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Prof. Dr. Jörg Osterrieder

Prof. Dr. Jörg Osterrieder

Prof. Dr. Jörg Osterrieder
ZHAW School of Engineering
Forschungsschwerpunkt Finance, Risk Management and Econometrics
Technikumstrasse 9
8400 Winterthur

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

Personal profile

Position at the ZHAW

Professor of Finance and Risk Modelling
* Member of the Management Committee "Mathematics for Industry" (COST Action TD1409) for Switzerland (2015 - )
* Reviewer for multiple academic journals (2014 - )
* Reviewer for Annals of Operations Research (Springer)
* Reviewer for Journal of Banking and Finance (since 2018)
* Reviewer for Empirical Economics (Springer, since 2018)
* Associate Editor of the Journal "Digital Finance" (Springer)
* Co-Editor, Special Issue on "Cryptocurriences" in "Digital Finance"
* External examiner for PhD thesis of Rui Li (Dep. of Statistics, Manchester University, UK)

http://www.zhaw.ch/idp

Professional development teaching

MAS Business Innovation Engineering for Financial Services

CAS Big Data Analytics, Blockchain and Distributed Ledger

Expertise and research interests

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

Educational background

PhD ETH Zürich (Financial Mathematics)
Master of Science Mathematics
Diplom Business and Mathematics
CAS Hochschuldidaktik

Professional milestones

2012 - 2014: Man Investments
2012 - 2012: Credit Suisse Group, Senior Vice President, Member of Senior Management
2009 - 2012: Goldman Sachs
2007 - 2009: Merill Lynch
2002: The Boston Consulting Group
2001: Oliver Wyman

Talks and Conferences:

• 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, Zurich, March 2017, "Cryptocurrencies and risk management challenges"
• Fintech Workshop, London, January 2017, "Actus - A unified standard for modelling financial contracts"
• Best paper award for the 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

Teaching:

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

Membership of networks

Projects

Publications

Articles in scientific journal, peer-reviewed Conference contributions, 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, Hong Kong, 14-15 January 2017.

    Atlantis Press.

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

    Available from: https://doi.org/10.21256/zhaw-4794

Other publications Publications before appointment at the 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.