If you’re interested in seeking a summer internship in quantitative finance for summer 2008, I highly recommend you start looking right now. Check your school’s career office for contact information for financial firms you’re interested in. Peruse newspapers such as the Wall Street Journal to harvest names of people you’re interested in working for. Read the chapter on internships in my book and follow the advice I give there. Of course, before you contact people, you should have polished your resume as well as written a brief and to-the-point cover letter/e-mail.