Kamila is a Quantitative Research and Analytics Associate in the Investment Risk Management of Northwestern Mutual Life Insurance Company. She joined the company in 2014. Kamilla has extensive experience using analytical and research techniques (time series analysis and forecasting, econometrics, financial mathematics) in developing internal capital market assumptions and economic scenario generator used by Actuarial and Investment departments across the company. Prior to joining Northwestern Mutual, Kamilla taught various undergraduate mathematics and economics classes during her graduate studies.
Kamilla has a BSc in Economics from Moscow State University, MS in Finance from University of Ulm, and MS in Mathematics from University of Wisconsin-Milwaukee. She currently works on her PhD studies in Economics at University of Wisconsin-Milwaukee.
News Sentiment Analysis In Em Sovereign Debt Research, Investment and Risk Management
We present a framework for ex-ante analysis of the USD denominated EM Sovereign spreads and respective currencies based on the flow of news in global and local media. The public domain GDELT data is currently being used, but the framework is agnostic to data source, and can be adopted to any data source. We will discuss use cases pertaining to selected countries and spearhead the discussion about predictive qualities of the produced analytics.