Katja Ignatieva

Katja is a Sciential Associate Professor in the School of Risk and Actuarial Studies at UNSW Business School. She joined UNSW in November 2011 after completing her Co-tutelle PhD in Finance at Goethe University Frankfurt, Germany and Macquarie University Sydney. Prior to her PhD studies, Katja has completed MSc in Mathematics and Statistics from Humboldt University Berlin, Germany as well as Glasgow University, UK. Katja’s research interests lie in the area of quantitative finance, in particular, financial econometrics, derivative pricing and risk management. Katja performs empirical research in financial markets, commodity and energy markets, and insurance. Katja has published her research in the top tier international journals such as Journal of Business & Economic Statistics, Journal of Banking and Finance, Energy Economics and Insurance: Mathematics and Economics among others.

Education

• MSc in Mathematics; MSc in Statistics Humboldt-Universität zu Berlin (2002 — 2007)
• Macquarie University

Companies

• Associate Professor UNSW Business School, University of New South Wales, Sydney (2020)
• Senior Lecturer UNSW Australia (2014 — 2019)
• Lecturer UNSW Australia (2011 — 2014)
• PhD in Finance Goethe-Universität Frankfurt a. Main (2007 — 2012)
• PhD in Economics Macquarie University (2010 — 2011)
• Research Associate University of Technology, Sydney (2010 — 2011)
• Master by Research-Program at the Department of Statistics University of Glasgow (2006 — 2007)
• Diplom-Mathematikerin equiv. MSc in Mathematics Humboldt-Universität zu Berlin (2001 — 2006)
• MSc in Statistics Humboldt-Universität zu Berlin (2002 — 2005)

Grants, Scholarships, Awards

• 2020: Silverstar award, UNSW (for the near miss in ARC Discovery application) – AUD 20,000
• 2019: Silverstar award, UNSW (for the near miss in ARC DECRA application) – AUD 20,000
• 2017-2019: UNSW Scientia Fellowship, awarded for excellence in research – AUD 120,000
• 2018: UNSW Research Achievement Commendation for excellence in research in 2013-2018
• 2017: Centre for Social Impact (CSI) Grant – AUD 10,000
• 2017-2018: Business School Research Grant (BSRG) UNSW – AUD 20,000
• 2015: Non-Professorial Research Excellence Award for outstanding research in 2014
• 2015-2016: Business School Research Grant (BSRG) UNSW – AUD 20,000
• 2014: AFAANZ Research Grant – AUD 4,000
• 2013: Institute of Actuaries of Australia Research Grant – AUD 15,000
• 2013: Australian School of Business SRG (Special research Grant) UNSW – AUD 10,000
• 2012: Australian School of Business SRG (Special research Grant) UNSW – AUD 10,000
• 2010-2011: Conference travel grant, Macquarie University – AUD 10,000
• 2010-2011: Scholarship for Research Excellence, Macquarie University – AUD 10,000 per annum
• 2010-2011: Cotutelle International Macquarie University Research Excellence Scholarship (iMQRES) – approx. – AUD 20,000 per annum
• 2009-2010: Doctoral Scholarship from the German Research Foundation (DFG) approx. – EUR 1,100 per month
  
• 2006-2007: Novartis research scholarship for (R)MSc. ) approx. – GBP 1,000 per month