Can you explain to me the non-quant role in trading, esp if I have my MSc in Fin (not MFE)?

Excuse my ignorance; I'm a military officer who is currently working on my MSc in Finance; I'll have the academic knowledge to trade swaps, options, MBS, etc; What I want to know is, if I do not want to be a quant, how does this work for me in the trading world? I'm going to be making a transition to the trading/banking world in the next couple of years.

Obviously I have to have some level of competency in math but is it really necessary to take linear algebra, ODE, PDE, Bayesian inference and regression and more? And I certainly don't want to teach myself OCAML; is it necessary I learn VBA?

From my coursework, I'll have at least the basics of option pricing, focusing on the binomial and Black-Scholes models, Option trading strategies such as bull and bear spreads, straddles, strangles, income securities, including zero coupon bonds, floating rate instruments and inflation indexed bonds, asset backed securities, structured notes, collateralized mortgage obligations, and the use of interest rate swaps in hedging, Multiple Regression, all the Markowitz and CAPM stuff, some elements of behavioral finance, fundamental valuation of debt and equity, and foreign exchange, Eurodollars, equity markets, bond markets, futures and forward markets and options, forecasting, hedging, diversification, and asset pricing in a multi-currency environment.

Thanks in advance...