Quantitative Finance & Operations Research
Joshua
Dekker.
MSc Econometrics & Operations Research — Financial Engineering, Vrije Universiteit Amsterdam. Seeking quant research and systematic trading roles from summer 2026.
About
I'm a quantitative researcher and trader with a background in econometrics, financial engineering, and systematic trading. Currently finishing my MSc at VU Amsterdam, specialising in financial engineering.
My work spans derivatives pricing, factor models, and systematic strategy development. I co-founded Nova Capital as CIO and Chairman — a student investment fund running live strategies — and won the Flow Traders trading competition. My research on tariff impacts and investment returns was published through the CFA Institute during my time at Northern Trust.
Projects
Research · CFA Institute
Tariffs & Investment Returns
Published research analysing the impact of trade tariff regimes on equity investment returns across asset classes. Conducted during Northern Trust internship.
Systematic Trading
Nova Capital — Systematic Strategies
Co-founded student investment fund managing a live portfolio. Designed and backtested systematic strategies combining factor models with risk management overlays.
Derivatives · Coursework
Options Pricing Engine
Binomial tree and Black-Scholes options pricing with early exercise detection for American options. Includes put-call parity verification and Greeks computation.
More projects coming
Experience
Quantitative Research Intern
Northern Trust — Published via CFA Institute
Conducted quantitative research on tariff regimes and investment return impacts across equity asset classes. Research published through the CFA Institute. References from Guido Baltussen and Milan Vidojevic.
Founding CIO & Chairman
Nova Capital — Student Investment Fund
Founding member and led student investment group managing a live portfolio. Served as CIO, Treasurer, and Chairman. Designed systematic strategies and risk management frameworks. Won the Flow Traders trading competition.
MSc Econometrics & Operations Research
Vrije Universiteit Amsterdam — Financial Engineering Track
Specialising in financial engineering with coursework in derivatives pricing, stochastic processes, portfolio optimisation, and machine learning for finance. Expected graduation June 2025.
BSc Econometrics & Operations Research
Erasmus University Rotterdam — Quantitative Finance Track
Specialising in financial engineering with coursework in derivatives pricing, stochastic processes, portfolio optimisation, and machine learning for finance. Expected graduation June 2025.
Contact
Seeking quant research and systematic trading roles. Available from summer 2026.