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Natalja Frolova

Mrs Natalja Frolova

Biography

Natalja is a postgraduate researcher in the Department of Mathematics, King's College London. Natalja commenced her part-time PhD in Statistics at King’s College London in 2025. Prior to joining King’s, she obtained an MSc in Computational Finance from University College London in 2022 and a BSc (Hons) in Banking and Finance from London Metropolitan University in 2021.

Natalja’s research concentrates on the development and application of Bayesian non-parametric methods in conjunction with copula-based dependence structures to enhance portfolio allocation and risk assessment, addressing the limitations of traditional parametric models in financial markets. 

She possesses professional experience in finance and data science and is currently employed as a Data Scientist within the Global Equity team at Schroders.

Research interests

  • Bayesian Theory

  • Non-Parametric Methods

  • Copula-Based Dependence Structures

PhD supervision

First supervisor: Dr Maria Kalli

Second Supervisor: Prof Jim Griffin (UCL Department of Statistical Science)

Research

ARTICLE Graphs 2
Statistics

The group has research strengths in the design and analysis of experiments, time series and Markov chain Monte Carlo and sequential Monte Carlo methods.

Research

ARTICLE Graphs 2
Statistics

The group has research strengths in the design and analysis of experiments, time series and Markov chain Monte Carlo and sequential Monte Carlo methods.