Again, my guess would be Stats, but I'll have to let you know what I determine as the story unfolds over the next few years.
On thing I can say is that there is a Quantitative Finance club at Purdue. One of their projects involves contacting alums of the CF programs to see where they are now and to work on establishing a network. Although I honestly have no idea how well this project is moving along, as their website hasn't been updated in a long time. A current professor told me they were still active, though; even if they're not, I think the idea could be revived by current students.
There are also several IE and business school professors involved in the program--likely related to the third route, the MBA with CF specialization--and they might be even better connected to career resources.
I'd really like to know more about the OP's background, to see what he's learned that I might not have. Especially if he's in Stats, since I know little about their experience, having talked only with Math grad students. Also, for what it's worth, I just noticed that the title of this thread is misleading: although there are three CF tracks at Purdue, none of them is an MFE. There are two MS degrees with specialization and one MBA, but no MFE.