Reddit mentions of Windows System Programming, Paperback (4th Edition) (Addison-Wesley Microsoft Technology)

I think you really need to learn how to program windows in C, not this new .net or sharp stuff.

https://www.amazon.com/Programming-Paperback-Addison-Wesley-Microsoft-Technology/dp/0134382250

https://www.amazon.com/Programming-Windows%C2%AE-Fifth-Developer-Reference/dp/157231995X

edit: oops, you wanted courses, not books.

In that case...
You may want to wait for the 5th edition of UNIX and Linux System Administration, as it should release near the end of this year and they don't release new versions that often.

A good way to get started building a college library is to see what the curriculum for the school is and what books are required by professors. Often other colleges will list their book recommendations for the courses online to get an idea of where to start looking. (I know my school has an online bookstore that lists the books for each course and is open to the public)

At least one or two good books in each of those categories, to get a rough idea to start:

• General Programming (A book for each core language, though a lot of information is online as well)
  C, C++, Java, Python and Ruby are popular to start with
  
  
• Web Development (a wide area, but an html/css/javascript text is basic)
  
  
• System Programming (Windows and Linux are wildly different, should probably have both even if not taught - though you already have one linux system programming text recommended, 'the linux programming interface')
  https://www.amazon.com/Advanced-Programming-UNIX-Environment-3rd/dp/0321637739
  https://www.amazon.com/Programming-Paperback-Addison-Wesley-Microsoft-Technology/dp/0134382250
  
  
• Computer Networking
  you already have a couple here
  
  
• Algorithms - the selected book (Introduction to Algorithms) is good, sometimes used for two courses, a complementary text wouldn't hurt too
  
  
• Artificial Intelligence
  https://www.amazon.com/Artificial-Intelligence-Modern-Approach-3rd/dp/0136042597
  
  
• Numerical Methods
  
  
• System Administration (Windows and Linux are different, the recommended text is good for Linux - here's a windows one)
  https://www.amazon.com/Windows-Internals-Part-architecture-management/dp/0735684189 (coming soon)
  
  
• Parallel Computing
  
  
• Distributed Computing
  
  
• Operating Systems - I personally like Stallings' text, though Tanenbaum and Silberschatz is popular too
  
  
• Databases - Nearly all the database books are not that good, in my opinion, but still should have something
  
  
• Cryptography
  
  
• Computer Security
  
  Edit: On second thought, pretty much every college teaches system programming on linux - so perhaps just the linux texts would be adequate for that.

Okay so there are a couple of good places to start with malware. The first is Malware Analyst's Cookbook. It is a pretty decent beginner level resource.

From there, Practical Malware Analysis is excellent and goes a lot deeper.

For free resources I've heard good things about Dr. Fu's Malware Analysis Tutorials.

You will need to have a strong understanding of reverse engineering. I like Practical Reverse Engineering or Reverse Engineering for Beginners. The latter is free.

With RE comes assembly. I learned from the free book PC Assembly Language. The RE books should have some info on assembly as well.

You should also know the systems programming API and OS internals for whatever OS you're interested in. This is most likely Windows, so I recommend Windows System Programming and Windows Internals. You can find similar books for Linux and macOS too. Having a good understanding of C and C++ is helpful for this. Also get comfortable using your assembly level debugger on your OS of choice. WinDBG, x64dbg, and OllyDBG are all good on Windows. GDB is pretty much the default on Linux, and LLDB on macOS.

I also highly recommend some scripting language, whether it's Python, Ruby, Powershell or whatever for hacking up your own tools.

Lastly, there is a list on GitHub with a ton of helpful links.

I think that's enough for now.

As far as demand it's hard to say and probably depends a lot on where you're from. It's certainly not like the demand for webdevs but there's also not nearly as many people with the skillset. I'm not a malware analyst myself, I'm more focused on security research and embedded development.

I know those skills are especially high in demand around the Washington, DC area with defense contractors and government agencies. Especially if you can get a security clearance. Most other security firms I know of are always looking for good people with strong reversing and OS internals knowledge.

Let me know if you have any questions and I will try to answer.

Depending on your exposure to exploitation in general, it may be best to briefly introduce yourself to exploitation on Linux first to learn the basics, as there are some additional complexities with Windows exploitation not present in Linux exploitation.

That said, here is a great course that specifically focuses entirely on windows exploit development. Here is an equally amazing series that is probably best used as a supplement during and after that course

If you find that you're struggling with understanding the material (specifically for the OpenSecurityTraining videos), it might be best to follow along the prerequisite knowledge "chain", on the pages for each class (Ex: Confused by exploitation concepts that he doesn't explain in depth in Exploits 2 --> Try out Exploits 1 -- as he probably expects you to know a few things from it already. However, if you find that you may be rusty in assembly --> Sharpen up through their Intro to x86 course, and reviewing/learning C on the side. If you want to understand key differences between Windows and Linux binaries, their Life of Binaries course is pretty good too, but that course itself is not fully necessary for just getting started imo.

If it's a matter of you not being a fan of the teaching style for any reason, an alternative course is Sams Class (which I should let you know ahead of time, covers both linux and windows). Both courses include labs for you to work with as you learn (Sam's class even offering extra mile labs).

As for digging into WinAPI, Windows Internals is probably best used as a reference for when you need it (whether you come across something that specifically requires that information, or reach the point where you need new rabbit holes to dive into). If you can manage to get a course with any of the authors of the book, that may be best for thorough learning of that content. Here is a free alternative, by the co-founder of 'Trail of Bits'.
I personally learned a lot through Windows System Programming and Windows via C-C++, but nothing in this paragraph is necessary to initially jump into windows exploitation. If anything they may be helpful after you start to move beyond the basics.