One needs to separate two questions: how to get the job and how to prepare to what you will be doing at the job.
In most (large) orgs the entry level interview process is industrialised to a degree. You will first be asked to do a math test (a problem set), programing test and you may have to do a psychological evaluation. Test may be done in person, evaluation can be done online. Then you have a face to face round. If test is not done in person, you may get more technical question during the face to face.
Math, algorithmics and problem solving skills will be most useful for the test and the interview, but not necessarily for the job. This is where your grad level of math, including probability and some stochastic calculus will be verified. Hence to prepare for that you need to practice math problem sets, including probability and stoch calculus and do programming puzzles on
www.geeksforgeeks.org. It will probably suffice to do well in math, and not in financial math; the former is the proxy for your ability to learn the latter if necessary.
Once you do get the job, you will be learning it for around 3 years. There will be a lot to learn. The key goal of the job interviews is to gauge that you don't obviously fail after the first year. The goal (of a good interviewer, especially if it is somewhat a senior person) not to bring you down and to show you what you don't know.
The latter does happen sometimes for various reasons if more junior persons run the interviews. You have to adapt a bit, depending on who you are talking to, senior or junior. In a nutshell, it may be advisable not to come across as "too smart" with somebody more junior, as they are looking, in a way, for someone to replace them in their current job. (This is 100% the case for the MBA interviews). So you must be likeable, relatable to and you should obviously fit in with the juniors. You should absolutely shine and smash it if you have a chance to interview with a more senior colleague.
One way to better prepare yourself for the first years and, actually, to stand out during the face to face interviews with more senior people is to take my course,
Quantitative Analyst, Developer, Strat: The Profession. Just doing it does not tick any checkboxes, but you will learn something special. It will both help preparing for all kind of business-related interviews, but will also help you manage expectations, and come up with Plans B and C. You will also learn that your Ito Lemma and PDE skills and the likes will be somewhat important in the real job, but not in the way you may think.
