Pittsburgh provides more access to office hours, study groups, and terrible cafeteria food. NY can’t be beat for recruiting - you’re right there where most of the jobs are. I chose Pitt because I knew I’d need the extra help, and recruiting is less important for me than academics. I only want to change on the days I have to schlep to an airport, then fly, schlep to a meeting, schlep back to the airport, fly again, then schlep home.
Pittsburgh is the better option, in my honest opinion. Yes, you're closer to the major banks in NY, so networking is slightly easier, but that's the only benefit. I also don't think that most people in NY are actively networking because of the coursework. The fact that the professors and TAs are stationed in Pittsburgh is a very valuable resource that should not be overlooked. Also, Pittsburgh is the actual CMU campus so you have the option to take classes outside of MSCF, interact with students from different departments, and join on-campus organizations. The cost of living in Pittsburgh is also much cheaper than in NY.
yup, i am eyeing this program closely and one of the benefits i see is being able to take world class machine learning and CS classes (if not just directly getting the masters in CS itself instead of MSCF)