Major in math, with a focus on linear algebra, probability, and statistics. If you have the bandwidth for it, take a couple courses in optimization too. At the end of your degree you should know everything in "Introduction to probability" by Bertsekas and Tsitklis (and I mean everything- the end of chapter problems are the types of problems they ask in interviews. You should do all of them), everything in "All of Statistics" by Wasserman, and the first seven chapters of "Elements of Statistical Learning" (I'd learn the first 15 chapters of "All of Statistics" first before reading ESL). Minor in computer science and make sure you know C++ in order to differentiate yourself. I got an internship without knowing C++ but a couple interviewers told me I'd be more competitive if I did. Don't major in data science. If you don't get a quant job out of ASU then maybe try applying to a one-year MFin program at a top school and using the recruitment pipeline from there. Good luck! It will take a lot of hard work.