Hello everyone, next summer I will intern at GS as a Securities Strats summer Analyst. I have some experience in the industry (HFT) but not so much in actual highly quantitative things (I took a financial maths course last year though). I wonder if someone went through this summer, what did you do ? Do you have any advice to transform this summer in a full time offer ? I am ready to work/study things before the summer starts so that I can perform well. But what should I study ? Stochastic volatility models, GPU programming, SQL, Machine Learning ?
If some of you work as Strats at GS, what would you like to see from a summer intern and what would you ask from him ?
Thanks guys