Len Patrick Garces is an applied mathematician whose research interests lie within the field of financial and actuarial mathematics, primarily on the applications of probability theory and stochastic analysis to tackle financial and actuarial problems (e.g. financial or insurance risk modelling and management, asset price modelling, term structure modelling, pricing and hedging financial derivatives) and the development of numerical and statistical methods to solve these problems.

He is currently a Senior Lecturer at the School of Risk and Actuarial Studies, UNSW Business School. Prior to commencing at UNSW, Len was a Lecturer and Program Director of Quantitative Finance at the University of Technology Sydney (2023 - 2026) and a Senior Research Associate at the ARC Centre of Excellence in Population Ageing Research (2021 - 2023).

Len obtained his PhD from the University of South Australia in 2021. His PhD research focused on the use of stochastic volatility and jump-diffusion models and formulating corresponding numerical methods for option pricing. Len graduated in 2014 a BSc in Applied Mathematics (Mathematical Finance) and a BA in Economics and from Ateneo de Manila University. He obtained his Masters in Applied Mathematics (Mathematical Finance) in 2015 from the same institution.