I am pretty much sure that all of us would want a job after graduation as we think about our ROI before accepting a school offer. It seems like the demand for data science is high, even investment firms mostly from the sell side, are demanding such skills (according to what I have noticed). Some MFE programs have included classes and certifications that would fill this gap like MIT for example, and prep students for jobs in the industry. My question is, if I end up going to a school where this gap is ignored, what can I do to make sure I don't have such gap. Like what are the most important classes I should take, what should I focus on, assuming that I am doing this independently and my department isn't providing a solution.