• Please join us via Zoom to learn how the Options course is helpful to graduate studies and interviewing for quant finance internships and full-time roles.
    May 16th, 2022 - Information Session - Intuition-Based Options Primer for Financial Engineering Certificate

what would be a good book after J.Hull's OFOD?

Dear all,

I just finished J. Hull's "options, futures and other derivatives". I'm wondering what would be a follow-up book if my target is to self-study part-time in 6-8 months time and start applying for a quant job locally?

To let you know more about my background:
I'm a Singaporean of engineering background looking to switch to a quant career. I obtained my PhD (wireless communication) in a local university in 2004 and then worked in a research lab for the last 6 years (signal processsing and modeling for communication / data storage / biosensor). I'm fairly familiar with probability, stochastic processes, Monte Carlo simulation, Matlab/C. But I don't have any finance background except those from Hull's book. During my reading I found all the mathematics quite easy, while the challenging part is the mechanism and modeling of how derivatives are defined and work.

Given 6-8 months time part-timely (25-30 hours per week after work and family), what are the books you think would be essential to prepare myself in job hunting? Is C++ a necessity btw?

Thanks in advance!