The easiest and shortest way is to simply start your sentence with “étudiant” :

Étudiant, je sortais tous les soirs.

“Quand j’étais étudiant” also works, but “en tant qu’étudiant” has a slightly different meaning ; it means that your status as a student causes or enables whatever comes next.

En tant qu’étudiant, j’avais 25% de réduction sur mes places de cinéma.

=> [Because I was] a student, I got 25% off on my movie tickets.

En tant qu’étudiant, je me sentais concerné par les réformes de l’université

=> [Because I was] a student, I felt concerned about the university reforms.

“Quand j’étudiais” doesn’t work either : it means “as / while / when I studied / was studying”.