Based off your highlighted preferences, that's tough. I would still pick
CMU, but its hard for me to extract my built in preferences. I'm also in a similar position as you, where I received the 70% scholarship, but I'm still leaning towards Columbia (turning down that scholarship is really not easy). When I started this process, I made a ranking of programs based off my personal preferences and told myself I would stick to that ranking. Columbia was first (technically Princeton was first but I missed the deadline due to personal reasons) and when I received the admit from them I stopped sending out applications (I still had applications to send out to
CMU and Baruch). What I am getting at here is you have good options, but only you knows which of your preferences you are willing to budge on, and which are most important. For example, I wanted a program with flexibility and I also wanted to be on a campus setting in NY (these are just two of the many preferences I had). The NY preference I could've easily budged on, but flexibility of tailoring the program the way I see fit was something I considered of higher importance. Considering what you wrote on the UChicago page, I think its fair to say you have more research to do on the programs.
Back to
CMU vs Chicago. While the biggest percentage of
CMU graduates go to NY in banks, a decent amount go to buy side firms as well and it seems year after year people end up in Chicago as well, so it sounds like it's definitely possible (based off previous years statistics). I also don't want it sound like I think UChicago is a bad program. I think UChicago is a great program and you can definitely achieve your goals at this program as well. All in all, you have a good problem my friend.