Read William O'Neil's "How to Make Money in Stocks." This details his CANSLIM approach. Basically it's an acronym whereby each letter represents something he looks for when stock picking. Not any overly complex quant stuff.

But, don't worry about this if your hopes are going to a Merrill or Citigroup. They won't care about that. Instead, be an expert programming and excel monkey. Just be humble, hard-working, and interested in doing the job.

If you really want to learn how to invest or trade though, try to get in on the buyside not sellside. And even on the buyside, make sure you will really learn something. Otherwise, do it on your own and in your spare time.