Start with the Lagrangian and Hamiltonian formations of classical mechanics (Landau & Lifshitz - Mechanics). Then, study Quantum Mechanics (R Shankar - Quantum Mechanics). Statistical Physics while not key here, will be useful for building up an intuition (Landau & Lifshitz - Statistical Physics is good). Classical Field Theory, i.e. Electromagnetism should now be learned (J.D. Jackson).
Then, I'd recommend learning Calculus on Manifolds (Spivak) and Differential Geometry (I can't remember a good textbook on this right now).
If you're at this point you will now have a solid understanding of the maths needed to know GR and QFT. Zee has two good pedagogic books for these "Einstein Gravity in a Nutshell" and "QFT in a Nutshell". Once you know QFT, read a textbook on the standard model.
That'll get you most of the way there. Strictly speaking, you could do possibly learn a lot less to understand this paper, but to be able to pick and choose which parts of the above are actually needed would require a significant amount of work in itself.