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, MS in Mathematics from University of Wisconsin-Milwaukee and PhD in Economics from University of Wisconsin-Milwaukee.
TBC-NEWS SENTIMENT ANALYSIS IN EM SOVEREIGN DEBT RESEARCH, INVESTMENT AND RISK MANAGEMENT
We present the internally developed framework for ex-ante analysis of the foreign exchange and sovereign bond markets based on the news sentiment in global and local media, the Global Economy and Markets Sentiment (GEMS) model. The predictive analytics from GEMS model are used to enhance the fundamental analysis to better assess risks and opportunities in the Emerging Markets sovereign debt market. We introduce the long-term and short-term trading strategies based on the produced GEMS analytics and spearhead the discussion about predictive qualities of the produced analytics.