Prof. Dr. Joerg Osterrieder

Prof. Dr. Joerg Osterrieder

Associate Professor of Finance and AI

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Biography

Joerg Osterrieder is Associate Professor of Finance and Artificial Intelligence at the University of Twente in the Netherlands, Professor of Sustainable Finance at Bern Business School in Switzerland, and Advisor on Artificial Intelligence to the ING Group’s Global Data Analytics Team. He has more than 15 years of experience in financial statistics, quantitative finance, algorithmic trading, and the digitization of the finance industry.

Joerg was the Chair of the European COST Action 19130 Fintech and Artificial Intelligence in Finance (2020–2024), an interdisciplinary research network comprised of 400+ researchers from 51 countries globally.

As the Coordinator for the nominated Marie Sklodowska-Curie Action Industrial Doctoral Network on Digital Finance, Joerg chairs a consortium comprised of 18 distinguished partners from both academia and industry throughout Europe, dedicated to enhancing and fortifying research and PhD-level education.

He is a founding associate editor of Digital Finance, associate editor of Frontiers Artificial Intelligence in Finance, and frequent reviewer for leading academic journals. He also serves as an expert reviewer for the European Commission’s “Executive Agency for Small and Medium-Sized Enterprises” and “European Innovation Council Accelerator Pilot” programs.

He was the director of studies for an executive education course titled “Blockchain, Machine Learning, and Data Science in Finance” and the primary organizer of a series of annual research conferences on Artificial Intelligence in Finance. In close collaboration with the Finance industry, he has led or co-led over thirty national and international research projects on a wide range of quantitative, data-driven topics over the past few years.

Previously he worked as an executive director at Goldman Sachs and Merrill Lynch, as quantitative analyst at AHL as well as a member of the senior management at Credit Suisse Group.

Joerg is now active at the intersection of academia and industry, focusing on the implementation of research results in the financial services industry.

Current Positions

  • Associate Professor of Finance and Artificial Intelligence — University of Twente, Netherlands
  • Professor of AI and Finance — University of Applied Sciences of the Grisons, Switzerland (from 2025)
  • Advisor on Artificial Intelligence — ING Group’s Global Data Analytics Team

Research Metrics

Publications160+
Citations1,122
H-Index14
Invited Talks46+
Research Projects30+

Key Projects

**MSCA Industrial Doctoral Network on Digital Finance** (2024–2027) EUR 3.8M Horizon Europe funding. Coordinator of 20+ institutions and 100+ researchers. Partners include ECB, ING Group, Deutsche Boerse, and BIS. The network trains the next generation of researchers at the intersection of AI and financial markets. **COST Action CA19130 — FinTech and AI in Finance** (2020–2024) Chair of Europe's largest research network on FinTech and AI with 400+ academic members from 51 countries. EUR 860K funding. The network produced cross-border research on algorithmic trading, digital assets, AI regulation, and sustainable finance. **Swiss National Science Foundation Projects** Principal Investigator for multiple SNF-funded research projects in Switzerland, covering machine learning for financial risk, cryptocurrency analytics, and explainable AI in regulated financial environments.

Research Focus

Prof. Osterrieder’s research spans the intersection of artificial intelligence, quantitative finance, and digital markets. Core areas include:

  • Machine Learning in Finance — deep learning, reinforcement learning, and transformer models applied to price prediction, portfolio construction, and risk management
  • High-Frequency Trading and Market Microstructure — execution algorithms, order book dynamics, latency-sensitive strategies
  • Cryptocurrency and Blockchain Analytics — market structure, price formation, DeFi protocols, and regulatory implications of digital assets
  • Credit Risk Modeling — AI-driven approaches to credit scoring, stress testing, and regulatory capital
  • ESG and Sustainable Finance — quantitative models for climate risk, green bond pricing, and responsible investment
  • Natural Language Processing in Finance — sentiment analysis, news-driven trading signals, and LLMs for financial text
  • Supervisory Technology (SupTech) — AI tools for central banks and regulators, fraud detection, and systemic risk monitoring

Industry Collaboration

Prof. Dr. Joerg R. Osterrieder conducts applied research in collaboration with financial institutions, regulatory authorities, and technology partners. His work focuses on the application of artificial intelligence, machine learning, and quantitative methods in areas such as portfolio management, credit risk modeling, financial supervision, and digital finance.

He has been involved in projects with institutions including ING, the European Central Bank, the Bank for International Settlements, Deutsche Börse, Quoniam Asset Management, and QCAM Currency Asset Management. These collaborations have addressed model development, algorithmic trading, explainability in AI systems, and supervisory technology, among other topics.

In his academic roles, Prof. Osterrieder contributes to research initiatives that are designed to address both theoretical and practical challenges in financial markets. He participates in policy-related discussions and applied studies that support the development of data-driven tools in regulated financial environments.

ING Group Goldman Sachs Man AHL Credit Suisse Bank of America Merrill Lynch European Central Bank Deutsche Boerse Bank for International Settlements Quoniam Asset Management QCAM Currency Asset Management BCG

Selected Industry Projects

Multi-Asset Strategy Development (Man Investments, 2012–2014)

Designed and implemented a systematic investment strategy based on risk-parity principles. The approach included volatility targeting, trend-following filters, and tail-risk overlays. Stress testing and signal robustness were key components. The strategy was deployed in live portfolio management.

Algorithmic Execution Design (Goldman Sachs, 2009–2012)

Developed execution strategies for European equity markets, including VWAP, Implementation Shortfall, and participation-based models. This work involved extensive market microstructure analysis and transaction cost modeling. The strategies were implemented in a global execution platform used by institutional clients.

Regulatory Compliance Systems (Credit Suisse, 2012)

Contributed to the implementation of regulatory initiatives related to FATCA. Supported the rollout of internal processes across departments to align with evolving compliance requirements. The work focused on coordinating project tasks, documenting procedures, and ensuring alignment with regulatory timelines and standards.

Editorial Leadership

  • Lead Editor — Management and Marketing (Sciendo, Scopus/WoS-indexed)
  • Associate Editor — Frontiers in Artificial Intelligence in Finance
  • Associate Editor — Frontiers in Financial Risk and Blockchain
  • Associate Editor — Frontiers in AI in Finance and Industry
  • Associate Editor — Journal of Investment Strategies
  • Associate Editor — Digital Finance (Springer)
  • Guest Editor — Special issues on FinTech, AI in Finance, and Cryptocurrencies
  • Expert Reviewer — European Commission EASME and EIC Accelerator programs
  • Conference Chair — Annual series on Artificial Intelligence in Finance

Recognition

  • Fellow, International Engineering and Technology Institute (IETI Researcher Award 2024)
  • Top 20 European Quant & Finance Professor (Rebellion Research 2024)
  • Best Paper Award, Journal of Risk and Financial Management (JRFM 2019)
  • Teaching Award finalist, Zurich University of Applied Sciences (2016)
  • German Academic Merit Foundation Scholar (top 0.25% nationally)

Professional Memberships

  • Swiss Risk Association
  • Bachelier Finance Society
  • European Mathematical Society
  • European Finance Association
  • American Finance Association

Education

  • Ph.D. in Mathematics — ETH ZĂĽrich
  • M.Sc. in Mathematics — Syracuse University, USA
  • M.Sc. in Business Economics — University of Ulm, Germany

Open Positions: Accepting PhD and MSc thesis students for 2025. Research topics: LLMs in Finance, Graph Neural Networks, Reinforcement Learning for Trading, ESG Analytics.

Contact

Email: joerg.osterrieder@gmail.com

Phone: +41 77 469 28 09