7+ years of Auriscon successfully delivering solutions

Auriscon is a consulting firm with competency in the cross section of quantitative, technological and financial risk areas. We offer hands on project experience in conjunction with relevant expertise to support our clients. Our contribution is rooted in experience across multiple financial risk disciplines supported by in depth experience in quantitative programming, strategy simultation and audit testing.

Since 2017, Auriscon's key members haver stood for a high quality of consulting in the field of Financial Risks in Banking. With the right experience we continue to provide effective support and solutions to complex challenges in strategy planning, risk measurement and technical audit areas.

Our Vision

is to advise and support our clients with subject matter expertise to ensure their objectives and tactical requirements are realized in time. Our support ultimately aims to add value for our clients, to help them to manoeuvre successfully a rapidly changing environment that is imposing challenges onto the operation, compliance and strategy of their businesses.

Our Approach

As a consultancy expertised in risk and analytics areas we provide support to clients in

  • devisising and communicating concepts and processes.
  • developing, transforming and reviewing analytical models and risk frameworks.
  • assessing regulatory copliance and reveiwing governance and policies.
  • identifying solution gaps in relation to technological, strategy and risk measurement approaches.

Main Menu

Consulting Service

Methods

Sample image Programming
R for Stat.Comp.
MS Office
System Dynamics
Sample image Concepts
Models
Processes
Risk Analysis
Sample image Analysis
Methods & Data
Business Processes
Validation
Sample image Review
Model Design
Governance
Processes
Sample image Compliance
Regulatory
Policies, Governance

Projects & Clients

Supporting Model Risk Audit function on technical auditing pertaining to model risk aspects across global businesses and functions.

2021-2025, HSBC, London HQ

Advising regional Audit function on thematic aspects pertaining to the Validation of Models used for Securities Pricing and Risk Measurement. 

2022, Japanese Investment Bank, London

Suitability assessment of Scotia Bank Market and Credit Risk models for for use in local Irish / UK subsidiaries

2021, Scotia, Ireland

Model Development and advisory on thematic aspecs concerning Default Risk Charge and Default Risk in the Trading book

2019-2020, UBS, Zurich

Model Development of Stress Testing Models

2018, Consultancy, London

Supporting Model Risk Audit function on Traded Risk and Country Risk related Audits

2017, HSBC, London

Project on Targeted Review of Internal Models in Central Bank

2017, Central Bank, Frankfurt

Supporting Model Risk Audit function on Retail, Wholesale Credit and Traded Risk related Audits

2015-2016, HSBC, London

Validating Retail Credit Risk models for FinTech Company

2015, ZenCap, Berlin