algorithmic trading systems using Python, including backtesting frameworks with realistic fill simulation, slippage modeling, and walk-forward validation. Apply statistical methods such as Monte Carlo simulation and Maximum Adverse Excursion (MAE) analysis to evaluate strategy robustness before live deployment. 2. Team Leadership & Quant Integration Lead and mentor traders by embedding data-driven decision-making into daily operations — from entry/exit discipline to position sizing based on quantitative risk models. Translate complex backtesting insights into clear execution guidelines the team can apply in real market conditions. 3. Risk Governance & Exposure Management Monitor firm-wide and team-level exposure using systematic risk metrics including drawdown thresholds, VaR, and scenario analysis. Design risk control frameworks informed by empirical research rather than intuition alone. 4. Research & Continuous Improvement Produce professional trading research documentation covering strategy logic, performance attribution, and risk-adjusted outcomes. Continuously refine models based on live performance feedback, maintaining a rigorous cycle of hypothesis, test, and iteration.

1. Market Making & Pricing Lead market making in physical gold (99.99% & 96.5%), providing competitive bid–ask quotes while maintaining liquidity and disciplined inventory control. Design and refine pricing and spread strategies based on volatility regimes, client flow, and market conditions, balancing execution probability, spread capture, and adverse selection risk. 2. Trading & Exposure Management Oversee net trading positions across clients, counterparties, and internal books to ensure balanced exposure and efficient capital usage. Execute and supervise hedging using gold derivatives and FX instruments (USD/THB), evaluating trade-offs between hedging costs, margin impact, and portfolio risk reduction. 3. Risk, Capital & Liquidity Control Monitor firm-wide market risk through VaR, drawdown limits, scenario analysis, and stress testing. Enforce risk limits aligned with liquidity conditions and capital constraints. Manage liquidity and settlement risk by incorporating cash conversion cycle (CCC) & working capital dynamics across client settlement, hedging activities, and physical gold inventory to prevent cash flow mismatches. 4. Quantitative Strategy Development Develop and evaluate systematic and semi-systematic trading strategies, including mean-reversion, grid-based, and statistical arbitrage approaches. Apply quantitative analysis to identify volatility patterns and regime shifts, ensuring robustness through disciplined backtesting and validation. 5. Performance & Strategic Alignment Maintain P&L attribution and exposure reporting for decision-making. Translate quantitative insights into actionable trading and risk decisions, aligning execution with risk appetite and long-term capital efficiency.

- Professionally manage the customer’s financial portfolio to achieve the goal and to fulfill the objective by balancing return, expense, risk, and liquidity in short/medium/long term plan - Fully competent in giving financial advice to Upper Affluent & High Net Worth Customers on Bank’s products and services (Investment/Protection/Deposit/Lending) and delivering Financial Well Being

- Responsible for monitoring and reporting the market risk using statistic analysis - Work on the data requirement and data filed mapping relating "Digital asset data" using MS Excel and power bi for data mapping

Core Modules -Micro-Economics Analysis applied business (Distinction) -Macro-Economics Analysis applied business (Distinction) - Business Finance (Distinction) - Quantitative Techniques and Research (Distinction) - Applied business Finance by stats and Econ theory with Stata, r, phyton (Distinction)

Core Modules -Micro-Economics Analysis (Distinction) -Macro-Economics Analysis (Distinction) -International Business Finance (Distinction) - Business Finance (Distinction) - Quantitative Techniques and Research (Distinction) - Applied Finance with SPSS (Distinction) - Trading and Investment (Distinction) -Wealth management (Distinction) - Commercial and Investment Banking (Distinction) Co-operative Education (Internship) -have experience in Securities and Exchange Commission, Thailand