Our people

Our people

Head of Department

Professor David Pitt

David Pitt completed his Bachelor of Economics (Actuarial Studies) and Bachelor of Science (Statistics) degrees at Macquarie Universtiy in 1997 with a scholarship from AMP. After graduation, David worked with the AMP as an actuarial analyst for two years, specialising in the pricing and valuation of both personal and commerical lines of general insurance business. In addition to working at AMP, David also completed the requirements for Fellowship of the Institute of Actuaries Australia. David then returned to academia.

He was one of two foundation lecturers in the ANU Actuarial Studies program from 2000 until 2004. During this time, he completed his PhD in Actuarial Studies, specialising in the use of modern statistical methods in the analysis of disability income insurance portfolios. From January 2005 until June 2010, David worked in the Centre for Actuarial Studies at the Univfersity of Melbourne. He joined the Department of Actuarial Studies at Macquarie University as Associate Professor in July 2010 and was appointed Professor in December 2015. David is a very dedicated teacher and has won numerous teaching awards during his career including the Vice Chancellor's Award for Teaching Excellence from the ANU in 2003, a national citation for outstanding contributions to student learning from the Australian Learning and Teaching Council in 2009 and a Dean's Excellence Award in 2012.

David has also served as marker and chief examiner in the Part III education program of the Institute of Actuaries of Australia and as a member of the Education Committee of the International Actuarial Association. David's research is in the area of actuarial statistics and he has published in leading academic actuarial journals including the Astin Bulletin: the journal of the International Actuarial Association and the Annals of Actuarial Science. He was awarded the H.M. Jackson prize for best paper by an Australian actuary published in an international journal in 2007.

Featured Staff

Professor John Croucher

John Croucher’s research contributes to the application of quantitative methods to business and management, such as information and decision analysis or applied business techniques, while contributing to advances in quantitative research methods. John has been a major contributor to management education through his 28 books, 120 research papers and over 1000 newspaper articles. His teaching skills are exemplified by his six national and international awards for outstanding teaching, including the prestigious award of Prime Minister's University Teacher of the Year (2013). He was also awarded the university’s inaugural Community Outreach award, Excellence in Education award and Distinguished Alumni award. In recent years he designed and teaches in the new MBA program at the Divine Word University in PNG. As a result, he was awarded an honorary PhD for services to education and the country. In 2015 John was made a Member of the Order of Australia for outstanding service in mathematics and statistics education. John is committed to flexible learning approaches, setting up a Web-based learning tool to enhance the way in which challenging and controversial statistical material and evidence could be taught and understood.

Professor Pavel 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 riskslongevity and mortalityretirement productsoption pricinginsurance; 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 monographtwo co-authored research monographsover 60 journal papers, and over 80 technical reports.

Professor Ken Siu

Ken Siu is a Professor of Actuarial Studies at Macquarie University. His research areas are mathematical finance, actuarial science, quantitative risk management, stochastic calculus, filtering and control as well as their applications. He has more than 140 publications in refereed journals. His papers have been published in leading international peer-reviewed journals.

Professor Leonie Tickle

Leonie Tickle is an Associate Professor in Actuarial Studies at Macquarie University. Her research focuses on the modelling, analysis and forecasting of mortality in the general population and for insured lives, and she has received both the H M Jackson and the A M Parker prizes of the Institute of Actuaries of Australia for this work. Her teaching has been recognised by two Macquarie University awards as well as a national Citation for Outstanding Contributions to Student Learning from the Australian Learning and Teaching Council. Leonie has served on a number of committees of the Institute of Actuaries of Australia in the areas of experience analysis, education, leadership and research, and on the International Actuarial Association Education Committee.

Professor Stefan Trueck

Stefan Trueck is a professor and Co-Director of the Centre for Financial Risk. His research interests focus on risk management, financial econometrics and business analytics, including the fields of energy and commodity markets, credit risk, systemic risk, emissions trading, climate change economics and international financial markets.

Academic staff

SurnameFirst NameTitleExtLocation
AkhtarFaridaDr18694ER226
CroucherJohnProfessor8999E14B
de JongPietProfessor85764ER227
FarmerJimMr85694ER616
FerrisShaunaMs72944ER617
GuthrieSimonMr18074ER227
JangJiwookDr85754ER613
KyngTimothyAssociate Professor72894ER614
LeeMaggieMs  
LiHanDr64604ER724
LiJackieAssociate Professor85764ER610
PittDavidProfessor84554ER608
PurcalSachiDr85714ER615
ShevchenkoPavelProfessor84924ER244
ShiYanlinDr47504ER729
SiuKenProfessor85734ER618
TanChong ItDr48434ER609
TickleLeonieProfessor85674ER708
TrueckStefanProfessor84834ER433
TruongChiDr84814ER230
WinzarHumeAssociate Professor64684ER633
ZhangColinDr84844ER227
ZhouXianAssociate Professor85664ER607

Professional staff

SurnameFirst NamePositionTitleExtLocation
ChenVeronicaTeaching AssistantMs48734ER622C
ChowAngela

Senior Departmental Administrative Officer

Ms

18104ER620
MosesMaree

Department Administrative Officer

Ms

85744ER621
Petto-HamiltonAlison

Departmental Administrative Officer

Ms

99874ER619
TracyDeanna

Department Administrative Officer

Ms

48714ER621
WestKatiePersonal Assistant to Head of DepartmentMs48724ER622B
XieHongTeaching AssistantMr47764ER622D

PhD Students

SurnameFirst NameEmail AddressPrincipal Supervisor NameResearch Areas
FerrisShaunashauna.ferris@hdr.mq.edu.auDr. Sachi Purcal
  • Prudential regulation of banks and insurance companies
FunkChristophchristoph.funk@hdr.mq.edu.auProf. Stefan Trueck
  • Environmental Economics and Climate Change
  • Energy Economics and Forecasting
HanLinlin.han2@hdr.mq.edu.au
Prof. Stefan Trueck
  • Energy Finance
KularatneThilini Dulanjalithilini-dulanjali.kularatne@hdr.mq.edu.auAssociate Prof. Jackie Li
  • Modern Statistical Methodologies in Morality Forecasting
LauterTobiastobias.lauter@hdr.mq.edu.auProf. Stefan Trueck
  • Financial Economics
  • Business Analytics
MalavasiMatteomatteo.malavasi@hdr.mq.edu.auProf. Stefan Trueck
  • Stochastic Orderings
  • Portfolio Selection
  • Risk Management
MokKamkam.mok@hdr.mq.edu.auAssociate Prof. Jackie Li
  • Mortality modelling and forecasting
NguyenHaha-thi-thu.nguyen@hdr.mq.edu.auProf. Ken Siu
  • Financial Mathematics and Actuarial Mathematics
ParkKyu Hyungkyu-hyung.park@hdr.mq.edu.auProf. Leonie Tickle
  • Mental health
  • Health insurance
  • Data analytics
RothenbergerMarcelmarcel.rothenberger@hdr.mq.edu.auProf. Stefan Trueck
  • Risk premia in commodity future markets
  • Trading strategies in commodity future markets
WangNingning.wang7@hdr.mq.edu.auProf. Ken Siu
  • Stochastic optimal control
  • Optimal reinsurance design
WeiMing

ming.wei1@students.mq.edu.au

Prof. Stefan Trueck
  • Energy economics
  • Electricity markets
WongKennethkenneth.wong4@hdr.mq.edu.auAssociate Prof. Jackie Li
  • Mortality modelling and forecasting
YanGuanguan.yan@hdr.mq.edu.auProf. Stefan Trueck
  • Systemic risk and financial network
  • Risk management
YuYimengyimeng.yu@hdr.mq.edu.auProf. Stefan Trueck
  • Investor behaviour
  • Market microstructure
  • Market efficiency, market quality
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