Dr. Jörg Osterrieder

Dr. Jörg Osterrieder

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

+41 (0) 58 934 45 94

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:

• 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


• Finalist teaching award 2016, "Förderung vernetzten Denkens":

Membership of networks


Project team leader

Project team member


Peer-reviewed articles/chapters

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A statistical analysis of carry trading


European Finance eJournal, 9, 65. Peer reviewed.

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A Statistical Analysis of Cryptocurrencies


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

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A Statistical Risk Assessment of Bitcoin and Its Extreme Tail Behaviour


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

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Bitcoin and Cryptocurrencies - Not for the Faint-Hearted


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

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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.

Non-peer-reviewed articles/chapters

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GARCH modelling of cryptocurrencies


Journal of Risk and Financial Management, 10 (4).

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.