Instead of thinking of traditional trader vs quant trader, I would suggest looking more into the style of trading for specific firms you're interested in. Some firms have more of a discretionary focus, some firms have more of a systematic focus. It's a bit tough to answer in terms of signals and data consumption but basically anything/ any method that can consistently give you an edge would probably be useful regardless of the semantics of the job title.
To be honest, I just don't think any specific courses within the MFE curriculum is too relevant to quant trading roles - I think MFE is better in preparing for quant researcher positions instead. I feel FE courses is too rigid in the sense that too much emphasis is spent on "let's derive Black-Scholes, let's derive our greeks, let's approach this as a stochastic control problem and solve this BSDE". This is great and all but this doesn't give any sense of your dynamic risk exposures - in the real world your greeks can change very very fast and it's actually very easy to think you're long something while you're actually short. The real markets just has so much complexity that can't be captured too well in any school courses.
A good macro understanding is pretty useful. Just having a good idea of why the world works the way it works, why does x drive y. I don't think it's that useful to be too consumed by the very technical components - I think just learning how to learn is a good skill to have. For new grads, many firms don't require any background knowledge at all as they'll teach you everything you need to know. A blank slate is often better to work with than someone who's taught the wrong things.
