Prof. Dr. Joerg Osterrieder

Professor

• Development, research and implementation of a new global, multi-asset product (including equities, credit, commodities, bonds, inflation-linked bonds) • Using trend-following methods, based on experience from AHL, to reduce risk and improve returns • Development, research and implementation of a new equity product, focusing on controlling risk and drawdowns • Research project on modelling transactions costs and volatility targeting (Oxford University, Harvard University)

Project management for group-wide regulatory projects

Direktionsmitglied

• Algorithmic trading group • Mathematical research projects in the algorithmic trading space as well as their implementation • Developed and implemented two new major algorithmic trading products (from idea generation to presenting the results to internal and external clients), together with cross-functional and cross-regional team members • Mentoring and supervision of junior colleagues • Frequent presentations to both internal and external clients

• Algorithmic trading group, equities • Independent project work, covering quantitative modelling and research within algorithmic trading in EMEA • Global team where I was the main point of contact for mathematical modelling within EMEA for algorithmic trading

Mathematics, Statistics

Mathematics

Financial Mathematics

Strategy Consulting

Strategy Consulting, Financial Services