Dr. Jörg Osterrieder

Dr. Jörg Osterrieder

Dr. Jörg Osterrieder
ZHAW School of Engineering
Technikumstrasse 9
8400 Winterthur

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

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 - )
* Deputy Director of the Academic Board for the International Engineering and Technology Institute (2017 - )
* Mitglied des Editorial Boards für IETI Transactions on Business and Management Sciences (2017 - )
* Mitglied des wissenschaftlichen und technischen Kommittees der World Academy of Science, Engineering and Technology (2017 - )
* Mitglied des Editorial Review Boards der World Academy of Science, Engineering and Technology (2017 - )
* Reviewer für mehrere akademische Journals (2014 - )
* Reviewer für Annals of Operations Research (Springer)

http://www.zhaw.ch/idp

Lehrtätigkeit in der Weiterbildung

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:
• 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

Projektleitung

Mitarbeit an folgenden Projekten

Publikationen

Beiträge, peer-reviewed

; ; ().

A statistical analysis of carry trading

.

European Finance eJournal, 9, 65. Peer reviewed.

; ; ; ().

A Statistical Analysis of Cryptocurrencies

.

Journal of Risk and Financial Management, 10, 12. Peer reviewed.

; ().

A Statistical Risk Assessment of Bitcoin and Its Extreme Tail Behaviour

.

Annals of Financial Economics, 10, 1. Peer reviewed.

; ; ().

Bitcoin and Cryptocurrencies - Not for the Faint-Hearted

.

International Finance and Banking, 4, 1. Peer reviewed.

; ; ().

Momentum and Trend Following Trading Strategies for Currencies Revisited - Combining Academia and Industry

.

International Finance eJournal, 9, 72. Peer reviewed.

().

The Statistics of Bitcoin and Cryptocurrencies

.

Advances in Economics, Business and Management Research, 26 Peer reviewed.

Beiträge, nicht peer-reviewed

; ; ; ().

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.