I believe MIT and Princeton MFin allow you to take courses from the CS dept along with Columbia MSFE (Econ). I think
@Skellam may be referencing the MSFE (Eng) at Columbia, and if this is the case then you can add them as well. I imagine that there are exceptions almost everywhere though and that you could potentially petition to take courses from the CS dept in any quant finance/applied math/stats program, though I'm sure success rates vary and that it at least marginally depends on the student's background.