About the Author

Dr Natasha Kozul has an MSc in Computing and a PhD in Nuclear Biophysics from the University of London. After completing her doctorate, she joined Barclays Capital in London as an Analyst Programmer, working on a wide range of applications, from web-based development to programming derivatives trading systems, market data and yield curve construction. This led to a position of Model Validation Analyst in the Royal Bank of Scotland, which included all aspects of product pricing, from quantitative modelling, risk assessment, independent pricing methodology and reserve policy to approval of new exotic trades.

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