Ruthlessly question yourself on what you are better at than most other people.
Maybe Quant work will pop out of that, maybe not.
An algorithm that iterates through all lines of work asking "is this good" is grotesquely inefficient".
Obviously high end math skills, sharp around PDEs, stats, prob, analysis and linear alg are good.
Most pure maths is not directly useful.
Also you have to like computers.
Test 1: Visualise yourself debugging one program for three months, doing no other activity except eat, sleep and drink coffee.
Could you do this well ? Is this such a ghastly prospect that you'd rather work in Frankfurt ?
Test 2: You find yourself in an episode of House MD, which in this case is a dream sequence when every single person in the hospital is a genius who takes delight in screwing with the minds of everyone else. Banking isn't like that, but also banking often feels like that.
Could you cope, whose mind would you fuck with first ?
Test 3: Fuck.
People will say that to you a lot . You on the other hand will be polite. I know a good % of the must successful banking types in the world, nearly all of them are really polite, so you must be as well. But people have been very rude to them. If you can't cope with that go somewhere else.
Test 4: Do you enjoy solving problems where the rules are neither completely known nor constant, and where the goal itself is partly defined by you ?
Test 5: Do you drink ?
I know not one top banker who doesn't drink. Excess is a terrible thing and has destroyed many people, but zero ethanol is bad for your career.
Test 6: Are you a team player ? Banking involves getting a gang together, you start low in the gang, maybe you join a better gang, maybe you work up through one gang, perhaps someone steals your gang and you have to build a new one.
Test 7: Do you have integrity ?
Would people that know you lend you real money, or look after their kids ?
Bankers get a lot of stick at the best of times, and these aren't even good times, but in your heart are you someone who will bust a gut to fulfil a commitment ?
Test 8: Do you like people like yourself ?
Banks talk a lot of bollocks about "diversity", they even make headhunters like me write bogus "diversity policies" on recruiting staff.
The objective fact is that every type of person is in a bank: gays, blacks, moslems, jews, scientologists, convicted criminals (I have their resumes, yes really), adulterers, loud people, quiet people, women, fat people, vegans, Chinese, smart people, astonishingly stupid people, the French, and Essex men like myself.You may be reporting to a moron, or someone who is so smart that you can't really understand them.
You don't have to like or "respect" these people, I know I don't, but you have to be able to function well with any sort of person who ends up sitting next to you. Every sort. Their obesity, evil political views and support for paedophile priests may be their fault, but they must not be your problem.
What sort of environment do you want to work in, equally importantly what sort would you thrive in ?
Forget the money, you can't succeed in banking if your misery impacts your productivity.