Dr. Anis Bensadi, Associate Professor, earned his Ph.D. in Finance & Economics from Sapienza University of Rome, Italy. He has done his masters studies at Robert Gordon and Aberdeen University in Scotland and was awarded an MSc International Business. Anis Bensadi served as a research assistant and lecturer across many European universities including Rome, Luxembourg and Rotterdam teaching undergraduate and postgraduate students Quantitative Finance and Risk Management.
He has an extensive professional experience as senior manager in the banking and financial sectors 12+ years across Europe in risk modelling and validation at international commercial and development banks, dealing with regional organizations such as the European Central Bank during TRIM audit missions. Dr Bensadi worked on a large number of various projects in Risk Management, developing and validating credit risk models (scorecards) applying statistical analysis, credit life cycle principles, predictive modelling, using programming languages such as SAS, and SQL, in order to conduct statistical analyses, merge, transform, and create datasets. He was also involved in developing, enhancing, and validating methods of measuring and analyzing risk and risk types including market, credit and operational.
He also had experience managing model risk across model life cycle including model validation, performance evaluation and annual model reviews with country business, using modelling techniques including regressions, random forest, cluster analysis, and decision trees to develop segmentation schemes, profile analyses, and other analytic tools such as conducting analysis and create technical documentation reports for validation purposes sufficient to meet regulatory guidelines and industry standards. Finally, assess and quantify model risk due to model limitations to inform stakeholders of their risk profile and development of compensating controls. Present model validation findings to senior management and supervisory authorities.
Dr Bensadi is fluent in English, French and Italian, his current research interest includes green finance, renewable energies, and technology.
