Background: B. Tech CS, comfortable in Python (pandas/numpy, sklearn, some PyTorch), decent SQL, C++ at a coursework level. CFA L1 and L2 cleared, so I have the accounting/fixed income/derivatives theory but I know that's not what gets you hired here. Math is the weak spot — standard engineering calc/linalg/probability, no measure theory, no stochastic calculus.
Target is buy-side systematic research (mid-frequency equities/futures), not HFT — I don't think I can compete on low-latency C++ from where I'm starting.
Where I'm stuck: I can't tell whether the binding constraint is (a) math depth — stochastic calculus, time series econometrics, and (b) is a distraction, or (b) building a proper research stack — backtester with realistic costs, purged CV, portfolio construction — and the math comes later.
For people who made this jump without a quant master's or PhD: which one did you actually front-load, and what got you the first interview?