Resources

Financial Markets to mathematical methods in Quant

Statistics of Financial markets by Franke (Club Review: A complete overview, might be advanced)
Introduction to financial option valuation (Club review: recommended as one of the first books for anyone interested in derivatives)
Paul Wilmott Introduces Quantitative Finance by Paul Wilmot
Quantitative finance with python by Chris Kelliher
The art of quantitative finance by Gerhard Larcher
Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk by Richard C. Grinold, Ronald N. Kahn (https://www.amazon.com/Active-Portfolio-Management-Quantitative-Controlling/dp/0070248826)
Active Equity Management by Xinfeng Zhou, Sameer Jain (https://www.amazon.fr/Active-Equity-Management-Xinfeng-Zhou/dp/0692297774)
A first course in quant finance by Thomas Mazzini
Monte Carlo in financial engineering by Paul Glasserman
ML in finance by Matthew Dixon

Principles of Corporate Finance by Richard Brealey, Stewart Myers, Franklin Allen (https://www.amazon.com/Principles-of-Corporate-Finance/dp/1265074151)
Options, Futures and Other Derivatives by John Hull (https://www.amazon.com/Options-Futures-Other-Derivatives-Global/dp/1292410655)
Advanced Portfolio Management: A Quant’s Guide for Fundamental Investors by Giuseppe Paleologo
The Elements of Quantitative Investing by Giuseppe Paleologo
Dynamic Hedging: Managing Vanilla and Exotic Options by Nassim Nicholas Taleb
Option Market Making: Trading and Risk Analysis for the Financial and Commodity Option Markets by Allen Jan Baird

Cracking the coding interview – focused on c++ / programming questions
“A practical guide to quant finance” by Zhou (Club Review: known as “the green book”, is THE standard book for quant interviews, which covers basically everything)
The g research mock exam: https://www.gresearch.com/wp-content/uploads/2019/12/Sample-Quant-Exa.pdf
The Jane street sheet (is also good probability revision) https://www.janestreet.com/static/pdfs/trading-interview.pdf
Here’s what Berkeley tells their student to do for interviews: https://haas.berkeley.edu/current-mfe-students/requirements-conditions
Frequently Asked Questions in Quantitative Finance by Paul Wilmott (https://www.amazon.com/Frequently-Asked-Questions-Quantitative-Finance/dp/0470748753)
Heard on the Street: Quantitative Questions from Wall Street Job Interviews by Timothy Falcon Crack (https://www.amazon.com/Heard-Street-Quantitative-Questions-Interviews/dp/0994103867)
Quant Job Interview Questions and Answers by Mark Joshi (https://www.amazon.com/Quant-Interview-Questions-Answers-Second/dp/0987122827)