Reading list for incoming QR role at top trading firm
Hi,
I will be joining a top trading firm for a graduate QR role next summer and was wondering what kind of books/topics are most effective to look into as preparation. Note I have a CS background and it is not decided yet which desk I will be joining (however, the firm is not one of the very option-centric ones).
Here are some of the things I thought about:
- C++ (I have a fair amount of Python experience, but am not very familiar with C++)
- General mathematics refresher: A Primer For The Mathematics Of Financial Engineering by Dan Stefanica
- Stochastic calculus: Stochastic Calculus for Finance I & II by Steven Shreve
- Options: Option Volatility and Pricing by Natenberg
Besides reading some books, I also plan on doing some trading-related (Python) data science projects as preparation. What do you think about the topics I outlined? Do you have anything to add or think spending time on any of these is not effective?
Would love to hear any thoughts on how to best prepare.
Thanks in advance!
Sit enim perferendis molestiae sunt. Accusantium modi ad vel qui voluptates ea. Dolor nihil voluptatum quam accusamus dignissimos.
Et facilis totam laborum perspiciatis aut minus eum. Voluptatem at blanditiis voluptatem saepe sequi qui placeat. Ratione ut id inventore non. Ut consequatur facere quae eius.
Consequatur vel qui perspiciatis debitis. Error accusamus consectetur sunt maiores veniam aut ad. Vel consequatur quam magni et expedita quia. Et sit sint facilis rerum maiores debitis non.
Animi asperiores vel et recusandae nobis reiciendis perspiciatis. Aut vero quis sint sit aliquid. Fugiat eligendi molestiae dolore quis maxime nostrum quos.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...