<p>“Financial Engineering” is the current term for what used to be described as quantitative finance. You need to really understand financial concepts; have a solid math background; and have at least some intro computer programming classes. Industrial Engineering is irrelevant IMO. I’d say that you would be best served by taking a heavy math load in undergrad - - either get a major or minor in math. If you major in Math it might be possible that you could skip some math in your graduate program and fill in with extra finance classes.</p>