Title: Partner
Company: Calico Science Consulting LLC
Location: Austin, Texas, United States
Sergei Levendorskii, PhD, Partner at Calico Science Consulting LLC, has been recognized by Marquis Who’s Who Top Scientists for dedication, achievements, and leadership in Consulting.
Dr. Levendorskii is an esteemed consultant and partner at Calico Science Consulting LLC, whose expertise in mathematical physics has garnered him respect and tenure in his field. After more than 30 years in academia, he began consulting for clients, providing advice on investment decisions. Additionally, Dr. Levendorskii continues to focus his time on research efforts, developing fast and accurate numerical methods for evaluating integrals representing probability distribution functions, derivative prices and special functions.
Before pivoting into consulting, Dr. Levendorskii enjoyed a rewarding career in higher education, beginning as a faculty member at Rostov State University of Economics in his home country of Russia as a professor teaching mathematical courses applied in economics and finance for over a decade until 2002 and as the university’s mathematics department chair from 1991 to 1996. Subsequently earning a position in the U.S. with the University of Texas at Austin, Dr. Levendorskii taught statistics as a visiting professor in the department of economics between 2003 and 2006, followed by a visiting professor role at the University of Kansas in 2006 teaching financial economics and methods of optimization before returning to the University of Texas at Austin as a senior lecturer of statistics from 2007 to 2008.
Following his time in the U.S., Dr. Levendorskii accepted an opportunity with the University of Leicester in the U.K., where he chaired the mathematics finance and actuarial sciences department between 2008 and 2014. This position encompassed developing Financial Engineering and Risk Management, a distance learning program. Dr. Levendorskii also taught and supervised Master of Science and Doctor of Philosophy students in 2015 as an honorary professor.
Possessing a rich educational background, Dr. Levendorskii received a Master of Science from Rostov State University (now Southern Federal University) in Southern Russia, followed by a Doctor of Philosophy on campus. He also received a Doctor of Science in mathematics from the Institute of Mathematics, National Academy of Sciences of the Ukraine, and was recognized with a Doctor of Science in mathematics from the United Latino Students Association.
As a seasoned researcher, Dr. Levendorskii’s early work focused on partial differential equations and spectral theory. Subsequently, he studied quantum groups before exploring economics. Dr. Levendorskii’s hard work earned him a Soros Grant from Open Sources Foundations. He also received a Fulbright Award from the Institute of International Education Inc. and the U.S. Department of State.
A prolific writer, Dr. Levendorskii has disseminated over 240 academic and scientific articles to various peer-reviewed and other professional journals as the result of his research. He also co-authored “Alternative Models for FX, Arbitrage Opportunities and Efficient Pricing of Double Barrier Options in L\’evy Models” in 2023, “Efficient Inverse Z-transform and Wiener-Hopf Factorization” in 2024, and, among others, “Alternative Models for FX: Pricing Double Barrier Options in Regime-switching Lévy Models with Memory” in 2024.
Reflecting on his tenured career in academia, Dr. Levendorskii credits his achievements to his dedication to self-education. From an early age, he learned the value of independent learning. Over time, he also realized the value of having proper guidance and support. This mindset has influenced his career path and his longevity in the industry.
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