Actuary and risk modeller in Zürich
Key figures
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. Since leaving KPMG in January 2026, I've been studying for my remaining SAA exams.
In my free time I like to code and read about history and economics.
Covered capital modelling, non-life reserving and regulatory reporting for reinsurers and direct insurers. Engagements included the Swiss Solvency Test and ORSA for a reinsurer, Solvency II reporting audits, and regulatory audits to FINMA specifications. On IFRS 17, worked on CSM recalculation, discounting methodology and risk adjustment.
Coached a class of 25 graduate students in theoretical particle physics. Gave weekly seminars, guided students through problem sets, and answered their questions on the course material.
Worked on a project to build a high-temperature link between quantum computers. Analysed large datasets measuring correlations between optical input and microwave output, and presented the results at the summer poster session and the annual joint retreat.
Experience pricing for non-proportional reinsurance. Give it a cedent's past losses and a layer programme, and it estimates the expected cost and premium for each excess-of-loss layer.
Worked examples to build intuition for IFRS 17. See how premiums, claims, and margins flow through the financial statements under this standard.
A visualiser that turns sound into colour and motion in real time.
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.
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.
Thesis on extensions of the Standard Model within Effective Field Theories. Combined analytical and automated methods to study the effects of hypothetical new particles.
Final-year project: A photoelastic study on regular small-scale granular systems.
Contact
I'm actively looking for actuarial roles in risk modelling, pricing, or model validation at reinsurers and insurers in Switzerland.
pacomc999@gmail.com