1. I'm not attending the program this year, but as of now will be attending next year (deferred due to some extraordinary circumstances)
2. For context, I've already achieved a quant research role at a prop trading firm (and now as a VP in a buy side quant research role at a BB), so my goal out of this program isn't really to push myself forward in my career in quant finance mostly because I already have a buy side role, and there isn't really anywhere "upwards" for me to go career wise short of a MD/senior management role which I don't think a masters program will necessarily facilitate (though I guess the coursework will make me more marketable for other types of quant finance beyond what I work in right now)
3. That being said, I'm in my early 20s, and I'm still torn on whether
a. I want to stay in finance, or move towards purer ML work (or applications of ML in a different field)
b. Whether I want to stay in industry or move to academia (i.e. pursue a PhD)
I think this program will help me reach a conclusion on both of these decisions and in the event I decide to pursue academia (whether in finance, or ML) it will to varying degrees help with obtaining a PhD - it should be fairly straight forward assuming research + good grades to get into a solid/great finance PhD program post graduation, I might pursue an additional CS masters from Columbia if I go for a ML PhD.
If I decide to stay in industry, I think I'll be more marketable in management/research quant finance roles that don't necessarily relate to the work I've been doing so far. So, I don't think there's really any down side of going- worst case I'm more marketable and have made a hard commit to industry/finance, best case I'll have made a complete career pivot which the program will have helped me facilitate.