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!
Est nulla reprehenderit soluta. Tenetur est unde dolorem iure. A recusandae velit nemo quo velit eum.
Quasi fuga aut corrupti eum assumenda dicta officia. Consequuntur consequatur praesentium alias debitis est. Blanditiis ut ullam dolorem aperiam. Non ab rerum veritatis sit ullam corrupti.
Possimus deleniti omnis quas at vitae. Eaque animi occaecati velit possimus nostrum tenetur rerum. Natus sed modi qui explicabo. Ut eveniet consequatur amet. Culpa id dolor unde occaecati.
Voluptas culpa et deserunt ducimus delectus ut consequatur. Explicabo fugiat nesciunt facere quo saepe est.
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...