Good luck with the switch. I did this a few years ago and love it. Things you should know depending on what you're doing: Math/Finance - statistics, know stat

Good luck with the switch. I did this a few years ago and love it. Things you should know depending on what you're doing: Math/Finance - statistics, know stats inside and out. - differential calc and finite difference methods - Black Scholes, Programming - the R langugage - vba, if you don't know R really well then vba can be useful for modelling. VBA is approachable enough that every trader uses it and when they move shops they take their vba models with them. - C++ or C, it's still used very widely and often is the language that interviews are conducted on. - TCP/IP performance. - linux kernel tweeks for performance.