I finished this book yesterday, its audo-book version, to be precise. I enjoyed it thoroughly. It gives an insight into how Wall Street bankers do their work. The author has a strong opinion on using financial models in trading, and stresses it out on many ocasions. You don't have to agree with it though.
Some other books to listen:
Against the Gods - I have several co-workers recommending this one. It should be about risk management history.
A Random Walk Down Wall Street - this one was referenced in Amazon for readers of another book. It's a nice feature, by the way, that Amazon recommends books based on your searches. The same with the next book:
Liar's Poker: Rising Through the Wreckage on Wall Street - this is about Salomon traders. Apparently, the characters from "When Genius Failed" would be here too.
This is Argyn's blog. I comment on topics of my interests such as software, math, finance, and music. Also, I write about local events in Northern Virginia, USA and all things related to Kazakhstan