From the FOS Website:

'We've heard that people are getting fraudulent phone calls claiming to be from the Financial Ombudsman Service. The calls ask people to log-on to a scam website that's set up to steal their personal data. The Financial Ombudsman Service does not "cold-call' consumers and we would never ask to connect to your personal computer. If you receive any phone calls from people who say they work at the ombudsman service – but it seems suspicious and you want to check it out - please phone us directly on 0300 123 9 123. To help protect yourself generally from scam communications – you should'....Read more from the page: warning! scam phone calls