MFE is a good career option given your engineering background and interest in the financial field. There is a plethora of opportunities available after MFE.
You should evaluate how a course in Algorithmic trading would help you in giving bolster to your profile, and how it will help you gain experience at relevant places. Such a course will be your first formal introduction to the world of quant, making you better equipped with pre-requisite knowledge and giving you clarity about your own strengths. An exposure to financial market, statistics, trading strategies and Algo programming would provide you with necessary tools to launch in the world of finance.
A course in C++ would provide general programming concept, while a comprehensive Algorithmic trading course covers both Quant and Programming which is required to move into MFE.
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