I did. It wasn't easy and I had the support of a large team of people to fall back on.
10 years ago I was an early employee of a risk analytics firm. I got pushed into a quant roll because I had an engineering background and could solve PDE's.
My first meeting I remember the head of the quant team hand-waved over a bunch of math that took me two weeks to go through on my own.
I had to spend 2-3 nights a week for 1 year going over my old statistics texts, Differential equations text and Knuth's Concrete Mathematics before I moved onto Stochastic Calculus.
It would have been almost impossible without having a team of people who were willing to help me get through sticking points. That was 8-10 years ago. I still spend atleast 1 night a week learning new math, though now its mostly non-linear regression and chaos theory.
And to be honest I still get alot of quants looking down on me, "A guy who dropped out of his masters, trying to claim he's our equal?". That does bother me a bit, and it means I probably couldn't get a quant job at Goldman, but I'm very proud of where I am now and how I got there!
TL/DR
It can be done, but it gets done over the course of years, not months or weeks. You won't get there without applying what you learned to real world applications, reading the text's aren't enough.
10 years ago I was an early employee of a risk analytics firm. I got pushed into a quant roll because I had an engineering background and could solve PDE's.
My first meeting I remember the head of the quant team hand-waved over a bunch of math that took me two weeks to go through on my own.
I had to spend 2-3 nights a week for 1 year going over my old statistics texts, Differential equations text and Knuth's Concrete Mathematics before I moved onto Stochastic Calculus.
It would have been almost impossible without having a team of people who were willing to help me get through sticking points. That was 8-10 years ago. I still spend atleast 1 night a week learning new math, though now its mostly non-linear regression and chaos theory.
And to be honest I still get alot of quants looking down on me, "A guy who dropped out of his masters, trying to claim he's our equal?". That does bother me a bit, and it means I probably couldn't get a quant job at Goldman, but I'm very proud of where I am now and how I got there!
TL/DR It can be done, but it gets done over the course of years, not months or weeks. You won't get there without applying what you learned to real world applications, reading the text's aren't enough.