Since you are already in a quantitative field I think it would be good to quickly get to the heart of what economists actually do. I would suggest Varian, 'Int

Since you are already in a quantitative field I think it would be good to quickly get to the heart of what economists actually do. I would suggest Varian, 'Intermediate Microeconomics' Luenberger, 'Investment Science' Wooldridge, 'Introductory Econometrics' for the undergraduate background and then at the graduate level Jehle and Renyi for microeconomics, Duffie for asset pricing theory, Tirole for corporate finance and Campbell, Lo and Macinlay for econometrics.