If you are not already living in the UK and have a bank account, there are a lot of online & Oxford-based banks that can help you open an account. Fees (if any) and documentation requirements vary between banks so do read their terms carefully. Generally, online banks are a bit simpler/straightforward (everything is done on an app), but they are harder to get full or in-person banking services (e.g., international wiring, checks, cash deposits). Traditional banks require you to go in person to their Oxford branch(es) to open an account, but offer more services.

Common online (app-based) banks
Traditional banks in Oxford

Mostly located around the Carfax Tower area in city center.