"JEROME says (vide A, 4) that "each soul has an angel appointed to guard it from its birth." .... Origen observes (Tract. v, super Matt.) there are two opinions on this matter. For some have held that the angel guardian is appointed at the time of baptism, others, that he is appointed at the time of birth. The latter opinion Jerome approves (vide A, 4), and with reason. For those benefits which are conferred by God on man as a Christian, begin with his baptism; such as receiving the Eucharist, and the like. But those which are conferred by God on man as a rational being, are bestowed on him at his birth, for then it is that he receives that nature. Among the latter benefits we must count the guardianship of angels, as we have said above (1,4). Wherefore from the very moment of his birth man has an angel guardian appointed to him."
~St. Thomas Aquinas: Summa Theologica, I, Q. 113, A. 5.
See: Of the Guardianship of the Good Angels (Eight Articles)