P. Shevchenko

Biography

Prof Pavel Shevchenko is a world renowned expert in the area of quantitative risk. He is a Professor in the Department of Applied Finance and Actuarial Studies at Macquarie University since August 2016. Before joining Macquarie University, he worked as a research scientist in the government science agency CSIRO Australia during 1999-2016 where he held a position of a Senior Principal Research Scientist since 2012. In CSIRO, Prof Shevchenko worked in the area of financial risk leading research and commercial projects on modelling of operational and credit risks; longevity and mortality, retirement products; option pricing; insurance; modelling commodities and foreign exchange; and the development of relevant numerical methods and software. He received a MSc from Moscow Institute of Physics and Technology, and Kapitza Institute for Physical Problems in 1994; a PhD from The University of New South Wales in 1999 in theoretical physics. He is currently an adjunct Professor at the University of NSW and University of Technology Sydney. He is also associate editor of international journals (RISKS and Journal of Operational Risk) and member of retirement incomes working group in the Institute of Actuaries of Australia and Industry Advisory Board at University of Technology Sydney. Prof Shevchenko has published extensively in academic journals, consults for major financial institutions and is a frequent presenter at industry and academic conferences. His publication records include one book monograph, two co-authored monographs, two book chapters, over 60 journal papers and over 80 technical reports.

Research Interest

Finance and Actuarial Studies