I would say that a preferable degree by employers in the field is a bachelor’s degree in Mathematics, Computer Science, Computer Engineering or a related discipline. However, employers also look for work experience and extensive training in case you are not holding a technical degree. For example, the National Security Agency considers both those from a technical background as well those with a non-technical degree to become cryptographers. A Director’s Summer Program for talented undergraduate mathematics majors and a Cryptanalysis and Exploitation Services Summer Program (CES SP) are hosted by NSA every year which are open for undergraduate students in majors of mathematics, computer science or a related field.
In addition to that, you may consider a master’s degree with a specialization in Cryptography or a related field to give you more knowledge and experience in the area. This is powerful given that you are not holding a double major degree in both Computer Science and Mathematics. Moreover, a doctorate in Mathematics or Computer Science with a focus on cryptography is another attractive option to go for.