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 (Netherlands) and Professor of AI and Finance at the University of Applied Sciences of the Grisons (Switzerland). He has over 15 years of experience in financial statistics, quantitative finance, algorithmic trading, and the digitization of financial services.
He chaired the European COST Action 19130 “Fintech and Artificial Intelligence in Finance” (2020–2024), an interdisciplinary network with more than 400 researchers from 51 countries. As Coordinator of the Marie Skłodowska-Curie Industrial Doctoral Network on Digital Finance, he leads a consortium of 18 academic and industry partners across Europe focused on PhD-level training and research.
Joerg is an associate editor of Digital Finance and associate editor of Frontiers in Artificial Intelligence (Finance section). He regularly reviews for leading academic journals and serves as an expert evaluator for European Commission programs, including the Executive Agency for SMEs and the European Innovation Council Accelerator.
He has directed executive education programs on blockchain, machine learning, and data science in finance, and organized multiple international research conferences on artificial intelligence in finance. In collaboration with industry partners, he has led or co-led more than 30 national and international research projects on data-driven finance topics.
Earlier in his career, he held senior roles at Goldman Sachs, Merrill Lynch, AHL, and Credit Suisse. His current work focuses on translating academic research into practical applications in financial services.
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)
Research Metrics
| Publications | 160+ |
| Citations | 1,122 |
| H-Index | 14 |
| Invited Talks | 46+ |
| Research Projects | 30+ |
Key Projects
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.
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 Zürich
- 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.
Quick Links
- Publications — 160+ peer-reviewed papers
- Talks & Conferences — 46+ invited talks and keynotes
- Awards & Honors — Fellowships, best paper awards, scholarships
- Media & Outreach — Press coverage and policy engagement
- Industry — Positions at Goldman Sachs, Man AHL, Credit Suisse, and more
- Research Projects — EU-funded and national research programs
Contact
Email: joerg.osterrieder@gmail.com
Phone: +41 77 469 28 09