The short list of resources worth your time.

Xinfeng Zhou (the “Green Book”)

The single most-cited quant interview book. Dense with probability, brainteasers, calculus, and finance questions with full solutions.

Best for: Everyone, the default starting point

Timothy Falcon Crack

Quant and financial-economics interview questions with worked answers and genuinely useful commentary on how interviewers think.

Best for: QR/QT candidates who want finance depth

Frederick Mosteller

Small, cheap, and brutal in the best way. Classic probability puzzles that show up in interviews almost verbatim.

Best for: Probability drilling

Mark Joshi, Denis Gorse, Nick Denson

Leans toward derivatives-pricing and C++-flavored roles. Strong for QR at banks and pricing desks.

Best for: Derivatives / pricing-quant roles

Sandor Lehoczky, Richard Rusczyk

Competition-math foundations. Overkill for some, but the reason many candidates find brainteasers easy.

Best for: Building raw problem-solving depth

Larry Wasserman

A fast, rigorous sweep of inference and statistics for people who already know calculus. Ideal reference for QR prep.

Best for: Statistics for researchers

John Hull

The standard derivatives reference. You don't read it cover to cover, you use it to actually understand the products.

Best for: Derivatives literacy

Grinold & Kahn

Where the language of alpha, information ratio, and the fundamental law of active management comes from.

Best for: Systematic / portfolio roles

Marcos López de Prado

Opinionated and practical on the ways ML backtests fool you. Read it skeptically; the warnings are the gold.

Best for: ML-leaning research roles

Jane Street's Tech Blog, Hudson River Trading, and Two Sigma's engineering writing tell you how these firms actually think.

Best for: Understanding target firms