This is the situation someone I know is in:
She has good understandings of stochastic calculus and the very basics about black-scholes and binomial model, but nothing more.
Her background is in statistics and she has a lot of experiences in time series modelling.
what would be good books to look at for a job as a quant in a fund or an investment bank?
I think the section in 'Heard on the street' is a nice for interviewing but it is written more like a 'crash course' for interview rather than a proper financial mathematical treatise.
(Though this may be off topic: some general advice is also nice, but I am mainly looking for a book)