Dr. Jörg Osterrieder
Dr. Jörg Osterrieder
ZHAW
School of Engineering
Technikumstrasse 9
8400 Winterthur
Personal profile
Position at the ZHAW
Project Lead and Senior Lecturer Financial Mathematics
* Member of the Management Committee "Mathematics for Industry" (COST Action TD1409) for Switzerland (2015 - )
* Deputy Director of the Academic Board for the International Engineering and Technology Institute (2017 - )
* Member of the Editorial Board for IETI Transactions on Business and Management Sciences (2017 - )
* Member of the scientific and technical committee of the World Academy of Science, Engineering and Technology (2017 - )
* Member of the Editorial Review Board of the World Academy of Science, Engineering and Technology (2017 - )
* Reviewer for multiple academic journals (2014 - )
* Reviewer für Annals of Operations Research (Springer)
Professional development teaching
Expertise and research interests
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:
• 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
- 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
Projects
Project team leader
- 3rd European COST Conference on Mathematics for Industry in Switzerland / / 01.09.2018
- 2nd European COST Conference on Mathematics for Industry in Switzerland / 2nd European COST Conference on Mathematics for Industry in Switzerland / 01.09.2017
- Dynamic FX overlay strategies / Dynamic FX overlay strategies / 01.07.2017
- Mathematics and Fintech: The next revolution in the digital transformation of the finance industry / Mathematics and Fintech: The next revolution in the digital transformation of the finance industry / 01.10.2016
- Vernetztes Denken als Erfolgsfaktor für ein ganzheitliches Verständnis von globalen Finanzmärkten / / 08.09.2016
- Quantitative trading strategies / Quantitative trading strategies / 01.02.2016
- 1st European COST Conference on Mathematics for Industry in Switzerland / 1st European COST Conference on Mathematics for Industry in Switzerland / 01.02.2016
- Swissnex Research Stay New York / Swissnex Research Stay New York / 01.01.2016
- Long historical data for futures / Long historical data for futures / 01.10.2015
- Management Committee Mathematics for Industry (COST) / Management Committee Mathematics for Industry (COST) / 01.05.2015
- Automation and industrialization of quantitative research / Automation and industrialization of quantitative research / 01.04.2015
Project team member
- Large Scale Data-Driven Financial Risk Modelling / Large Scale Data-Driven Financial Risk Modelling / 01.02.2017
- Risikomodelle im Rahmen des Schweizerischen Solvenztests / Risk models in the context of the Swiss Solvency tests / 01.08.2015
- RENERG2 - RENewable enERGies in future energy supply / / 12.07.2013
Publications
Peer-reviewed articles/chapters
; ; ; (2017).
A Statistical Analysis of Cryptocurrencies
.
Journal of Risk and Financial Management, accepted for publication, forthcoming. Peer reviewed.
; (2017).
A Statistical Risk Assessment of Bitcoin and Its Extreme Tail Behaviour
.
Annals of Financial Economics, accepted for publication, forthcoming. Peer reviewed.
; ; (2017).
Bitcoin and Cryptocurrencies - Not for the Faint-Hearted
.
International Finance and Banking, Vol. 4, No. 1, June. Peer reviewed.
(2017).
The Statistics of Bitcoin and Cryptocurrencies
.
Advances in Economics, Business and Management Research, 26 Peer reviewed.
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.