Prof. Dr. Jörg Osterrieder

ZHAW School of Engineering
Forschungsschwerpunkt Finance, Risk Management and Econometrics
Technikumstrasse 71
8400 Winterthur

+41 (0) 58 934 45 94
joerg.osterrieder@zhaw.ch

Persönliches Profil

Tätigkeit an der ZHAW als

Detailed CV: drive.google.com/open
Professor für Finance and Risk Modelling
* Mitglied des Management Kommittees "Mathematics for Industry" (COST Action TD1409) für die Schweiz (2015 - )
* Reviewer für mehrere akademische Journals (2014 - )
* Reviewer für Annals of Operations Research (Springer)
* Reviewer für Journal of Banking and Finance (since 2018)
* Reviewer für Empirical Economics (Springer, since 2018)
* Associate Herausgeber des Journals "Digital Finance" (Springer)
* Co-Herausgeber, Special Issue zu "Cryptocurriences" in "Digital Finance"

http://www.zhaw.ch/idp

Lehrtätigkeit in der Weiterbildung

Arbeits- und Forschungsschwerpunkte, Spezialkenntnisse

Quantitative Risk Management, Automation, Digitalization and industrialization of the finance industry, financial mathematics, algorithmic trading, portfolio management, Fintech,

Aus- und Fortbildung

Doktorat ETH Zürich (Abteilung Finanz- und Versicherungsmathematik)
Master of Science Mathematics
Diplom Wirtschaftsmathematik
CAS Hochschuldidaktik

Beruflicher Werdegang

2012 - 2014: Man Investments
2012 - 2012: Credit Suisse Group, Senior Vice President, Mitglied der Direktion
2009 - 2012: Goldman Sachs, Executive Director
2007 - 2009: Merill Lynch
2002: The Boston Consulting Group
2001: Oliver Wyman

Vorträge und Konferenzen:
• 11th Conference on Computational and Financial Econometrics (CFE 2017), University of London, 16 December, 2017, “Trend-following strategies for currency markets”
• Crypto-Currencies in a Digital Economy, Einstein Center Digital Future, TU Berlin, November 16, 2017, “Cryptocurrencies – Not for the faint-hearted”
• FinTech Innovation Conference, Zürich, March 2017, "Cryptocurrencies and risk management challenges"
• Fintech Workshop, London, January 2017, "Actus - A unified standard for modelling financial contracts"
• Best paper award für das paper "Statistics of Bitcoin and Cryptocurrencies", International Conference on Economics, Finance and Statistics, Hong Kong, January 2017
• Keynote Speaker International Conference on Economics, Finance and Statistics, Hong Kong, January 2017
• Algorithmic Trading - The Rise of the Machines (for Experts), Thursday, September 15, 2016, Swiss Finance Institute Breakfast Seminar with Dr. Jörg Osterrieder
• Algorithmischer Handel - ein Überblick aus der Sicht der Praxis, Mittwoch, 7. September, 2016
• Algorithmic Trading, internal talk at UBS talk
• Invited talk at the Conference: "Creating and Combining Alpha Streams from Big Data", Research Symposium London, November 19, 2015, Ravenpack
• Moderation of the Conference "Alpha Trader Forum (ATF)", May 2017, participants were heads of trading from Germany, Switzerland, Austria, dach.buysideintel.com

Lehre:
• Lehrpreisfinalist 2016, Förderung vernetzten Denkens:
intra.zhaw.ch/studium-hsb-international/studium/lehren-und-lernen/veranstaltungen-und-schulungen/best-teaching-best-practices.html

Mitglied in Netzwerken

Projekte

Publikationen

Beiträge in wissenschaftlicher Zeitschrift, peer-reviewed

Posth, Jan-Alexander; Kotlarz, Piotr Kamil; Hadji Misheva, Branka; Osterrieder, Jörg; Schwendner, Peter,

2021.

The applicability of self-play algorithms to trading and forecasting financial markets.

Frontiers in Artificial Intelligence.

4(668465).

Verfügbar unter: https://doi.org/10.3389/frai.2021.668465
Hadji Misheva, Branka; Jaggi, David; Posth, Jan-Alexander; Gramespacher, Thomas; Osterrieder, Joerg,

2021.

Audience-dependent explanations for AI-based risk management tools : a survey.

Frontiers in Artificial Intelligence.

4(794996).

Verfügbar unter: https://doi.org/10.3389/frai.2021.794996
Giudici, Paolo; Hochreiter, Ronald; Osterrieder, Jörg; Papenbrock, Jochen; Schwendner, Peter,

2019.

Editorial : AI and financial technology.

Frontiers in Artificial Intelligence.

2(25).

Verfügbar unter: https://doi.org/10.3389/frai.2019.00025
Osterrieder, Jörg; Lorenz, Julian,

2017.

A statistical risk assessment of bitcoin and its extreme tail behaviour.

Annals of Financial Economics.

12(1).

Verfügbar unter: https://doi.org/10.1142/S2010495217500038
Osterrieder, Jörg; Strika, Martin; Lorenz, Julian,

2017.

Bitcoin and cryptocurrencies - not for the faint-hearted.

International Finance and Banking.

4(1), S. 56-94.

Verfügbar unter: https://doi.org/10.5296/ifb.v4i1.10451
Chu, Jeffrey; Chan, Stephen; Nadarajah, Saralees; Osterrieder, Jörg,

2017.

GARCH modelling of cryptocurrencies.

Journal of Risk and Financial Management.

10(17).

Verfügbar unter: https://doi.org/10.3390/jrfm10040017

Konferenzbeiträge, peer-reviewed

Osterrieder, Jörg,

2017.

The statistics of bitcoin and cryptocurrencies [Paper].

In:

2017 International Conference on Economics, Finance and Statistics (ICEFS 2017).

2017 International Conference on Economics, Finance and Statistics (ICEFS 2017), Hong Kong, 14-15 January 2017.

Atlantis Press.

Advances in Economics, Business and Management Research (AEBMR) ; 26.

Verfügbar unter: https://doi.org/10.2991/icefs-17.2017.33

Weitere Publikationen

Hirsa, Ali; Osterrieder, Jörg; Hadji Misheva, Branka; Posth, Jan-Alexander,

2021.

Deep reinforcement learning on a multi-asset environment for trading.

arXiv.

Verfügbar unter: https://doi.org/10.21256/zhaw-22850
Posth, Jan-Alexander; Hadji Misheva, Branka; Kotlarz, Piotr Kamil; Osterrieder, Jörg; Schwendner, Peter,

2020.

The applicability of self-play algorithms to trading and forecasting financial markets : a feasibility study.

SSRN.

Verfügbar unter: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3737714
Rohrbach, Janick; Suremann, Silvan; Osterrieder, Jörg,

2017.

Momentum and trend following trading strategies for currencies revisited : combining academia and industry.

International Finance eJournal.

9(72).

Verfügbar unter: https://doi.org/10.2139/ssrn.2949379
Fritzmann, Siro; Jaggi, David; Osterrieder, Jörg,

2017.

A statistical analysis of carry trading.

International Finance eJournal.

Verfügbar unter: https://doi.org/10.2139/ssrn.2993902

Publikationen vor Tätigkeit an der ZHAW

o Jörg Osterrieder & Thorsten Rheinländer, 2006. "Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change", Annals of Finance, Springer, vol. 2(3), pages 287-301, July.
o Jörg Osterrieder, 2007. “Arbitrage, the Limit Order Book and Market Microstructure
Aspects in Financial Market Models”, Diss. ETH No. 17121.
o Jörg Osterrieder & Julian Lorenz, 2008. “Simulation of a Limit Order Driven Market”, The Journal of Trading, Winter 2008.

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