QuantLogic has uncovered a very useful article on how to get a quant job in finance. As it turns out, it's helpful to be good at math and finance. Unfortunately, it takes more.
And, importantly, seek to gain intuition. Quantitative finance isn’t mathematics or chess; it’s not a field for brilliant idiot savants; it’s an attempt to model the world of markets and people, and you need a little wisdom and experience to know what can work.
There's not much there about how to "gain intuitiion" though, so good luck with that. While you are at it, you might try gaining super-powers and esp too.
Finding A Job In Finance [QuantLogic]
Finding A Job In Finance [pdf--Risk.Net]