I am permanently being asked what Msc. Student of Quantitative Finance / Financial Math should read additionally to the compulsory curriculum.
Well, I can give a comprehensive answer only if I know the background of those who ask. But a general advice:
1. Look which models are implemented in QuantLib. If practitioners spend their time implementing them then this models are used.
2. Try to do something practical with the models you know. E.g. to calibrate Vasicek and “canonical” LIBOR market model to the swaption matrix. Then try to price with calibrated model some more advanced derivatives that are available on the market.
3. Notice the calibration and pricing errors. Google about them. Look which more advanced models are offered to address this issues. Check whether theses models are implemented in QuantLib. If yes, try to do calibration/pricing with this models. If they work (better) then it is worth reading further about them and studying them deeply.