This is totally bogus. It pretends to be from Microsoft, in response to a pop-up warning that you have been scammed and then the criminal on this number tries to load external control software to take over your computer and then (eventually) requests your bank account details, supposedly to remove fictitious attempts they say have been made on your account.
They are very convincing and prey on the concepts of creating panic and confusion with flashing warnings and loud beeping. Very in-your-face and you need to stay calm and disconnect immediately.
To ensure they haven't infiltrated and can't reconnect, simply turn off your computer and disconnect temporarily from the mains power. Then reconnect and use your computer normally.

My friend received a pop up supposedly from Microsoft saying that her computer was infected with a Malware virus and asked her to call a number allegedly in Sydney. Unfortunately my friend did call and the woman at the other end of the line spent a long time explaining how these things happen and requesting access to my friend's computer. She kept asking a lot of questions and finally my friend said that she wasn't comfortable with giving out information and hung up on the pretend Microsoft person.This scam has been going around for at least three years and it's unfortunate that people are still falling for it. I'm doing this for my friend as her computer is now locked up - at least it might give others some insight if they get a similar call from this number orone like it.
The fact that this number shows up as unlisted on this site is another ref flag. All the best.