The choice of a or an is determined by the immediately following word, which is identity. So you would use an, since identity starts with a vowel sound. This is a spelling issue.
Which spelling to use is not determined by the head noun of the noun phrase. For example, the complete noun phrase is
an identity verification concept that claims to verify a person by asking it about stuff just this person knows of, collected from "public information"
That noun phrase can be reduced to
a concept
Even though this is true, you still spell the indefinite article according to which word comes immediately after it, whether it is the head noun (a concept) or a modifier (an identity...) of the head noun.