AURISCON Ltd
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Welcome to
Auriscon
Consulting that provides real world solutions and effective advisory.
Services
provided by Auriscon
covers service areas in Credit Risk Analytics, including development, validation and review.
Solutions
from Auriscon
are rooted in subject matter expertise, with coverage of Credit Analytics for Financial Institutions - including methodologies and programming -, and Marketing Analytics for selected clients.
The approach
combines holistic agendas and subject matter expertise
achieved through experience and supported by a strong analytical and technical background.
Methods
Concepts & Advisory
Methodology, Processes, Strategies, Risk Assessment, Governance
Analytics & Development
Credit Risk, Marketing Analytics, Validations, Simulations, Model Risk
Review & Compliance
Credit Risk, Model Risk, Risk Governance, Basel, Standards
Tools & IT
Prototypes, R, BPMA, VBA, Visio, MS Office, Functional Documentation
Projects & Clients
2026, Consultancy, London
Programming Credit Portfolio and Stress Testing Model libraries. Advising on Strategic Consulting, Marketing and Sales.
2021-2025, HSBC, London HQ
Supporting Model Risk Audit function on technical auditing pertaining to model risk aspects across global businesses and functions.
2022, Japanese Investment Bank, London
Advising regional Audit function on thematic aspects pertaining to the Validation of Models used for Securities Pricing and Risk Measurement.
2021, Scotia, Ireland
Suitability assessment of Scotia Bank Market and Credit Risk models for for use in local Irish / UK subsidiaries
2019-2020, UBS, Zurich
Model Development and advisory on thematic aspecs concerning Default Risk Charge and Default Risk in the Trading book
2018, Consultancy, London
Development of Stress Testing Models
2017, HSBC, London
Supporting Model Risk Audit function on Traded Risk and Country Risk related Audits
2017, Central Bank, Frankfurt
Project on Targeted Review of Internal Models in Central Bank
2015-2016, HSBC, London
Supporting Model Risk Audit function on Retail, Wholesale Credit and Traded Risk related Audits
2015, ZenCap, Berlin
Validating Retail Credit Risk models for FinTech Company