
Quantitative professionals ('quants') who work on Wall Street must know securities industry products and strategies, as well as what issues their models and technology address. This is the only book quants need to understand the essentials of Wall Street business, Wall Street's common quantitative problems and solutions, and where their research fits in and adds value.
Books:
Liar’s Poker, The Quants, Flash Boys, Against the Gods, The Complete Guide to Capital Markets for Quantitative Professionals
MOOC courses: Financial Markets (Coursera), Computational Investing (Coursera), Mathematical Methods for Quantitative, Option Pricing (EdEx - got too difficult at the end)
EDIT: Thanks for the pics, really great! Lots of good CS books there too! Sidenode: I just finished "Ghost in the Wires" a week ago - great read.
My bookshelf is shown here: http://henrikwarne.com/2015/04/16/lessons-learned-in-softwar...
So far, it's been a fantastic read. Detailed, good information, and very well written. I saw the recommendation for the "Heard on the Street" book. I was wondering if people can recommend some other books for moving into finance?
[0] http://www.amazon.com/Complete-Quantitative-Professionals-Mc...
(despite "Quantitative Professionals" being in the title it's not math heavy, although you need to be able to think technically - should be fine if your developer)
http://www.amazon.com/Complete-Quantitative-Professionals-Mc...
Great book. It's what I recommend to my new developers when we hire them without previous financial services experience.