I'd heavily advise not to do what they're recommending, and try out applying to trading firms if you want to break into the industry. I work at a trading firm

I'd heavily advise not to do what they're recommending, and try out applying to trading firms if you want to break into the industry. I work at a trading firm and a decent number of our quants were all just programmers beforehand with no trading experience. Additionally, there's no downside to applying to a bunch of them and seeing if you get an offer, but there's a HUGE downside to gambling your own money in a field you don't understand. You could also do what I did and apply for a normal programmer role at a trading firm. Then you'll get some exposure to the quant world and if you want, you can try to pivot internally (I haven't done the last part and am not super interested, but plenty of people I know have).