Notwithstanding Andy's imposing set of requirements (I might satisfy one or two), here's what I see as being useful, aside from the obvious ones of being fairly smart and willing to work hard:
Be flexible.
Finance is a social science. As pretty as the math looks at times, and as much as some practitioners may try to convince you otherwise, most of what's done is incomplete, inconsistent, or implausible. My feeling, at least, is that a little bit of art, a lot of common sense, and at least some humility and humor are the primary requirements when your job is to contend with this reality on a daily basis.
Be creative.
FE is a mongrel, unorthodox field. It will only survive if we get a steady supply of wild ideas, most of which turn out to be useless. To me, this is the fun part. I hold up my end by trying to have at least one useless idea a week.
Be realistic.
Unless you are exceptionally lucky, as an FE the primary consumers of your work do not understand it, and definitely do not think it's cool. They will by turns find it incomprehensible, inconvenient, and above all too slow. Always understand that the results you produce fit into a bigger picture. Once you understand what that bigger picture is, if you can then do your work with integrity and honesty, I would say this is the field for you.
Just for the sake of clarity, I should point out that these things are not necessarily the requirements to be sailing your yacht around the world in ten years. I would say that the quants I respect most have these characteristics to some degree, but there are plenty of others who succeed by other means. You will encounter in this field people who proceed by knowing less than they seem to, by doing less than they promise to, by intimidating the less experienced or cheating the unwary. If this seems an acceptable means of succeeding to you, then I would point out that there are many easier paths into finance for people whose aspirations lie in that direction.
