My book (expected availability by July 2007) dispenses tons of tips on how to get your foot in the quant door. Now, if you are still in college, there is a surefire way to land the quant job of your dreams. How? Simple: you need to work hard, get great grades and professors’ recommendations, and get into a quantitative graduate program at a top-ranked university. Once you are in the top-ranked graduate program — quantitative finance, economics, finance, etc. — continue to study hard and do well. Try to get involved in quantitative research projects as much as you can (both in college and in grad school). If you can get a paper or two published in a respected journal, all the better.
Of course, while the technique is simple to lay out, implementing it involves a lot of hard work. But you have to realize that quant work is hard work. You can’t expect to get paid 200 grand or more a year and do nothing on the job. There will be a lot of challenges and a lot of stress. But if you like what you do, it’ll all be worth the trouble.
Again, this piece of advice only applies if you are still in college (or if you are already in a top-ranked graduate program in quantitative analysis). If this situation doesn’t apply to you, come back for more advice and hints in the near future.