0.http://www.quantnet.com/quantnet-best-selling-books-2010/ http://www.quantnet.com/quantnet-best-selling-books-2010/ ( you must start here ) 1. http://finmath

0.http://www.quantnet.com/quantnet-best-selling-books-2010/ http://www.quantnet.com/quantnet-best-selling-books-2010/ ( you must start here ) 1. http://finmath.uchicago.edu/new/msfm/prospective/plan_reading.php http://finmath.uchicago.edu/new/msfm/prospective/plan_readin... ( i graduated last month from this pgm. if you have 50K$ and 9 months to spare, its not such a bad idea to apply. i believe 50% of graduating class found a quant job with max paycheck 165K & 20-100% sign-on bonus ( hope this isn't classified info :) If you are smart, just read Hull cover to cover and solve all the problems. I'm not so smart :( ) 2. GS reading list ( supposedly...I worked for GS for 5 years, didn't see anybody reading these things :)) http://www.quantnet.com/goldman-sachs-reading-list/ http://www.quantnet.com/goldman-sachs-reading-list/ 3. http://blogs.reuters.com/emanuelderman/ http://blogs.reuters.com/emanuelderman/ ( runs the columbia MFE pgm. his blog's super-informative ). 4. if you understand very little math, then start here instead of at 0. http://finmath.uchicago.edu/new/msfm/prospective/plan_preparation.php http://finmath.uchicago.edu/new/msfm/prospective/plan_prepar... 5. my favorite quant books: http://www.amazon.com/Numerical-Methods-Finance-Economics-MATLAB-Based/dp/0471745030 http://www.amazon.com/Numerical-Methods-Finance-Economics-MA... http://www.amazon.com/Primer-Mathematics-Financial-Engineering-Second/dp/0979757622/ref=pd_sim_b_6 http://www.amazon.com/Primer-Mathematics-Financial-Engineeri... steven leduc primers ( cliff notes linear algebra, GRE subject math ) - quick brushup before interviews 6. personal suggestion - take 6 months to figure out if this is right for you. open a 5k brokerage account. don't buy any stocks, but grow that 5k by pure derivative play ( butterflies, condors, ratio spreads ) in simple equities. that math is invaluable and not so hard. plus, the programming is not too hard either - just simple 2D graphics, a few threads & number crunching will spit out payoff diagrams you can understand.