Laboratory director

Pavel Shevchenko

Prof Pavel Shevchenko
Since August 2016, Pavel Shevchenko has been a Professor in the Department of Applied Finance and Actuarial Studies at Macquarie University. Prior to joining Macquarie University, Prof Shevchenko worked at CSIRO Australia (1999-2016), holding a position of 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.


Research Associates/Postdoctoral Fellows

  • Dr Xiaolin Luo, 2017-2018
  • Dr Johan Andreasson, 2017-2018
  • Dr Wei Wu, UNSW 2016-2019

Affiliated members


  • Andreas Lichtenstern (Munich TU), February-July 2018
  • Prof Youri Kabanov (University of Franche-Comté), November 2017
  • Dr Man Chung Fung (CSIRO), September 2016 - September 2017
  • Dr Jonas Hirz (Vienna TU), December 2016

PhD students

  • Johan Andreasson, UTS, 2014-2017
  • Jin Sun, UTS, 2016-2019

MRes students

  • Jie Zhu, Macquarie University, 2017
  • Denny Wan, Macquarie University, 2018
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