Risk Analytics Lab
The Risk Analytics Lab at Macquarie University is a cross-disciplinary research team collaborating with academia and industry on innovative risk analytics solutions across several domains: finance, economics, energy, insurance, demography, superannuation and environmental finance.
The Lab was founded in the Department of Applied Finance and Actuarial Studies at Macquarie University in 2016 by Prof Pavel Shevchenko. The Risk Analytics Lab is a cross disciplinary team that aims to gain a better understanding of modelling, pricing and managing risk with the following objectives:
- develop and apply innovative risk analytics solutions via fundamental research and industry linked projects
- facilitate knowledge exchange between academia, industry and policymakers
- strengthen and promote the connection between fundamental research and industry practice.
Department of Actuarial Studies and Business Analytics
4 Eastern Road
North Ryde NSW 2109
Office hours: 9am - 5pm (Mon to Fri)
Our main research areas are:
- operational risk, credit risk, market risk
- energy and commodity markets
- claims reserving in insurance
- retirement income products
- mortality modelling
- portfolio optimisation
- financial derivatives.
View demonstration versions of several online software tools developed in the Lab.
If you are interested to join the Lab or in collaboration opportunities on industry or research projects (including MRes, PhD or Post doctoral opportunities), please contact Lab director Prof Pavel Shevchenko: email@example.com