Woraphot Khunaprasit
Head of Multi-Asset investment at Principal Thailand- Claim this Profile
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Thai Native or bilingual proficiency
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English Professional working proficiency
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Bio
Keii Fukunaga, CFA
Woraphot is one of most excellent classmates ever in my life. He is genius, hardworking, and self-motivated. He also has strong leadership. I strongly believe that Woraphot will be very successful in his career.
Keii Fukunaga, CFA
Woraphot is one of most excellent classmates ever in my life. He is genius, hardworking, and self-motivated. He also has strong leadership. I strongly believe that Woraphot will be very successful in his career.
Keii Fukunaga, CFA
Woraphot is one of most excellent classmates ever in my life. He is genius, hardworking, and self-motivated. He also has strong leadership. I strongly believe that Woraphot will be very successful in his career.
Keii Fukunaga, CFA
Woraphot is one of most excellent classmates ever in my life. He is genius, hardworking, and self-motivated. He also has strong leadership. I strongly believe that Woraphot will be very successful in his career.
Credentials
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2013 Level II Candidate in the CFA Program
CFA Institute
Experience
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Principal Thailand
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Thailand
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Financial Services
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1 - 100 Employee
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Head of Multi-Asset investment
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Dec 2022 - Present
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Senior Fund Manager
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Jan 2022 - Nov 2022
Create and enhance strategic asset allocation and propose to potential clients. Building in-house analytics along with monitoring market activities to adjust pactive weights to reflect the situation in order to enhance portfolio return and risks, so called - tactical asset allocation.
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Faculty of Business Administration, Chiang Mai University
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Chiang Mai, Thailand
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Visiting Lecturer
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Jul 2013 - Present
Lecture Time Series analysis: ARMA, ARIMA, ARCH, GARCH, OLS and MLE. Risk management. Lecture Time Series analysis: ARMA, ARIMA, ARCH, GARCH, OLS and MLE. Risk management.
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SCBAM
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Bangkok Metropolitan Area, Thailand
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Associate Director
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May 2018 - Dec 2021
Construct ETF portfolio. Generate factors based on fundamental data, financial statements and prices of Thai stocks. Done backtest on variety of strategies based on those factors. So called Smart beta. Construct ETF portfolio. Generate factors based on fundamental data, financial statements and prices of Thai stocks. Done backtest on variety of strategies based on those factors. So called Smart beta.
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SCBAM
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Bangkok Metropolitan Area, Thailand
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Fixed Income Portfolio Manager
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Oct 2014 - Nov 2015
Manage 10 Bn USD money market funds for SCBAM. Enhance return by derivatives, structured products. Monitor market updates, implement investment strategy based on team's conviciton. Manage 10 Bn USD money market funds for SCBAM. Enhance return by derivatives, structured products. Monitor market updates, implement investment strategy based on team's conviciton.
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SCB – Siam Commercial Bank
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Thailand
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Banking
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700 & Above Employee
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Risk Management Officer
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Jul 2013 - Sep 2014
Portfolios' risks monitoring. Estimate risk measures, Tracking errors, VaR, Duration, Beta, etc. Benchmarks selection, review limits. Create in-house programs to generate reports automatically by VBA on MS Excel. Portfolios' risks monitoring. Estimate risk measures, Tracking errors, VaR, Duration, Beta, etc. Benchmarks selection, review limits. Create in-house programs to generate reports automatically by VBA on MS Excel.
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Muang Thai Life Assurance
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Bangkok
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Fixed income and derivatives analyst
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Sep 2012 - Jun 2013
Pricing fixed income both domestic and foreign with derivatives embedded such as CDS, CCS and option. Asset liability management (ALM) and portfolio optimization. Credit profiles assessment for those firms who issue fixed income securities and monitor their performances by attending analyst meetings regularly. Investment regulations. Risk assessment such as VaR simulation by applying Extreme value theory. Implmented VBA to improve work quality and reduce lead time. Pricing fixed income both domestic and foreign with derivatives embedded such as CDS, CCS and option. Asset liability management (ALM) and portfolio optimization. Credit profiles assessment for those firms who issue fixed income securities and monitor their performances by attending analyst meetings regularly. Investment regulations. Risk assessment such as VaR simulation by applying Extreme value theory. Implmented VBA to improve work quality and reduce lead time.
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KASIKORNBANK
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Thailand
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Banking
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700 & Above Employee
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IT Projects Financial Analyst
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Feb 2011 - Jun 2011
Conducted in-depth analysis of potential profitable IT project proposals using MS Excel. Analyzed $2 billion worth of bank-wide financial investments on IT projects. Presented recommendations to top-level management on a weekly basis. Conducted in-depth analysis of potential profitable IT project proposals using MS Excel. Analyzed $2 billion worth of bank-wide financial investments on IT projects. Presented recommendations to top-level management on a weekly basis.
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Power Engineer
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Mar 2009 - Jul 2010
Supervised electricity equipment installation and upgrade transformers and load break switches. Used Visual Basic compact to capture data from GPS in PDAs and save them in compact SQL database. Supervised electricity equipment installation and upgrade transformers and load break switches. Used Visual Basic compact to capture data from GPS in PDAs and save them in compact SQL database.
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Process Engineer
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Jul 2005 - Jan 2007
Controlled production of electrical equipment assembly to reduce cost, waste, and cycle time Substantially reduced defects from human error and implemented robotic assembly. Controlled production of electrical equipment assembly to reduce cost, waste, and cycle time Substantially reduced defects from human error and implemented robotic assembly.
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Test Engineer
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Jul 2004 - Mar 2005
Utilized engineering background to establish new test procedures for production line. OTHER Studied English in New York City Feb - October 2007 Training the Street -Financial Modeling Workshop January 2012 Student Employee of the Year 2012. University of Hawaii at Manoa Apr 2012 Utilized engineering background to establish new test procedures for production line. OTHER Studied English in New York City Feb - October 2007 Training the Street -Financial Modeling Workshop January 2012 Student Employee of the Year 2012. University of Hawaii at Manoa Apr 2012
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Education
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University of Hawaii at Manoa
Master, Financial Engineering -
Chiang Mai University
Master, Business Administration; Quantum Physics -
Chiang Mai University
Bachelor of Science, Electrical Engineering