Mike Ashley

Chief Risk Scientist, Dynamic Risk Assessment Global Centre of Excellence

KPMG Australia

Mike Ashley is the Chief Risk Scientist of the Dynamic Risk Assessment Global Centre of Excellence and is in charge of research and development activities in addition to bespoke client delivery work. Mike is a subject matter expert in quantitative financial modelling of both derivatives and capital. Experienced in the modelling of derivatives across credit, FX, IR and Equities and Energy. Mike also developed risk appetite, stress testing, regulatory/economic Basel II capital models and methodologies for financial institutions.

  • Advisory
  • IT in Internal Audit
  • Risk Consulting