Idir Bensalama

On-site audit mission within the largest Spanish bank in Madrid.

Conducted end-to-end quantitative analyses on predictive models: scoping, data extraction/quality checks, methodological review, calibration, performance and stability testing, backtesting/benchmarking, bias & sensitivity analysis, control automation (Python/SQL), then operational reporting and recommendations via documented deliverables.Investigation of a PD model on a large corporate and bank portfolio (very Low Default Portfolio context).

Working language (spoken and written): English.

Banking supervisor at the General Inspection of the Banque de France.

Participation in +7 on-site inspection missions commissioned by the European Central Bank (IMI credit risk) within major Parisian banks.

Conducted end-to-end quantitative analyses on predictive models: scoping, data extraction/quality checks, methodological review, calibration, performance and stability testing, backtesting/benchmarking, bias & sensitivity analysis, control automation (Python/SQL), then operational reporting and recommendations via documented deliverables.

Skills:

Design and delivery of a practical introductory course on Python programming and data science techniques, adapted to banking risk and compliance challenges. Emphasis on concrete use cases: credit risk modeling, fraud detection, and regulatory stress tests (Basel III, CRR, AML-CFT). "Active learning" approach through real case studies, coding workshops, and financial datasets to bridge the gap between regulatory expectations and modern data methods.