***These are only opinions***
NYU:
Pros: Highly reputed applied math department. Quality instruction from both academics and practitioners (some of the senior quants at banks lecture here). Dual MBA also available.
Cons: Expensive. Length(1yr)-not sure if this is flexible though. Also NYU now includes Poly which may or may not have diluted the brand value.
Columbia MAFN:
Pros: Ivy league, practitioners in faculty, strong placement although they don't release much stats.
Cons: You're kind of on your own - career services supposedly aren't that good. May be too theoretical since it's in the math department. Also there are multiple MS programs at Columbia (MSOR, MSFE, MAFN).
Cornell FE:
Pros: Ivy league, more focused on FE.
Cons: Not as good brand name as Columbia. Far from New York so you will be doing a lot of traveling. Expensive.