I was invited to a client dinner but just found out that this will likely culminate with bottle service at a strip club and a table full of escorts, do I go?
Ahahahaha.... if _I_ got invited to a client meeting and it was destined to end up in a strip club packed with hookers, _I_ would feel uncomfortable... my terrible gender affliction aside
Could I also offer a slight counter question, in regards to interviewing with a woman while wearing a skirt. Do you think that fellow women are inclined to be more judgemental of you, and any suspected attempts to use your femininity?
I knew guys who chose nursing at university... and their choice of career was met with much laughter and teasing, from men and women both. My own original study choice (multimedia/IT) was a massive step away from the farming/mining/sit-at-home-on-Benefits options typical of my small country home town, and so was questioned somewhat. So the gender stereotyping and questioning of adventure isn't all going the one way :p
Finally, if you do know some female quants, could you possibly chase them up yourself and contribute the interviews to the forum. Andy is probably already busy, and you are obviously passionate (and have peaked my interest in this topic), so their experiences and feedback might make an interesting read.
Also, this lack of female presence in mathematics is entirely American. I see tons of Chinese, Indian and Russian women in technical fields and studies.