Heavy Neutral Lepton Decay Searches at the NA62 Experiment at CERN

A sensitivity study on a new dark fermion, the Heavy Neutral Lepton (HNL), decaying to pion-muon final states at the NA62 experiment at CERN is discussed in this thesis, within a theoretical framework called the Neutrino Minimal Standard Model. A full Monte Carlo simulation that has been developed to quantify the expected sensitivity of the NA62 experiment to HNL decays is detailed in this work. A data-driven background evaluation has been performed on a data set collected for HNL decay searches during the 2016-2018 data taking by the NA62 experiment. Results on the expected number of background events to N $\to \pi\mu$ decays are presented in this thesis.