Yes, it is possible to boot Windows on an external SSD with a thunderbolt interface, and possibly with a USB-3.0 interface. It is reported that Windows will detect a slower FireWire or USB-2.0 connection and refuse to run as it is deemed to be "too slow".
There are several threads here showing how and discussing this topic already.
I am running Windows 8 on a Seagate GoFlex interface to a SSD via thunderbolt on a new iMac.