I completed an MSc in Mathematical Modelling and Scientific Computing at Oxford[1].
You mentioned in some of your replies that you're interested in financial time series models, deep learning, and game development.
I recommend you clarify whether you want to get good at mathematical modelling as a *general skill*, or *do* mathematical modelling in a specific subject area.
Mathematical modelling in academia will focus on theory, proofs, etc. because it has to teach students the entire toolkit for building models. This means understanding how to frame real-world problems (weather forecasting, structural models for buildings, etc.) into a mathematical problem that can then be solved analytically (i.e., by using theorems/functions) or numerically (i.e., by estimating a solution through various 'guesses' and algorithms).
As such, a mathematical modelling expert needs to have a deep mathematical toolbox, and the "applied" work then becomes easy.
A pure "mathematical modelling" program will rarely touch on AI, deep learning, etc. That would be covered in computer science programs.
Unless you find more focus, I'd suggest you study pure math or applied math. Any advanced AI, math modelling, etc. will require you to understand algorithm design, generate proofs (e.g., to show that your models will converge to solutions), and ultimately represent the world mathematically. An applied math program with a few courses in comp sci will get you there.
Most of the folks I know who pivoted into AI or build models in specific industries have a strong mathematical background that they can leverage to learn everything else. It's why you see physics Phds working in AI, or math PhDs working in finance. They learn the industry-specific details on the job.
Also, a lot of this is grad-level stuff... If you already have an undergraduate degree, you might want to consider a program like the one I completed. It took only a year and was very, very technical. Much faster + more focused than 3-4 years of undergrad.
[1] https://www.ox.ac.uk/admissions/graduate/courses/msc-mathema...