Any courses in CS department for sure, I have exchanged there for a half year and been the TA for QCF students in a course.
I have to say it's a tradeoff between these two programs. It's the truth that Columbia provides a better location and more potential job opportunities, but you might not be able to train yourself to be the person you want to be, like with solid skills in programming. If you investigate more through Linkedin about MSOR graduates, or communicate a little bit with one of them, you would easily find that more going to consulting industry or others rather than financial, especially developer or quant at hedge funds. One serious problem you need to note is that, too many similar programs in Columbia, implies too many competitions with your schoolmate for limited career service.
And according to my experience, (sorry to say) top financial firms would indicate their positions only open to MSFE students. You may also find lots of candidates in MSOR are transferred from MSFE failed applicants as well.
It's right that Georgia Tech is not as big name as Columbia, but why not build yourself a solid background for the person you want to be first? And I do believe the cost (tuition) is much lower in GT.
I know the shortage of QCF is its finance branch. But it doesn't matter if you just want to be a software engineer in hedge fund. I'm sure they won't test you anything in finance, based on my former interview for this position in JaneStreet.
