Actuary · Risk Modeller · ETH Zürich

Francisco
Martínez Checa

Quantitative risk professional specialising in actuarial modelling. Based in Zürich.

Get in touch → View experience
2+
Years in actuarial
MSc
Physics, ETH Zürich
SAV
Actuarial candidate
Paco
About

Who am I?

I'm a Spanish actuary with a background in theoretical physics from ETH Zürich. I spent the last two years working on insurance audit and consulting and I'm now looking for my next challenge.

In my free time I like to build small software projects and read about history and economics.

Swiss Solvency Test Solvency II ORSA Reinsurance P&C Capital Modelling SAV candidate Python R JavaScript HTML

Currently

Open to risk modelling roles
Zürich, Switzerland
SAV exams in progress (5/12)

Languages

Spanish (native)
English (fluent)
German (B2)
Experience

Where I've worked.

Oct 2023 — Jan 2026
Senior Consultant
KPMG Switzerland, Actuarial & Insurance Risk
Worked across capital modelling, reserving, and regulatory reporting for reinsurers and direct insurers. Engagements included the Swiss Solvency Test and ORSA for a reinsurer, Solvency II reporting audits, non-life reserving, and regulatory audits in line with FINMA specifications. Also worked on IFRS 17 topics including CSM recalculation, discounting methodology, and risk adjustment.
SST Solvency II ORSA Reserving Audit controls P&C
Sep 2021 — Dec 2021
Teaching Assistant
ETH Zürich, Institute for Theoretical Physics
Coached a class of 25 graduate students in theoretical particle physics. Gave weekly seminars, guided students through problem sets, and resolved doubts on the syllabus.
Teaching Theoretical physics
Jun 2019 — Sep 2019
Research Intern
Institute of Science and Technology Austria, Klosterneuburg
Participated in a project to create a high-temperature link between quantum computers. Performed statistical analysis of large datasets measuring correlations between optical input and microwave output. Presented results at the summer poster session and annual joint retreat.
Quantum computing Statistical analysis Research
Projects

Things I've built.

01
Fun with IFRS17
Worked examples to build intuition for IFRS 17. See how premiums, claims, and margins flow through the financial statements under this standard.
Excel
Coming soon
02
Music Visualiser
A visualiser that turns sound into colour and motion in real time.
JS · Web Audio API · Canvas 2D
→
03
Spaceship Search
Tool for searching and visualising spaceships in Conway's Game of Life. Runs on a toroidal grid with procedural generation, phase tracking, and a snapshot system for saving results.
JS · Canvas 2D
→
04
Sector Rojo
Sector Rojo is a chaotic top-down shooter where you're stuck in a room with increasingly angry enemies and no way out. Survive waves, grab upgrades, and unlock new weapons.
JS · Canvas 2D · Web Audio
→
View more on GitHub →
Education

Academic background.

Swiss Actuarial Qualification (SAV)
Swiss Association of Actuaries
Candidate, 5 of 12 exams completed: Principles of Macroeconomics, Life Insurance Mathematics, Quantitative Risk Management, Mathematical Finance I, and Wahrscheinlichkeitstheorie und Statistik.
Sep 2024 — Current
MSc in Physics
ETH Zürich
Thesis on extensions of the Standard Model within Effective Field Theories. Combined analytical and automated methods to study the effects of hypothetical new particles.
Sep 2020 — Nov 2022
BSc in Physics
University of Durham
Undergraduate physics.
Sep 2017 — Jun 2020
Contact

Open to opportunities.

I'm actively looking for actuarial roles in risk modelling, pricing, or model validation at reinsurers and insurers in Switzerland. Let's talk.

pacomc999@gmail.com → LinkedIn