Erasmus School of Economics - Erasmus University Rotterdam
MSc in Econometrics and Management Science - Specialisation in Quantitative Finance
Rotterdam, Netherlands
MSc
DURATION
1 year
LANGUAGES
English
PACE
Full time
APPLICATION DEADLINE
01 May 2026*
EARLIEST START DATE
TUITION FEES
EUR 2,601 **
STUDY FORMAT
On-Campus
* * For EEA. (Non-EEA 1 April 2026)
** Statutory fee: Dutch / EEA students; Institutional fee: Dutch / EEA students: € 14.400; non-EEA students: € 19.950
Key Summary
MSc in Econometrics and Management Science - Specialisation in Quantitative Finance
Do you have strong mathematical and statistical skills and do you want to put them to use in the world of finance? Are you ambitious to safeguard our society by maintaining the stability of the financial system, or are you eager to be involved in investment decisions on asset allocation while balancing profits, risk, and sustainable goals? The Quantitative Finance program covers all main areas in finance and focuses on the econometric methods and skills that provide crucial quantitative support in financial decision-making processes.
Why study Quantitative Finance in Rotterdam?
This Quantitative Finance program benefits from an excellent location: Rotterdam has long been the home of numerous headquarters and key offices of leading financial institutions and firms. Many of them feel a strong connection with Erasmus University and provide frequent guest lectures, interesting topics for the seminar Financial Case Studies, and research internships that can be combined with your master’s thesis. All courses are taught by renowned and active researchers who also have strong connections with the financial sector. This means that the curriculum is based on the latest developments and insights from both academic research in financial econometrics as well as the day-to-day business of firms in the industry. This interaction between theory and practice is a unique feature of the master's in Quantitative Finance in Rotterdam.
Several scholarship options are available. Please visit the school website for more information.
The program consists of seven core courses, a seminar (Financial Case Studies), and the master’s thesis.
Each core course focuses on either particular econometric methods (including time series models, Bayesian techniques, and Machine Learning methods) or a specific area in finance (such as Asset Pricing, Derivatives, Risk Management, and Portfolio Management) where quantitative support is indispensable. All core courses include empirical assignments, enabling you to gain experience with applying the econometric techniques in practice.
During the seminar Financial Case Studies, you intensely work in a small team for a period of two months, in order to conduct an applied research project from start to finish. The topics for these projects are provided by firms in the financial industry. Representatives of these firms are actively involved in the supervision of the research projects, together with faculty members.
The master’s thesis can be theoretically oriented or practically oriented. Practically oriented theses are usually combined with an internship or traineeship.
The curriculum consists of:
- 35% Asset and derivative pricing
- 15% Risk management
- 15% Portfolio Management
- 35% Econometrics
Course Overview
- Take-Off Master
- Asset Pricing (QF variant)
- Financial Derivatives
- Bayesian Econometrics in Finance or Machine Learning in Finance
- Quantitative Methods in Fixed Income
- Advanced Time Series Econometrics
- Portfolio Management
- Quantitative Risk Management
- Seminar Financial Case Studies
- Master's Thesis Proposal E&MS
- Master's Thesis Quantitative Finance
Credits: 60 ECTS
Master of Science
A Master's in Quantitative Finance provides you with excellent career prospects, both in the Netherlands and internationally. The financial industry has become increasingly complex over the years. As a result, it is in great need of talented academics with a strong background and training in finance, combined with excellent analytical and quantitative skills.
The financial industry is a broad sector with very different organizations, ranging from large institutional investors such as pension funds and insurance companies to investment banks and asset-management firms to hedge funds and high-frequency traders. Likewise, after completing the Quantitative Finance program you may find employment in a wide range of jobs, depending on your skills and interests.
Most of our alumni find a job within a month after graduation. In recent years, our alumni have found jobs at Allianz, NN Group, Aegon, Kempen & Co, SAMCo, Boston Consultancy Group, PwC, JP Morgan, Barclays Investment Bank, ABN AMRO, Citi, Optiver, FlowTraders and many more.