You need to be specific about the job.
For ex:
- FinMath for Model Validation and Risk, not so much in Quant Dev roles.
- MSCS for HFTs, QR, Dev, will be irrelevant (overkill at best) for model validation.
Till now, I have seen some Operations research and Math students ending up in model validation/risk in NYC.
In general if you want to work as a quant {PM/trading/dev/risk/research,etc…} and you don’t know which one exactly right now.
MFE is obviously the answer. It’s basically designed for that.