Scholar
Leandro Sánchez-Betancourt
Google Scholar ID: RLQF_UMAAAAJ
Mathematical Institute, and Oxford-Man Institute, University of Oxford
Citations & Impact
Citations
405
H-index
12
i10-index
14
Publications
20
Co-authors
19
list available
Publications
Resume (English only)
Research Experience
- [{'Position': 'Associate Professor and Senior Research Fellow', 'Institution': 'Mathematical Institute, Oxford-Man Institute of Quantitative Finance (OMI)', 'Period': 'Current'}, {'Position': 'Lecturer (Assistant Professor) in Financial Mathematics', 'Institution': "Department of Mathematics, King's College London", 'Period': 'Previous'}, {'Position': 'Research Associate (post-doc)', 'Institution': 'Department of Mathematics, Imperial College London', 'Period': 'Previous'}, {'Position': 'Risk Analyst', 'Institution': 'Citigroup, Mexico City', 'Period': 'After completing BSc'}, {'Position': 'Adjunct Lecturer', 'Institution': 'Universidad Marista, Mexico City', 'Period': 'Simultaneously with Citigroup'}, {'Position': 'Consultant', 'Institution': 'Indra Business Consulting, Santander', 'Period': '2015-2016'}, {'Position': 'Research Intern', 'Institution': 'LMAX Exchange, London', 'Period': '2017'}, {'Position': 'Teaching Appointments', 'Institution': 'Queen’s College, Oxford', 'Period': 'Michaelmas term 2018 and Trinity term 2019'}, {'Position': 'Graduate Teaching and Research Scholarship', 'Institution': 'Oriel College, Oxford', 'Period': '2019-2021'}]
Background
- Research interests: Mathematical finance, including stochastic games between liquidity takers and providers, the mathematical theory of latency in order-driven markets, models for liquidity provision in foreign exchange markets, automated market makers, and multi-currency continuous-time portfolio theory. Professional field: Financial mathematics.
Miscellany
- Personal interests not mentioned
