I am just about to finish this program and can provide some insight.
It's a three-semester program. My class had about 100 students in it, and we were divided into two cohorts. So the biggest classes were 50 while some were as small as 12 or 13. If you put in some effort during classes and office hours to get to know the professors and TAs, they will get to know you and will be extremely invested in your success.
Everyone takes the same classes in the first semester, which includes a two-week math prep class in August before everything starts for real. After the first semester, you pick one of five concentrations: asset management, fintech, quantitative analytics, risk management, or research which is the PhD track. There are required classes and electives among all concentrations which gives you some flexibility, and there is some overlap in case you want to branch into another area. The classes are a good mix of rigorous theory and application. If you choose one of the non-fintech concentrations, you have the option of adding a fourth semester for a fintech graduate certificate on top of your degree, which is what I am doing. It's a way of taking two concentrations in four semesters. In addition to all of the above, you take a one-credit career class in all three semesters and a summer internship/project after the second semester. The career class helps you with your resume and cover letters, technical and behavioral interviewing, networking, and attendance to local events with industry reps. The internship/project helps you get connected to people in the industry and apply your new knowledge in the real world.
All of that being said, you will only get out of this program what you put into it. A few of the students never attended industry speaker events, rarely paid attention in career class, and didn't take advantage of the various BU resources that were being offered (Bloomberg terminals, the business school library, lots of common study areas, very accessible advisors, professors, and TAs, etc.), and then they complained that BU wasn't doing enough to help them get summer internships. Industry professionals aren't usually going to come looking for you; you have to reach out to them and put yourself out there. And in my opinion, this program gives you all of the tools (along with a good program reputation and network with local firms) to do that.
I was recently hired for a full-time position at a financial software company in the Boston area. Everyone that I interviewed with and who I work with speaks very highly of the program. I actually have three other BU MSMFT alumni on my team, and there are several more throughout the company.
I hope this helps! Let me know if I can provide any more info.