Jörg Robert Osterrieder has held several senior roles in the finance industry, including positions at Man Investments, Credit Suisse Group, Goldman Sachs, and Merrill Lynch. His work has focused on quantitative research, portfolio management, regulatory compliance, and the implementation of advanced algorithmic trading strategies in global markets. In consulting, he contributed to mathematical modeling and risk management projects with The Boston Consulting Group and Oliver Wyman.
He has also established long-term industry collaborations with major financial institutions. Key partners include ING Group, the European Central Bank, the Bank for International Settlements, Deutsche Börse, Quoniam Asset Management, QCAM Currency Asset Management, and RP Crest GmbH. These collaborations have involved joint research and development in AI-driven finance, quantitative modeling, risk management, and innovative asset management products.
Quantitative Research and Portfolio Management, Man Investments, Pfäffikon, CH, Nov 2012 – Dec 2014
Quantitative modelling and research
Design and implementation of a Risk-Parity Multi-Asset strategy, including tail-risk and trend-following aspects
Senior Vice President, Regulatory Projects, Credit Suisse Group, Zürich, CH, Feb 2012 – Oct 2012
Managed regulatory projects, ensuring compliance with international financial regulations.
Executive Director, Global Markets, Goldman Sachs, London, UK, Apr 2009 – Jan 2012
Quantitative Research and Implementation of Algorithmic Execution strategies, most notably VWAP and Implementation Shortfall for the European equity markets
Associate, Global Markets, Merrill Lynch, London, UK, Apr 2007 – Mar 2009
Supported quantitative research and trading strategies across global markets, focusing on data analysis and market microstructure for Algorithm Execution strategies.
Summer Associate, The Boston Consulting Group, Düsseldorf, Germany, Jun 2002 – Aug 2002
Assisted in mathematical modelling and strategic planning for industrial clients.
Summer Associate, Oliver Wyman & Co, Frankfurt, Germany, Jun 2001 – Aug 2001
Contributed to consulting projects in risk management and financial modeling.
Joint Professorship (UT-ING Collaboration), since May 2021
Partnering with ING Group's Global Analytics team on AI-driven finance research, including synthetic data generation, risk management, federated learning, reinforcement learning applications, and credit risk early warning systems.
Cooperation Partner within MSCA Digital Finance, since Sept 2023
Collaborating on AI and data science initiatives under the MSCA framework, focusing on AI for the supervision tasks of ECB.
Cooperation Partner within MSCA Digital Finance, since Sept 2023
Engaged in data science and statistics projects to enhance global financial analysis
Collaboration Partner within SNSF Narrative Digital Finance, since Jan 2024
Partnering with Deutsche Börse’s Quantitative Research team on narrative digital finance projects funded by the Swiss National Science Foundation, focusing on HFT and market microstructure.
Strategic Partner in AI Research, since Sept 2016
Collaborating on AI-driven portfolio optimization and predictive analytics tools to enhance asset management strategies.
Cooperation Partner on New Asset Management Products, 2017 – 2020
Worked on developing new currency overlay asset management products.