Perhaps the best time to ask a headhunter like me is
before you sign up

I assume this is one of their math/finance programs ?
First up you should start trying to get an internship sooner rather than later. My call is that next summer will be the coldest market for interns that we have seen.
Obviously I don't know your background, but I hear about a drop out rate at Cass for people who can't hack the maths. You can never know too much of the right maths, and you need to start on filling the sort of holes that are inevitable for anyone who is doing a "conversion" masters.
Also check out the halls of residence for City University, the parent of Cass, since this can be a rather cheaper and less stressful option than the private sector.
Don't restrict yourself to the lectures at Cass, we have Finance Focus meeting a few hundred metres away, and Bloomberg, LSE, Imperial, QMC, LMU, King's and Birkbeck all have open lectures and seminars within 20 minutes travel (OK, this is London, 20 minutes to two hours
