Skip to content
Universities / Vrije Universiteit Amsterdam

MSc Econometrics and Operations Research – Financial Econometrics / Financial Engineering specialisations (VU EOR FE)

VU's one-year MSc Econometrics and Operations Research. The Financial Econometrics specialisation (Econometrics track) focuses on time series and financial modelling with real data; the Operations Research track offers a Financial Engineering specialisation.

What you’ll study

Core

  • Advanced Econometrics
  • Multivariate Econometrics
  • Time Series Models
  • Advanced Financial Econometrics
  • Financial Econometrics Case Study
  • Thesis MSc EOR - Econometrics

Electives

  • Two electives

Source: vu.nl ↗

Before you apply

Background
Dutch WO bachelor in Econometrics (no extra requirements) or equivalent 3-year research-university degree; HBO needs a transfer programme
Maths
calculus; linear algebra (18 ECTS combined for international applicants); probability (6 ECTS); statistics (6 ECTS); econometrics incl. time series (18 ECTS)
Programming
Basic Python, R, Matlab, Ox or Java (6 ECTS or equivalent for international applicants)

Source: vu.nl ↗

After graduation

Typical first roles
investment banks, asset managers, risk departments, central banks, consulting firms

Source: vu.nl ↗

Want to see what employers ask for? Browse open quant roles.

Checked 6 November 2026 against the sources linked on this page. Fees, units and requirements change each year, so confirm them on the programme’s website before applying.

Similar programmes