I have to declare an interest here since I teach C++ on the CQF.
IT is about the most common background for CQFers who are currently employed.
As you say, the majority of the lectures are held in the UK, but can be viewed at a time and place that suits you, which actually works out well for London based people who can't get away as well.
The obvious transition for someone who can do C++ is as some sort of quant developer, but I have to counsel you that the maths in finance are almost completely different from CompSci, so for any course you take, that will require work.
Also, you may find that the C++ we do, in some places goes beyond what you've done 
One thing that has changed since the reviews were written is that the CMM course is now part of the CQF. That covers all the maths you need for the CQF, and is bigger than most "refresher courses". This change was very recent, so much so that no one has completed that as part of the CQF yet.
