Our people

Doctor Igor Geninson - advisory board coordinator

Igor has worked for over 30 years in the financial markets as a quantitative analyst. This includes roles in equities, fixed income, structured products, FX, and commodities. He is currently a Principal at IBS Capital. Igor was formerly Head of Quantitative Analysis for FXO and Commodities Trading desks at the Commonwealth Bank of Australia.
He has extensive consulting experience and also worked or consulted to National Westminster Bank, Merrill Lynch, Zurich Capital Markets, Westpac, and other leading financial institutions.

Areas of Expertise:

• various segments of global markets including FXO, Commodities, IR Derivatives and complex multi-asset structured products
• full life cycle of financial model development including pricing and risk management
• trading and credit risk modelling and analysis
• trading book analysis, financial model validation and compliance, P&L attribution analysis including FRTB, IRRBB and TMR
• advanced business analytics, including big data, AI, and machine learning
• term structure and cash flow analysis, pricing and risk management of alternative assets
• portfolio asset allocation and optimisation

Joseph Capurso

Joseph is a Head of International and Sustainable Economics in Commonwealth Bank of Australia. He manages a team of economists and strategists that forecasts the major foreign economies, their central banks' policy, major currencies and commodity markets. The team also analyses the economic and financial market impact of sustainable economics (ESG) issues. With a keen interest in how economies and financial markets interact, Joseph helps clients navigate financial markets, focusing particularly on currency markets. His team has won a top place for currency strategy in the annual KangaNews survey of Fixed income investors from 2014, 2016, 2017 and 2018.

Areas of Expertise:

• global economics
• currency and commodity strategy
• sustainable economics
• central banks' policies

Trideep Chatterjee

Trideep is a business savvy cybersecurity specialist, with 20 years of combined cyber security, cyber compliance, data security, privacy and emerging technology risk advisory experience. He is the Founder and CEO of We Do Cyber™. Trideep gained his specialist experience to reduce cyber risk exposure over the past 20 years, working in various leadership roles, across the Australian Banking (CommBank, NAB and Westpac); Telco (Optus); and Government (Transport for NSW) industry sectors. Trideep is tertiary qualified with Master of ICT degree, with distinction award, from UOW.

Areas of Expertise:

• cyber security
• cyber compliance
• data security
• privacy and emerging technology risk

Rod Lewis

Rod Lewis is Chairman of Imperium Markets – a financial technology (‘Fintech’) business changing the face of financial markets through an innovative approach to helping wholesale investors better manage their income portfolios. Rod has over 30 years’ experience in banking and financial markets. Rod spent 10 years with First Boston Australia as Director of fixed Income and 17 years with CBA Global Markets. Rod’s CBA experience included 6 years as head of Fixed Income trading followed by 5 years as Head of Debt Syndicate. Rod then spent 6 years as Head of Global Markets trading with responsibility for teams trading FX, Commodities, Derivatives and Fixed Income globally. Rod was a member of the AFMA Market Governance committee for 6 years. For the last 4 years Rod has consulted on product design and markets with Yieldbroker, Australia’s largest established electronic market for Australian Interest Rate Securities and Derivatives.

Doctor Farida Akhtar

Areas of Expertise:

• asset pricing
• corporate and international finance
• environmental/technology finance
• portfolio risk management

Doctor Lurion De Mello

Areas of Expertise:

• energy economics
• financial economics
• investments
• econometrics of financial markets

Shauna Ferris

Areas of Expertise:

• applied finance and actuarial studies
• underwriting
• risk classification and discrimination
• adverse selection
• superannuation
• financial reinsurance

Professor Lance Fisher

Areas of Expertise:

• macroeconomics
• time series econometrics

Doctor Lin Han

Areas of Expertise:

• financial econometrics
• energy markets
• financial economics
• risk management
• renewable and sustainable energy
• business analytics

Doctor Christopher Heaton

Areas of Expertise:

• econometrics
• unemployment and the relationship between education andlabour market outcomes
• education, immigration and labour markets

Doctor Andreas Hellmann

Areas of Expertise:

• Behavioural accounting
• Neuroaccounting
• International accounting
• Accounting in Germany

Doctor John Inekwe

Areas of Expertise:

• financial econometrics
• monetary policy
• financial networks
• modelling of financial risk
• energy markets

Associate Professor Jiwook Jang

Areas of Expertise:

• financial and insurance risks
• catastrophe insurance modelling
• financial derivatives pricing

Professor Zhuo Jin

Areas of Expertise:

• optimal control
• regime-switching models
• mathematical finance
• machine learning

Professor Roselyne Joyeux

Areas of Expertise:

• Econometrics
• Non stationary time series analysis

Doctor Timothy Kyng

Areas of Expertise:

• financial decision making
• valuation of complex financial contracts
• finance education
• executive share option valuation
• application of mathematics and statistics to finance
• Insurance and actuarial science

Professor Martina Linnenluecke

Areas of Expertise:

• climate change
• resilience
• corporate sustainability
• environmental finance
• organisational adaptation

Associate Professor George Milunovich

Areas of Expertise:

• applied econometrics
• financial econometrics
• time series econometrics
• financial economics

Doctor Marjan Nazifi

Areas of Expertise:

• environmental economics
• energy markes

Professor David Orsmond

Areas of Expertise:

• macroeconomics
• housing markets
• financial markets and regulation
• mining sector and emerging economies

Doctor Fabiola Barba Ponce

Areas of Expertise:

• transition and change adoption
• psychological adjustment to change
• behavioural transformation
• skill utilisation and productivity
• application of mathematics and statistics to finance
• diverse workforce engagement

Doctor Natalia Ponomareva

Areas of Expertise:

• macroeconomics
• applied econometrics
• international finance

Doctor Sachi Purcal

Areas of Expertise:

• retirement
• annuities
• insurance

Professor Hanlin Shang

Areas of Expertise:

• functional data analysis
• nonparametric and semiparametric statistics
• Bayesian econometrics
• computational statistics
• demographic forecasting

Professor Elizabeth Sheedy

Areas of Expertise:

• Risk management and behaviour
• Risk culture and banking
• Stress testing
• Risk modelling
• Risk governance

Professor Jeffrey Sheen

Areas of Expertise:

• International Economics
• Macroeconomics
• Labour
• International Finance

Professor Shuping Shi

Areas of Expertise:

• time series analysis
• financial econometrics
• bubbles and crises

Associate Professor Abhay Singh

Areas of Expertise:

• financial risk modelling
• econometrics
• investment analysis
• asset pricing

Professor Ken Siu

Areas of Expertise:

• financial mathematics
• regime-switching models
• insurance mathematics
• modelling of financial risk

Professor Tom Smith

Areas of Expertise:

• environmental finance
• asset pricing theory and tests
• design of markets – market microstructure
• derivatives

Associate Professor Georgy Sofronov

Areas of Expertise:

• change-point problem, statistical quality control
• optimal decision rules, operations research
• Markov chain Monte Carlo methods, cross-entropy method
• statistical modelling and data analysis

Professor Gary Tian

Areas of Expertise:

• Political connections, uncertainty and corruption
• CEO compensation/turnover
• State ownership and family control
• Audit opinions and auditor choice
• Bank loans and Trade credit
• Investment effi ciency and Mergers and Acquisitions
• Chinese capital markets

Professor Stefan Trueck

Areas of Expertise:

• Risk Management (Credit and Operational Risk)
• Asset Pricing
• Energy Markets
• Financial Economics
• Carbon Trading and Economics of Climate Change
• Real Estate Economics
• Econometrics of Financial Markets

Doctor Chi Truong

Areas of Expertise:

• catastrophic risk modelling
• real option analysis
• environmental and resource economics
• financial risk modelling

Associate Professor Ben Wang

Areas of Expertise:

• macroeconomics
• applied econometrics
• policy design
• labor market frictions

Associate Professor Xian Zhou

Areas of Expertise:

• Risk theory
• survival analysis
• loss models
• credibility theory

Professor Piet de Jong

Areas of Expertise:

• financial risk
• statistics
• insurance mathematics
• time series and forecasting
• econometrics
• mathematical psychology
• quantitative ecology

Doctor Egon Kalotay

Areas of Expertise:

• Accounting and Corporate Governance
• Asset pricing
• Derivatives
• Credit risk management

Professor Geoffrey Kingston

Areas of Expertise:

• macroeconomics
• personal finance
• international finance

Associate Professor Han Li

Areas of Expertise:

• Mortality modelling and Forecasting
• Extreme risk management
• Population aging and retirement planning
• Climate change and insurance

Doctor Matteo Malavasi

Areas of Expertise:

• Portfolio Selection
• Stochastic Orderings
• Risk Management
• Financial Economics

Doctor Ryle Perera

Areas of Expertise:

• Mathematical Finance
• Stochastic Control
• Financial Engineering

Professor Gareth Peters

Areas of Expertise:

• Actuarial Mathematics and Statistics
• Econometrics and Computational Finance
• Risk Management
• Statistics

Professor David Pitt

Areas of Expertise:

• Income protection insurance
• Linear modelling with actuarial applications
• Model selection with actuarial applications

Doctor Alex Radchik

Areas of Expertise:

• energy markets
• financial analytics
• risk management

Doctor Yuri Salazar

Areas of Expertise:

• Dependence analysis using copulas
• Tail dependence and extreme value theory
• Portfolio optimization and asset allocation
• Credit risk and default probabilities

Doctor Alex Sava

Areas of Expertise:

• microbiology, chemistry and biochemistry
• aerosol hydrogen peroxide disinfection process ('nanonebulant')
• fast and economical assay of biological and chemical contaminants in hospitals, hotels and residential premises
• world-first pathogen-disinfecting technologies based on symbiotic mixtures of natural enzymes with biocides

Doctor John Selby

Areas of Expertise:

• Cybersecurity & Privacy
• Cybersecurity: Governance and Ethics

Associate Professor Sean Turnell

Areas of Expertise:

• Expert on Burma, the use of economic sanctions. Has advised the US Congress on the Burma situation
• Australian Banks in Asia

Associate Professor Sue Wright

Areas of Expertise:

• Financial Regulation
• Financial Analysis
• Corporate Governance
• Banking in Australia