However, there should be no pressure in having to feel like an expert in order to be a financial analyst. You do not need to know every single in finance. A lot of the learning will be done on the job and with time. Similar to Evan's answer, aside from having some basic finance knowledge, it is important to be a critical thinker, effective communicator, and eager learner. These are also skills you build on with time either through classes, clubs, or internships/jobs. Aside from your classes, look into different clubs/organizations or internships whether they be related to finance or not. These opportunities give you great experience that make you more well rounded and better prepared for the job of a financial analyst or any other job in finance.
In college, I received a double major in accounting and finance but being able to work with large amounts of data is something I had to learn on the job. Even if you don't get a major in data analytics, I believe getting a minor in data analytics would be very helpful in landing a financial analyst position.
While in college, you want to maintain good grades and try to have an internship during a summer or two so that you can build your resume and make yourself more marketable after receiving your college degrees. Many companies need financial analysts so the possibilities of where you could work are endless.