Quant Guide 2022: Erasmus University Rotterdam

Rotterdam, Netherlands

Photo of Erasmus University Rotterdam
Photo: Erasmus University Rotterdam
 

 

With 2021–22’s intake, Erasmus University Rotterdam’s Master’s in Quantitative Finance has increased in size for the second year running. It now boasts a cohort of 144 students – among the largest in this year’s Risk.net Quant Guide. The programme has more domestic students than most: just 21% of the latest intake is international. Costs are low for students from the European Economic Area, most of whom pay €2,168 ($2,459) for a year of study.

While Erasmus’s most recent programme received only 243 applications – comparably few, measured against the guide’s average application figure of close to 500 – it proved exceptionally popular among offer-holders. Of the 156 offers extended to applicants, 144 accepted, giving the programme a strong offer-holder acceptance rate of 92%. Post-course employment routes are unchanged from last year: most students take positions in financial technology and asset management.

The one-year programme is now led by academic director Chen Zhou, a professor of mathematical statistics and risk management at Erasmus’s econometrics institute. Dick van Dijk – previously the programme’s academic director – is now professor of financial econometrics, specialising in volatility modelling and forecasting.

Core classes include asset pricing, financial derivatives, Bayesian econometric techniques and machine learning, as well as classic quantitative risk management topics such as value-at-risk, Monte Carlo simulation and dynamic volatility modelling. Students can also expect to tackle research projects in teams, developed with industry partners that include asset managers and hedge funds, and a master’s thesis, written over a 20-week period.

Other staff on the MSc include: Erik Kole, whose research focuses on risk management and asset pricing; and Michel van der Wel, who teaches a course on fixed income modelling.

View this institution’s entry in the 2021 guide

View other universities and a guide to the metrics tables

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