Dr. Pavel Shevchenko

Professor

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Biography

Pavel Shevchenko is a world-renowned expert in quantitative risk management, holding a professorial position at the Department of Actuarial Studies and Business Analytics at Macquarie University since August 2016. Before this appointment, he worked at CSIRO Australia, where he held the position of Senior Principal Research Scientist from 2012 to 2016. His primary research areas include financial risk, where he has made significant contributions to operational credit risk modeling, longevity and mortality related to retirement products, option pricing, and commodity modeling. He received an MSc from the Moscow Institute of Physics and Technology in 1994 and a PhD from the University of New South Wales in 1999. Currently, he serves as an associate editor for the RISKS Journal and is a member of the Retirement Incomes Working Group at the Institute of Actuaries of Australia. He has published extensively in academic journals and has been involved in numerous collaborative research projects. His scholarly work includes the publication of 80 journal papers and various technical reports, alongside contributions to industry consultations and academic conferences.

Research Interests

Risk Management Financial Mathematics Operational Risk Credit Risk Portfolio Asset Allocation Financial Derivatives Pricing Mortality Modeling Retirement Income Products Claims Reserving Modeling Commodities Foreign Exchange Markets Modeling Extreme Events Dependence Modeling State-Space Models Monte Carlo Methods Optimal Stochastic Control Machine Learning

Experience

Senior Principal Research Scientist

— Present

CSIRO • Australia

Led research projects in financial risk and developed modeling techniques for various financial applications.

Requirements for Macquarie University

Master Program
Requirements
GPA Requirement
Required:3
IELTS
Listening
Required:6
Reading
Required:6
Writing
Required:6
Speaking
Required:6
Overall
Required:7
TOEFL
Listening
Required:20
Reading
Required:20
Writing
Required:20
Speaking
Required:20
Total
Required:94
PTE
Listening
Required:58
Reading
Required:58
Writing
Required:58
Speaking
Required:58
Overall
Required:65
Prerequisites
Bachelor degree from a recognised institution Minimum 3 years full-time equivalent work experience at a managerial/professional level
Application Checklist
  • Official Academic Transcripts
  • Curriculum Vitae (CV)
  • Statement of Motivation
  • Evidence of Work Experience
Specialization Notes

Applied to Department of Business (MBA Program).