A recent survey by eFinancialCareers of their CV database has put Imperial College London at number 8 in the world wide rankings for best places to prepare for a financial career in Data Science. This is hot off the heels of the launch of their new Data Science Institute last year and the new MSc Business Analytics.
The usual East Coast (CMU, Columbia, NYU) and West Coast (Stanford, Berkeley) are also in the top 10, as well as Cambridge and Oxford from the UK.