I have been thinking about taking Intro to Probability Theory through NetMath: Math 461: Introduction to Probability Theory | NetMath at Illinois
Not sure if it satisfies CMU's MSCF admission committee.
If you are already in a PhD program, then don't listen to those who are saying its useless. It is useful. But you will have to know how to make it useful.
Obviously there are different types of HFs and different types of jobs. Keep monitoring the job market and develop the required skills.