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Sure it's possible. Thief is one of the easiest classes to solo too. You'll have no trouble at all with traps and locks.
One tip: Swashbuckler is the way to go, IMHO. What you lose in backstabbing you easily gain in general fighting power with the THAC0 and AC bonuses and dual wielding. Stat-wise, give him high DEX (18 or 19, whatever your race's max is), STR (as high as possible too), and CON (up to 16, beyond that is a waste).
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