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DPhil Mathematics
Financial Mathematics

King's College London
Strand Campus, Strand
London, WC2R 2LS
leandro.sbetancourt@gmail.com

Currently, I am a Lecturer in Financial Mathematics at the Department of Mathematics in King's College London. At King's, I am part of the Financial Mathematics research group.

Previously, I was a Research Associate at the Department of Mathematics in Imperial College London. At Imperial, I was 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. In Oxford I was part of the Mathematical and Computational Finance group.

My research area is mathematical finance. In particular, I am interested in: (1) the mathematical theory of latency (delay effects) in order-driven markets, (2) mathematical models for market making in foreign exchange markets, and (3) multi-currency continuous-time portfolio theory.

After completing my BSc in September 2014, 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 December 2015, I moved from Citigroup to Indra Business Consulting, where I worked as a consultant for Santander, while continuing at Universidad Marista. In September 2016 I moved to London where I enrolled in the MSc in Financial Mathematics at King's College London. In May 2017 I took up a part-time paid Research Internship at LMAX Exchange, London, where I continue to work. I completed my MSc at King's with a Distinction in September 2017. 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.

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Education

  • 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