Prof. Dr. Pavel V. Shevchenko

Pavel Shevchenko has been a Professor in the Department of Applied Finance and Actuarial Studies at Macquarie University since August 2016. Prior to joining Macquarie University, he worked at CSIRO Australia (1999-2016) holding the position of a Senior Principal Research Scientist (2012-2016).

Since 1999, Prof Shevchenko has worked in the area of financial risk, leading research and industry 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 the Moscow Institute of Physics and Technology in 1994 and a PhD from the University of New South Wales in 1999. He is currently an Adjunct Professor at the University of New South Wales and University of Technology Sydney.

He is also associate editor of international journals (RISKS and Journal of Operational Risk) and member of the Retirement Incomes Working Group in the Institute of Actuaries of Australia. Prof Shevchenko has published extensively in academic journals, consulted for major financial institutions, and is a frequent presenter at industry and academic conferences. His publication records include one research monograph, two co-authored research monographs, over 60 journal papers, and over 80 technical reports.

More information can be found on his homepage: http://www.businessandeconomics.mq.edu.au/contact_the_faculty/all_fbe_staff/pavel_shevchenko