DPhil Mathematics
Financial Mathematics
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S1.30 Mathematical Institute Andrew Wiles Building Oxford, OX2 6GG 5 Walton Well Road Eagle house Oxford, OX2 6ED |
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I am an Associate Professor and a Senior Research Fellow at the Mathematical Institute and the Oxford-Man Institute of Quantitative Finance (OMI). At Oxford, I am part of the Mathematical and Computational Finance group.
Previously, I was Lecturer (Assistant Professor) in Financial Mathematics at the Department of Mathematics in King's College London. At King's, I was part of the Financial Mathematics research group.
Before King's, I was a Research Associate (post-doc) at the Department of Mathematics in Imperial College London, part of the Mathematical Finance research group.
I completed my DPhil in Mathematics at the University of Oxford under the supervision of Professor Álvaro Cartea.
My research area is mathematical finance. In particular, I am interested in: (1) stochastic games between liquidity takers and liquidity providers, (2) automated market makers, (3) price impact formation, and (4) applications of stochastic control and reinforcement learning in finance.
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.
Education
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Ph.D. in Mathematics, 2021
University of Oxford -
M.Sc. in Financial Mathematics, 2017
King's College London -
B.Sc. in Actuarial Sciences, 2015
Universidad Nacional Autónoma de México