Many MFE students got their first taste of how C++ is used in FE during the first semester in 'their MFE program'.
What I meant is with this course, you will learn and build codes for FE applications and therefore have a competitive edge over others.
The course is set up in such a way that you learn the fundamentals of variables, compiler and structure (where many novices have problems with) and then get to C+ asap in an effective way. I have used this approach hands-on with MFE students (UK, USA, EU) during the last years with success.
I have noticed that C++ knowledge is a wide concept and many lacunae (templates, STL, design) exist in general. Based on past experience I take the material step-by-step so that the high-priority stuff is learned first.
A knowledge of QF is not needed as such. I introduce it as we progress. We do have other 'technical' topics and exercises that really are concrete (no mammals, flying machines and functions like woof()^2, maiow()^2

) but examples based on real-life systems.
As Andy said, you also learn the steps FinModel --> Algo --> C++ which is like a scaled version of bigger systems. So, you do learn the 'links' as well.
And the cool Maths libs in Boost is unique, I would say.
hth
DD