If you are still in school and have the opportunity to take classes, I think it would be very helpful, though if you're also sufficiently motivated, self-studying a significant portion of the stuff necessary to get into the quant field is pretty common, especially for CS majors, since we tend to have fewer of the math courses as part of our curricula.
If you have the ability, I'd take a probability course, a statistics course, numerical analysis/methods course, econometrics, finite element methods. It also depends on if want to become a quant for derivatives or an algorithmic trader (some stuff is more useful for one versus the other).
Coursera have multiple things related to quantitative methods.
If you haven't heard of it, you can also try out Quantopian - it's a site that lets you try our your quant algorithms against historical data (they aim to make 'quant for the masses'), and provide you an in-browser editor for writing code as well as resources for learning (like quant 101 stuff).