Did you get into those programs and need to decide between them? Do you have other options?

The FT Master of Finance ranking has Cass' MSc in Finance program ranked much higher than Henley's core MSc in Finance. Although that ranking doesn't directly compare the programs you're looking at, it's a good proxy indication of Cass' superiority.

In terms of which avenue you should pursue, you should try to narrow down your career goals. Usually, I suggest that applicants who don't know exactly what field they want to work in pursue a more general program - for instance, the Cass MSc in Finance. If you could aim higher (Oxford, Imperial, Warwick...) then you should.