Prof. Dr. Jörg Osterrieder
Prof. Dr. Jörg Osterrieder
ZHAW
School of Engineering
Forschungsschwerpunkt Finance, Risk Management and Econometrics
Technikumstrasse 9
8400 Winterthur
Persönliches Profil
Tätigkeit an der ZHAW als
Projektleiter und Dozent Finanzmathematik
* 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"
Lehrtätigkeit in der Weiterbildung
- MAS Business Innovation Engineering for Financial Services
- CAS Big Data Analytics, Blockchain and Distributed Ledger
Arbeits- und Forschungsschwerpunkte, Spezialkenntnisse
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
- Bachelier Finance Society
- Alumni Studienstiftung des deutschen Volkes
- Schweizerische Mathematische Gesellschaft
- European Mathematical Society
- International Engineering and Technology Institute
- European Finance Association
- American Finance Association
Projekte
- 3rd European COST Conference on Mathematics for Industry in Switzerland / ProjektleiterIn / 01.01.2018
- Blockchain und virtuelle Währungen / ProjektleiterIn / 01.01.2018
- Large Scale Data-Driven Financial Risk Modelling / Teammitglied / 01.02.2017
- 2nd European COST Conference on Mathematics for Industry in Switzerland / ProjektleiterIn / 01.01.2017
- Mathematics and Fintech: The next revolution in the digital transformation of the finance industry / ProjektleiterIn / 01.10.2016
- Vernetztes Denken als Erfolgsfaktor für ein ganzheitliches Verständnis von globalen Finanzmärkten / ProjektleiterIn / 08.09.2016
- Swissnex Research Stay New York / ProjektleiterIn / 01.07.2016
- 1st European COST Conference on Mathematics for Industry in Switzerland / ProjektleiterIn / 01.02.2016
- Quantitative trading strategies / ProjektleiterIn / 01.02.2016
- Long historical data for futures / ProjektleiterIn / 01.10.2015
- Automation and industrialization of quantitative research / ProjektleiterIn / 01.04.2015
- RENERG2 - RENewable enERGies in future energy supply / Teammitglied / 12.07.2013
Publikationen
Beiträge, peer-reviewed
-
; ; (2017).
A statistical analysis of carry trading
.
European Finance eJournal, 9, 65. Peer reviewed.
-
; ; ; (2017).
A Statistical Analysis of Cryptocurrencies
.
Journal of Risk and Financial Management, 10, 12. Peer reviewed.
-
; (2017).
A Statistical Risk Assessment of Bitcoin and Its Extreme Tail Behaviour
.
Annals of Financial Economics, 10, 1. Peer reviewed.
-
; ; (2017).
Bitcoin and Cryptocurrencies - Not for the Faint-Hearted
.
International Finance and Banking, 4, 1. Peer reviewed.
-
; ; (2017).
.
International Finance eJournal, 9, 72. Peer reviewed.
-
(2017).
The Statistics of Bitcoin and Cryptocurrencies
.
Advances in Economics, Business and Management Research, 26 Peer reviewed.
Beiträge, nicht peer-reviewed
-
; ; ; (2017).
GARCH modelling of cryptocurrencies
.
Journal of Risk and Financial Management, 10 (4).
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.