The Quantitative Finance track is for students with strong analytical skills and an interest in (big) data analysis and applications of programming to finance. This track is one of 7 tracks you can opt for in our Master's in Finance.
In many areas within finance, expertise in quantitative tools and programming is rapidly growing in demand. In the Quantative Finance track you learn how to build quantitative models that calculate derivative prices, risk-adjusted performance of investment strategies, and risk exposure under regulatory regimes like Basel III. You will also learn how to scale these models so they can be apply to massive datasets. No prior experience in computer science is necessary, but students are required to learn Python programming during this track.
If you are interested in pursuing a career in quantitative investment funds, bank risk management departments, FinTech firms, or any finance job in which data analytics and programming is used, this is the track for you.
The courses in the 1st period provide you with broad knowledge. During the electives and the Master’s thesis you can expand on that.Read about Reinier's experiences with this Master's
Apart from the 6 general courses of the full programme, you will follow 3 track-specific courses and electives.
In this course we will familiarise you with the Python programming language and its ecosystem. You will be able to use this knowledge to solve problems in risk management and derivatives pricing. The following topics will be covered, along with their implementation in Python:
Choose 1 out of 2 courses:
Choose 2 out of 3 courses:
As part of the programme you will work on real life business cases. Our student Coen Binnerts can tell you more about some of these cases in his podcast.
Graduates of the Master's in Finance/Quantitative Finance track have excellent job prospects for positions as investment banker, all-round financial or business analyst, investment advisor, portfolio manager, derivatives trader, treasurer and financial director, risk manager, business analyst with financial institutions or fin-tech start-ups, quantitative asset manager or hedge fund manager at Dutch and international companies, such as:
|Credits||60 ECTS ECTS, 12 months|
|Language of instruction||English|