• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Quant rotation

Daniel Duffy

C++ author, trainer
No Python background is assumed. Indeed, for completeness I give Python language essentials and then move to object-oriented and functional programming (OOP, FP). This is all useful when delving into the (many) useful numerical libraries and after that we design PDE, MC etc. solvers on top of these libraries + OOP/FP extendible design.
The course is hands-on, step-by-step with exercises + mini-project. I am your personal coach essentially The access is forever and you can finish it when it fits in with your plans.

For those who want to know the style, please see this (BTW am in the process of FAQ).

Some of my MFE PDE/FDM students use Python for the project which is fine by me.
I'll mention I'm doing my summer analyst stint in 2020, not this summer. I haven't networked for group placement yet either. Does this change my preparation strategy?
Something like blockchain plays more into your strengths as a CS major and there are several initiatives in trading desks around this theme now, or machine learning engineer (Linear Algebra would be very helpful here). Something quanti I think even one year of prep time will still not get you very far in comparison to math/physics majors. Or Computational finance, where the book by Hull I mentioned above would be sufficient to get started with usually.