VU Amsterdam - MSc Finance: Duisenberg Honours Program in Quantitative Financial Risk Management

[blrichard]

Hey guys, I recently got admitted into this program at VU Amsterdam, the MSc in Quantitative Financial Risk Management, a lesser known program, 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