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VU Amsterdam - MSc Quantitative Financial Risk Management

blrichard

blrichard

Joined
1/25/24
Messages
25
Points
3
Hey guys, I recently got admitted into this program at VU Amsterdam, and while it seems like a good program and ticks alot of boxes people tend to mention when it comes to searching for quant programs, I can't find too much discussion about this program online. I was wondering if anyone knew anything about the program or could give a review of the program.
The courses in the program and literature used are:
  • Personal Development for Finance Professionals (not really a course it seems)
  • Econometrics for Quantitative Risk Management 1 (uses Hansen, Econometrics and Tsay, Analysis of Financial Time Series)
  • Quantitative Investing
  • Stochastic Processes: the Fundamentals (uses Shreve, Stochastic Calculus for Finance II and Bjork, Arbitrage Theory in Continuous Time)
  • Econometrics to Quantitative Risk Management 2 (uses Tsay, Analysis of Financial Time Series)
  • Stochastic Processes for Finance/Derivatives (uses Hull, OFOD and Bjork, Arbitrage Theory in Continuous Time)
  • Credit, Complexity & Systemic Risk (uses Gregory, the xVA Challenge)
  • Institutional Investments and ALM (uses Hull, OFOD)
  • Quantitative Financial Risk Management (uses Embrechts, Quantitative Risk Management)
  • 2 electives, if I go with this program I'm thinking I'd do Time Series Models (uses Durbin & Koopman, Time Series Analysis) not sure about the other one. Maybe a computing course? The electives don't seem to have strict math, which is a bit of a bummer as I'd love to do some optimization
  • A research project in finance, and a thesis as well
Main questions I'm hoping to get answers to are:
- How does this program hold up against other quant degrees for the Dutch firms? (e.g compared to MSc Econometrics, Mathematics, Physics, Computer Science, etc)
- How does the curriculum look in terms of actually learning a relevant skillset and coverage of topics compared to other quant programs?
- How well do Dutch degrees (or European degrees as a whole) transfer to North American jobs? If it helps I'm Canadian so I won't have problems relocating back to Canada, and as I understand I can get to the US easier

If anyone has any insights on any of my questions please let me know! Thanks in advance :)
 
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