I can't speak for Columbia, but at GW you are actually required to take a statistical packages course that covers the basics of SAS and R, though this is only for epi and biostats concentrators. The department also has many programming electives (Advanced SAS, Intro to R, Intro and Advanced GIS, and advanced topics courses involving data management). There is no shortage of applied statistics courses, and they fill up FAST.
In terms of jobs, I recently got a research assistant position joint between my department and the DC Department of Health. It will involve data cleaning and management of three if their main databases, as well as the opportunity to work on my own project later on. They expect you to know SAS for this position (I was a mid-level SAS programmer in college, now rusty), and I image that there are many other mid-level SAS and R programming positions out there.
Hopefully someone at Columbia can comment on the SAS/R situation there. I imagine it to be similar.