7+ years of Auriscon successfully delivering solutions

Auriscon Ltd and Auriscon HK Ltd are private limited companies, each 100% owned by the sole director and principal consultant. All client work is either done by myself, the principal consultant, or supervised directly by me. Auriscon Ltd and Auriscon HK Ltd may engage occasional research, administrative, or student support under direct supervision. Where contractually agreed, the right is retained to involve appropriately qualified substitutes. Any subcontracting for core analytics requires explicit agreement with clients. Therefore, clients will always be informed of who works on the project. 

Since 2017, the members of Auriscon who started the company in the legal form of a LLP registered in England and Wales, have stood for a high quality of consulting delivery. Auriscon Ltd and Auriscon HK Ltd are consulting firms with competency in the cross section of methodology, analysis and programming. The consultancy service provided in credit risk analytics highlights model development, validation and review aspects across sub-topics. In addition, Marketing Analytics consultancy is provided on a topical selection of methods, prototyping and automation.

The Vision

is to advise and support clients with subject matter expertise to ensure their objectives and tactical requirements are realized in time. The support provided 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.

The Approach

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

  • devisising and communicating concepts and methods.
  • developing, transforming and reviewing analytical models and risk frameworks.
  • assessing regulatory compliance and effectiveness of risk governance.
  • identifying solution gaps in relation to technological, strategy and risk measurement approaches.

Methods

Concepts & Advisory

Methodology, Processes, Strategies, Risk Assessment, Governance

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Analytics & Development

Credit Risk, Marketing Analytics, Validations, Simulations, Model Risk

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Review & Compliance

Credit Risk, Model Risk, Risk Governance, Basel, Standards

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Tools & IT

Prototypes, R, BPMA, VBA, Visio, MS Office, Functional Documentation

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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