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<!DOCTYPE html>
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<title>Leandro Sánchez-Betancourt</title>
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<p id="title">DPhil Mathematics<br>
<span id="program">Financial Mathematics</span>
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S1.30 Mathematical Institute<br>
Andrew Wiles Building<br>
Oxford, OX2 6GG<br>
<br>
5 Walton Well Road<br>
Eagle house <br>
Oxford, OX2 6ED
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<td><a href="mailto:leandro.sbetancourt@gmail.com">leandro.sbetancourt@gmail.com</a></td>
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<p>Currently, I am a Senior Research Fellow at the <a href="https://www.maths.ox.ac.uk">Mathematical Institute</a> and the <a href="https://oxford-man.ox.ac.uk">Oxford-Man Institute of Quantitative Finance (OMI)</a>. At Oxford, I am part of the <a href="https://www.maths.ox.ac.uk/groups/mathematical-finance">Mathematical and Computational Finance group</a>.
<p>Previously, I was Lecturer (Assistant Professor) in Financial Mathematics at the <a href="https://www.kcl.ac.uk/mathematics">Department of Mathematics</a> in <a href="https://www.kcl.ac.uk/">King's College London</a>. At King's, I was part of the <a href="https://www.kcl.ac.uk/research/financial-maths">Financial Mathematics research group</a>.</p>
<p>Before King's, I was a Research Associate (post-doc) at the <a href="https://www.imperial.ac.uk/mathematics/">Department of Mathematics</a> in <a href="https://www.imperial.ac.uk">Imperial College London</a>, part of the <a href="https://www.imperial.ac.uk/mathematical-finance/">Mathematical Finance research group</a>.</p>
<p>I completed my <a href="https://ora.ox.ac.uk/objects/uuid:ceba987f-0b1c-4907-b18b-8d231152b723">DPhil</a> in Mathematics at the University of Oxford under the supervision of <a href="https://sites.google.com/site/alvarocartea/home">Professor Álvaro Cartea</a>. </p>
<p>My research area is mathematical finance. In particular, I am interested in: (1) stochastic games between liquidity takers and liquidity providers, (2) the mathematical theory of latency (delay effects) in order-driven markets, (3) mathematical models for liquidity provision in foreign exchange markets, (4) automated market makers, and (5) multi-currency continuous-time portfolio theory.</p>
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<p class="push-down-2">After completing my BSc, in which I was awarded the "Gabino Barreda medal", I worked as a Risk Analyst at Citigroup, Mexico City. At the same time, I took up a temporary appointment as an Adjunct Lecturer at Universidad Marista, Mexico City, where I gave courses in Probability and Stochastic Processes. In 2015, I moved from Citigroup to Indra Business Consulting, where I worked as a consultant for Santander, while continuing at Universidad Marista. In 2016 I moved to London where I enrolled in the MSc in Financial Mathematics at King's College London. In 2017 I took up a part-time paid Research Internship at LMAX Exchange, London. I completed my MSc at King's with a Distinction in September 2017 and I was awarded the "best overall performance student award". In October 2017, I moved to Oxford to begin my DPhil work. In Michaelmas term 2018 and Trinity term 2019 I held teaching appointments in mathematics at Queen’s College, Oxford, where I taught Probability Prelims and first year Statistics and Data Analysis. From September 2019 (and until September 2021) I was appointed to a Graduate Teaching and Research Scholarship in Mathematics at Oriel College, where I taught Probability Prelims, first-year Statistics and Data Analysis, and second-year Probability, Integration, Integral Transforms, and Statistics. In 2021 I obtained my DPhil in Mathematics from the University of Oxford. In 2023 I was awarded the "Bruti Liberati Prize" for the best PhD thesis in Quantitative Finance. </p>
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<h3 class="push-down-3"><span>Education</span></h3>
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Ph.D. in Mathematics, 2021<br>
<span class="university"><em> University of Oxford</em></span>
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M.Sc. in Financial Mathematics, 2017<br>
<span class="university"><em>King's College London</em></span>
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B.Sc. in Actuarial Sciences, 2015<br>
<span class="university"><em>Universidad Nacional Autónoma de México</em></span>
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