Pavel V. Shevchenko is a Principal Research Scientist in the Division of Mathematics, Informatics and Statistics of CSIRO (The Commonwealth Scientific and Industrial Research Organisation of Australia). Pavel joined CSIRO in 1999 to work in the area of financial risk. He leads research and commercial projects on modelling of operational and credit risks; option pricing; insurance; modelling commodities and foreign exchange; and the development of relevant numerical methods and software.
He received a MSc from Moscow Institute of Physics and Technology and Kapitza Institute for Physical Problems in 1994; a PhD from The University of New South Wales in 1999 in theoretical physics; and is adjunct Professor at School of Mathematics and Statistics UNSW since 2011.
He has published extensively in academic journals, consults for major financial institutions and is a frequent presenter at industry and academic conferences.