Firas ELEUCH

a junior statistician and data scientist with an engineering degree in statistics and data analysis

During my 6 months graduation project at Albaralka bank Tunisia, I developed a backtesting methodology for the internal rating system of the bank based on Bayesian statistics. Then I implemented a calibration methodology for the default probabilities of this system using Bayesian network and Monte Carlo simulation to set up better on the corporate bank portfolio. In addition, after a quantitative analysis, I developed a credit scoring model to predict the probability of default as another tool for the decision making assistance.

It was the graduation project