I am ex-student of MMU who took financial engineering. Graduated for 5 years already but now working as research analyst. To be honest, if you are not a person who loves calculation and programming a lot, then don't waste your time and effort. Just go for normal finance courses. The difference between normal finance course and FE in MMU is just that FE has more calculation courses such as Calculus and IT course such as programming. But the C++ programming is just very basic. If you like C++ might as you take it outside and go depth in it.
Financial Engineering, Does it have future in Malaysia?