Start A Career in Prop Trading

USA specific: 
Starting Your Career As A Wall Street Quant
The Ultimate Hedge Fund Career Guide

Quant Job Interview Questions and Answers 
Inside the Highly Competitive World of Proprietary Trading

UK specific:

Inside the Highly Competitive World of Proprietary Trading
Proprietary Trading Methods That Prepares You to Trade Like the Pros
The Ultimate Hedge Fund Career Guide
Hedge Fund Market Wizards