Not sure if it is too late. I was in the same situation with you and I talked to a few people from both programs.
What every one said first thing was LOCATION. They said if you want to get a job in the financial industry then do not hesitate just go for Stevens. There are for sure tons more job opportunities in NYC than in LA (if any). However, I asked a couple of Stevens grads but they said it really depends on yourself, in terms of job hunting. The employment outcome wasn't so great these few years. But one other thing about CGU is that Ken Abbott (Barclay's Chief Risk Officer) now serves as a faculty member at CGU, and he does take students from CGU. What I heard is if you connect well with him, at least you get a chance for interview.
If you want to keep going in the academic track, then CGU might be a better choice. One current student at CGU whom I've talked with said he was preparing himself for a Ph.D program after MSFE. He suggested that CGU has a very academic atmosphere and is great for academic work.
Some other things you might want to consider are expenses and class size. NYC is a lot more expensive than LA, however, if you live in LA but want to go to NYC for job fair or other stuff then transportation is expensive and inconvinient. Stevens has about 100 (or more?) students per class, CGU only has like ~30.
Personally, I prefer CGU over Stevens a lot lot lot. I like its tightness as a small school, I like the weather in LA, and I love the opportunity to pursue a Math Degree at the same time. However, Stevens does have the absolute advantage of job seeking, due to its location (20 min to Manhattan). So I guess it is up to your choice and which factors you prioritize in this case.
The above is all I know about these two programs. I hope this helps and please do let me know if I made any mistakes.