A MBA or a MS in Finance from a program taught in English in Poland is a waste of time and money. Neither will help you get a job anywhere, so your money would be wasted.
The MFE, on the other hand, is an excellent choice, and will help you get a good job just about anywhere.
Yes, it is math intensive. The prerequisites for the course are C++ programing, and the standard science/engineering sequence of math courses: Differential and integral calculus and analytical geometry for scientists and engineers with transcendentals, linear algebra, differential equations, partial differential equations, multivariable calculus, advanced probability and statistics for scientists and engineers, and formal logic for scientists and engineers. You will have to be at ease with statistical software for finance like SAS, RATS, Gauss or SPlus, as well as with standard math packages like Mathlab. Some programs require at least one semester of pure math, like real analysis.
If you are lacking in any of these areas, take the necessary coursework in your home country. and then apply in a year or two. The better your mastery of math is, the easier the masters coursework and research will be. You don't want to be stuck in a rigorous engineering program with deficiencies in math. Once you get behind, you'll never catch up.
Contact schools to find out all the prerequisites, talk to your professors about how to best fulfill them, and get to work!