The goal for this initiative is twofold:
- to introduce our institutes, our study programmes and research areas to our partners in industry as a first step in exploring a stronger collaboration
- to give our most ambitious students in the Bachelor and Master degree programmes more insight into practical problems and show them opportunities to take part in practical internships or professional training programmes.
Participants from industry 2019
This year ABN AMRO, Deloitte, Flowtraders, ING, KPMG, Optiver Services B.V., Ortec Finance, Rabobank and Zanders will be present.
Which students can participate?
Master students and 3rd year Bachelor Students of Mathematics, Computational Science, Actuarial Science and Mathematical Finance, Physics & Astronomy, Logic, Computer Science and Artificial Intelligence can participate.
Registration is free of charge for students of the UvA and VU, but we would like to ask you to register.
The deadline for registration is11 January 2019.
Friday 25 January 2019
Programme and registration
- At the fair you can get general information about the companies and the opportunities to take part in internships or professional training programmes
- Some companies offer one-to-one interviews; you can use this opportunity if you have concrete plans or questions
- In the afternoon there are several (interactive) case studies; through these case studies you will get more insight into (practical) problems the companies deal with.
About UvA Quants
UvA Quants is an initiative of three research groups of the University of Amsterdam (UvA) to join the efforts on research in finance together with the study programmes and partners from the financial industry to make Amsterdam a world leading center on research and education in finance.
Involved from UvA are:
- the Financial Mathematics group of the Korteweg de Vries Institute for Mathematics (KdVI),
- Computational Science Lab of the Institute for Informatics (IvI), research theme Computational Finance
- the Actuarial Science and Mathematical Finance group.