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!

1 Comments
 

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