One thing that you can do, and that has landed me a couple of prop offers, has been creating your own trade analysis projects.
I was writing spaghetti mathematica code and had a poor linear algebra understanding when I wrote up an implementation of the concepts in Ganapathy Vidyamurthy's book Pairs Trading. It was terrible code that was 1200 lines of procedural, no functions, no objects code, but they could see that I could hack it when it came to the math, could learn on my feet, and had the drive and creativity to work out problems put in front of me without a ton of handholding.
The additional benefit there is that I got to come in and talk about something that I built and knew intimately during the interview. When they asked me about my Kalman filter implementation I could speak knowledgeably because I built it, the differences between other forms of hedging ratios because these were considered in the book that I'd had to pound into my head. It seems a bit scary to put your work in front of these people with advanced degrees from universities that wouldn't even respond to your application, but it transitions the interview from being asked questions at random to talking about something you put six months of effort into, even if it it kind of sucks too.
I was writing spaghetti mathematica code and had a poor linear algebra understanding when I wrote up an implementation of the concepts in Ganapathy Vidyamurthy's book Pairs Trading. It was terrible code that was 1200 lines of procedural, no functions, no objects code, but they could see that I could hack it when it came to the math, could learn on my feet, and had the drive and creativity to work out problems put in front of me without a ton of handholding.
The additional benefit there is that I got to come in and talk about something that I built and knew intimately during the interview. When they asked me about my Kalman filter implementation I could speak knowledgeably because I built it, the differences between other forms of hedging ratios because these were considered in the book that I'd had to pound into my head. It seems a bit scary to put your work in front of these people with advanced degrees from universities that wouldn't even respond to your application, but it transitions the interview from being asked questions at random to talking about something you put six months of effort into, even if it it kind of sucks too.