Raksith Woraprasert
About Raksith Woraprasert
Raksith Woraprasert is a Senior Data Analyst at Group One Trading, LP, where he has worked since 2016. He has a background in Financial and Risk Engineering from New York University and Computer Engineering from Chulalongkorn University, and has contributed to various projects that enhance trading strategies and data analysis.
Work at Group One Trading
Raksith Woraprasert has been employed at Group One Trading, LP since 2016, currently holding the position of Senior Data Analyst. In this role, he has contributed to various projects aimed at enhancing the firm's operational efficiency. He previously served as a Business Intelligence Analyst at the same company from 2014 to 2016. His responsibilities include guiding junior analysts in project execution and collaborating with senior management and traders to identify and prioritize new project ideas.
Education and Expertise
Raksith Woraprasert earned a Master of Science (MSc) in Financial and Risk Engineering from New York University, where he studied from 2012 to 2013. Prior to that, he completed a Bachelor's degree in Computer Engineering at Chulalongkorn University from 2007 to 2011. His educational background provides a strong foundation in data analysis and engineering principles, which he applies in his current role.
Background
Raksith Woraprasert began his career with an internship as an Assistant Engineer at Advanced Info Service Plc (AIS) in 2010 for two months in Bangkok Metropolitan Area, Thailand. He then worked as a Graduate Assistant and Teaching Assistant at NYU Polytechnic School of Engineering from 2012 to 2013. His diverse experiences in engineering and data analysis have shaped his professional journey leading to his current position.
Achievements
Throughout his career, Raksith Woraprasert has developed several analytical models and systems. He built an internal transaction cost analysis model to optimize equity order routing, enhancing transaction effectiveness. He also created a computation system using SQL and R to analyze correlation factors between option-listed products and benchmark products, which is used in benchmark shock simulations. Additionally, he developed a delta hedge P&L simulation process that improved the firm's hedging strategy.