DS,
Wearing a yarlmuke may depend on where you are interviewing. In NYC it should not make a difference as they are aware that that is what ortodix jews wear on their head. A jewish name is no different than any har to pronounce chinese, indian or muslim name. I have a friend who had on campus recruiting from all the big 6 (at that time) firms. He wore a yarmulke to 5 of the interviews and was offered a position from the 6th interview where he didn’t wear a yarmulke. Each case is different but the interviwee needs to do his research on the firm and who he is meeting to make these decissions. There is no one answer for all.